CME Japanese Yen Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Aug-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-Aug-2011 | 
                    12-Aug-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.3088 | 
                        1.3103 | 
                        0.0015 | 
                        0.1% | 
                        1.2957 | 
                     
                    
                        | High | 
                        1.3088 | 
                        1.3103 | 
                        0.0015 | 
                        0.1% | 
                        1.3103 | 
                     
                    
                        | Low | 
                        1.3088 | 
                        1.3103 | 
                        0.0015 | 
                        0.1% | 
                        1.2957 | 
                     
                    
                        | Close | 
                        1.3088 | 
                        1.3103 | 
                        0.0015 | 
                        0.1% | 
                        1.3103 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | Volume | 
                        1 | 
                        1 | 
                        0 | 
                        0.0% | 
                        5 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-Aug-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3103 | 
                1.3103 | 
                1.3103 | 
                 | 
             
            
                | R3 | 
                1.3103 | 
                1.3103 | 
                1.3103 | 
                 | 
             
            
                | R2 | 
                1.3103 | 
                1.3103 | 
                1.3103 | 
                 | 
             
            
                | R1 | 
                1.3103 | 
                1.3103 | 
                1.3103 | 
                1.3103 | 
             
            
                | PP | 
                1.3103 | 
                1.3103 | 
                1.3103 | 
                1.3103 | 
             
            
                | S1 | 
                1.3103 | 
                1.3103 | 
                1.3103 | 
                1.3103 | 
             
            
                | S2 | 
                1.3103 | 
                1.3103 | 
                1.3103 | 
                 | 
             
            
                | S3 | 
                1.3103 | 
                1.3103 | 
                1.3103 | 
                 | 
             
            
                | S4 | 
                1.3103 | 
                1.3103 | 
                1.3103 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 12-Aug-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3492 | 
                1.3444 | 
                1.3183 | 
                 | 
             
            
                | R3 | 
                1.3346 | 
                1.3298 | 
                1.3143 | 
                 | 
             
            
                | R2 | 
                1.3200 | 
                1.3200 | 
                1.3130 | 
                 | 
             
            
                | R1 | 
                1.3152 | 
                1.3152 | 
                1.3116 | 
                1.3176 | 
             
            
                | PP | 
                1.3054 | 
                1.3054 | 
                1.3054 | 
                1.3067 | 
             
            
                | S1 | 
                1.3006 | 
                1.3006 | 
                1.3090 | 
                1.3030 | 
             
            
                | S2 | 
                1.2908 | 
                1.2908 | 
                1.3076 | 
                 | 
             
            
                | S3 | 
                1.2762 | 
                1.2860 | 
                1.3063 | 
                 | 
             
            
                | S4 | 
                1.2616 | 
                1.2714 | 
                1.3023 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.3103 | 
         
        
            | 
2.618             | 
            1.3103 | 
         
        
            | 
1.618             | 
            1.3103 | 
         
        
            | 
1.000             | 
            1.3103 | 
         
        
            | 
0.618             | 
            1.3103 | 
         
        
            | 
HIGH             | 
            1.3103 | 
         
        
            | 
0.618             | 
            1.3103 | 
         
        
            | 
0.500             | 
            1.3103 | 
         
        
            | 
0.382             | 
            1.3103 | 
         
        
            | 
LOW             | 
            1.3103 | 
         
        
            | 
0.618             | 
            1.3103 | 
         
        
            | 
1.000             | 
            1.3103 | 
         
        
            | 
1.618             | 
            1.3103 | 
         
        
            | 
2.618             | 
            1.3103 | 
         
        
            | 
4.250             | 
            1.3103 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-Aug-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.3103 | 
                                1.3101 | 
                             
                            
                                | PP | 
                                1.3103 | 
                                1.3098 | 
                             
                            
                                | S1 | 
                                1.3103 | 
                                1.3096 | 
                             
             
         |