CME Japanese Yen Future March 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 08-Sep-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    07-Sep-2011 | 
                    08-Sep-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.2970 | 
                        1.2940 | 
                        -0.0030 | 
                        -0.2% | 
                        1.3042 | 
                     
                    
                        | High | 
                        1.2981 | 
                        1.2940 | 
                        -0.0041 | 
                        -0.3% | 
                        1.3091 | 
                     
                    
                        | Low | 
                        1.2932 | 
                        1.2940 | 
                        0.0008 | 
                        0.1% | 
                        1.3042 | 
                     
                    
                        | Close | 
                        1.2965 | 
                        1.2940 | 
                        -0.0025 | 
                        -0.2% | 
                        1.3063 | 
                     
                    
                        | Range | 
                        0.0049 | 
                        0.0000 | 
                        -0.0049 | 
                        -100.0% | 
                        0.0049 | 
                     
                    
                        | ATR | 
                        0.0057 | 
                        0.0055 | 
                        -0.0002 | 
                        -4.0% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        1 | 
                        24 | 
                        23 | 
                        2,300.0% | 
                        12 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 08-Sep-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.2940 | 
                1.2940 | 
                1.2940 | 
                 | 
             
            
                | R3 | 
                1.2940 | 
                1.2940 | 
                1.2940 | 
                 | 
             
            
                | R2 | 
                1.2940 | 
                1.2940 | 
                1.2940 | 
                 | 
             
            
                | R1 | 
                1.2940 | 
                1.2940 | 
                1.2940 | 
                1.2940 | 
             
            
                | PP | 
                1.2940 | 
                1.2940 | 
                1.2940 | 
                1.2940 | 
             
            
                | S1 | 
                1.2940 | 
                1.2940 | 
                1.2940 | 
                1.2940 | 
             
            
                | S2 | 
                1.2940 | 
                1.2940 | 
                1.2940 | 
                 | 
             
            
                | S3 | 
                1.2940 | 
                1.2940 | 
                1.2940 | 
                 | 
             
            
                | S4 | 
                1.2940 | 
                1.2940 | 
                1.2940 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 02-Sep-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3212 | 
                1.3187 | 
                1.3090 | 
                 | 
             
            
                | R3 | 
                1.3163 | 
                1.3138 | 
                1.3076 | 
                 | 
             
            
                | R2 | 
                1.3114 | 
                1.3114 | 
                1.3072 | 
                 | 
             
            
                | R1 | 
                1.3089 | 
                1.3089 | 
                1.3067 | 
                1.3102 | 
             
            
                | PP | 
                1.3065 | 
                1.3065 | 
                1.3065 | 
                1.3072 | 
             
            
                | S1 | 
                1.3040 | 
                1.3040 | 
                1.3059 | 
                1.3053 | 
             
            
                | S2 | 
                1.3016 | 
                1.3016 | 
                1.3054 | 
                 | 
             
            
                | S3 | 
                1.2967 | 
                1.2991 | 
                1.3050 | 
                 | 
             
            
                | S4 | 
                1.2918 | 
                1.2942 | 
                1.3036 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1.3063 | 
                1.2885 | 
                0.0178 | 
                1.4% | 
                0.0011 | 
                0.1% | 
                31% | 
                False | 
                False | 
                8 | 
                 
                
                | 10 | 
                1.3091 | 
                1.2885 | 
                0.0206 | 
                1.6% | 
                0.0005 | 
                0.0% | 
                27% | 
                False | 
                False | 
                4 | 
                 
                
                | 20 | 
                1.3117 | 
                1.2885 | 
                0.0232 | 
                1.8% | 
                0.0003 | 
                0.0% | 
                24% | 
                False | 
                False | 
                3 | 
                 
                
                | 40 | 
                1.3129 | 
                1.2665 | 
                0.0464 | 
                3.6% | 
                0.0008 | 
                0.1% | 
                59% | 
                False | 
                False | 
                2 | 
                 
                
                | 60 | 
                1.3129 | 
                1.2338 | 
                0.0791 | 
                6.1% | 
                0.0006 | 
                0.0% | 
                76% | 
                False | 
                False | 
                9 | 
                 
                
                | 80 | 
                1.3129 | 
                1.2201 | 
                0.0928 | 
                7.2% | 
                0.0004 | 
                0.0% | 
                80% | 
                False | 
                False | 
                8 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.2940 | 
         
        
            | 
2.618             | 
            1.2940 | 
         
        
            | 
1.618             | 
            1.2940 | 
         
        
            | 
1.000             | 
            1.2940 | 
         
        
            | 
0.618             | 
            1.2940 | 
         
        
            | 
HIGH             | 
            1.2940 | 
         
        
            | 
0.618             | 
            1.2940 | 
         
        
            | 
0.500             | 
            1.2940 | 
         
        
            | 
0.382             | 
            1.2940 | 
         
        
            | 
LOW             | 
            1.2940 | 
         
        
            | 
0.618             | 
            1.2940 | 
         
        
            | 
1.000             | 
            1.2940 | 
         
        
            | 
1.618             | 
            1.2940 | 
         
        
            | 
2.618             | 
            1.2940 | 
         
        
            | 
4.250             | 
            1.2940 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 08-Sep-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.2940 | 
                                1.2938 | 
                             
                            
                                | PP | 
                                1.2940 | 
                                1.2935 | 
                             
                            
                                | S1 | 
                                1.2940 | 
                                1.2933 | 
                             
             
         |