CME Japanese Yen Future March 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Sep-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Sep-2011 | 
                    16-Sep-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.3074 | 
                        1.3043 | 
                        -0.0031 | 
                        -0.2% | 
                        1.2965 | 
                     
                    
                        | High | 
                        1.3074 | 
                        1.3043 | 
                        -0.0031 | 
                        -0.2% | 
                        1.3086 | 
                     
                    
                        | Low | 
                        1.3074 | 
                        1.3043 | 
                        -0.0031 | 
                        -0.2% | 
                        1.2965 | 
                     
                    
                        | Close | 
                        1.3081 | 
                        1.3043 | 
                        -0.0038 | 
                        -0.3% | 
                        1.3043 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0.0049 | 
                        0.0048 | 
                        -0.0001 | 
                        -1.6% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        30 | 
                        2 | 
                        -28 | 
                        -93.3% | 
                        99 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Sep-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3043 | 
                1.3043 | 
                1.3043 | 
                 | 
             
            
                | R3 | 
                1.3043 | 
                1.3043 | 
                1.3043 | 
                 | 
             
            
                | R2 | 
                1.3043 | 
                1.3043 | 
                1.3043 | 
                 | 
             
            
                | R1 | 
                1.3043 | 
                1.3043 | 
                1.3043 | 
                1.3043 | 
             
            
                | PP | 
                1.3043 | 
                1.3043 | 
                1.3043 | 
                1.3043 | 
             
            
                | S1 | 
                1.3043 | 
                1.3043 | 
                1.3043 | 
                1.3043 | 
             
            
                | S2 | 
                1.3043 | 
                1.3043 | 
                1.3043 | 
                 | 
             
            
                | S3 | 
                1.3043 | 
                1.3043 | 
                1.3043 | 
                 | 
             
            
                | S4 | 
                1.3043 | 
                1.3043 | 
                1.3043 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 16-Sep-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3394 | 
                1.3340 | 
                1.3110 | 
                 | 
             
            
                | R3 | 
                1.3273 | 
                1.3219 | 
                1.3076 | 
                 | 
             
            
                | R2 | 
                1.3152 | 
                1.3152 | 
                1.3065 | 
                 | 
             
            
                | R1 | 
                1.3098 | 
                1.3098 | 
                1.3054 | 
                1.3125 | 
             
            
                | PP | 
                1.3031 | 
                1.3031 | 
                1.3031 | 
                1.3045 | 
             
            
                | S1 | 
                1.2977 | 
                1.2977 | 
                1.3032 | 
                1.3004 | 
             
            
                | S2 | 
                1.2910 | 
                1.2910 | 
                1.3021 | 
                 | 
             
            
                | S3 | 
                1.2789 | 
                1.2856 | 
                1.3010 | 
                 | 
             
            
                | S4 | 
                1.2668 | 
                1.2735 | 
                1.2976 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1.3086 | 
                1.2965 | 
                0.0121 | 
                0.9% | 
                0.0000 | 
                0.0% | 
                64% | 
                False | 
                False | 
                19 | 
                 
                
                | 10 | 
                1.3086 | 
                1.2885 | 
                0.0201 | 
                1.5% | 
                0.0005 | 
                0.0% | 
                79% | 
                False | 
                False | 
                15 | 
                 
                
                | 20 | 
                1.3117 | 
                1.2885 | 
                0.0232 | 
                1.8% | 
                0.0003 | 
                0.0% | 
                68% | 
                False | 
                False | 
                8 | 
                 
                
                | 40 | 
                1.3129 | 
                1.2684 | 
                0.0445 | 
                3.4% | 
                0.0008 | 
                0.1% | 
                81% | 
                False | 
                False | 
                5 | 
                 
                
                | 60 | 
                1.3129 | 
                1.2338 | 
                0.0791 | 
                6.1% | 
                0.0006 | 
                0.0% | 
                89% | 
                False | 
                False | 
                7 | 
                 
                
                | 80 | 
                1.3129 | 
                1.2201 | 
                0.0928 | 
                7.1% | 
                0.0004 | 
                0.0% | 
                91% | 
                False | 
                False | 
                9 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.3043 | 
         
        
            | 
2.618             | 
            1.3043 | 
         
        
            | 
1.618             | 
            1.3043 | 
         
        
            | 
1.000             | 
            1.3043 | 
         
        
            | 
0.618             | 
            1.3043 | 
         
        
            | 
HIGH             | 
            1.3043 | 
         
        
            | 
0.618             | 
            1.3043 | 
         
        
            | 
0.500             | 
            1.3043 | 
         
        
            | 
0.382             | 
            1.3043 | 
         
        
            | 
LOW             | 
            1.3043 | 
         
        
            | 
0.618             | 
            1.3043 | 
         
        
            | 
1.000             | 
            1.3043 | 
         
        
            | 
1.618             | 
            1.3043 | 
         
        
            | 
2.618             | 
            1.3043 | 
         
        
            | 
4.250             | 
            1.3043 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Sep-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.3043 | 
                                1.3065 | 
                             
                            
                                | PP | 
                                1.3043 | 
                                1.3057 | 
                             
                            
                                | S1 | 
                                1.3043 | 
                                1.3050 | 
                             
             
         |