CME Japanese Yen Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Oct-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-Oct-2011 | 
                    13-Oct-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.2997 | 
                        1.3070 | 
                        0.0073 | 
                        0.6% | 
                        1.3112 | 
                     
                    
                        | High | 
                        1.2997 | 
                        1.3070 | 
                        0.0073 | 
                        0.6% | 
                        1.3117 | 
                     
                    
                        | Low | 
                        1.2997 | 
                        1.3070 | 
                        0.0073 | 
                        0.6% | 
                        1.3067 | 
                     
                    
                        | Close | 
                        1.2997 | 
                        1.3070 | 
                        0.0073 | 
                        0.6% | 
                        1.3082 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0.0046 | 
                        0.0048 | 
                        0.0002 | 
                        4.1% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        2 | 
                        2 | 
                        0 | 
                        0.0% | 
                        10 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 13-Oct-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3070 | 
                1.3070 | 
                1.3070 | 
                 | 
             
            
                | R3 | 
                1.3070 | 
                1.3070 | 
                1.3070 | 
                 | 
             
            
                | R2 | 
                1.3070 | 
                1.3070 | 
                1.3070 | 
                 | 
             
            
                | R1 | 
                1.3070 | 
                1.3070 | 
                1.3070 | 
                1.3070 | 
             
            
                | PP | 
                1.3070 | 
                1.3070 | 
                1.3070 | 
                1.3070 | 
             
            
                | S1 | 
                1.3070 | 
                1.3070 | 
                1.3070 | 
                1.3070 | 
             
            
                | S2 | 
                1.3070 | 
                1.3070 | 
                1.3070 | 
                 | 
             
            
                | S3 | 
                1.3070 | 
                1.3070 | 
                1.3070 | 
                 | 
             
            
                | S4 | 
                1.3070 | 
                1.3070 | 
                1.3070 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 07-Oct-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3239 | 
                1.3210 | 
                1.3110 | 
                 | 
             
            
                | R3 | 
                1.3189 | 
                1.3160 | 
                1.3096 | 
                 | 
             
            
                | R2 | 
                1.3139 | 
                1.3139 | 
                1.3091 | 
                 | 
             
            
                | R1 | 
                1.3110 | 
                1.3110 | 
                1.3087 | 
                1.3100 | 
             
            
                | PP | 
                1.3089 | 
                1.3089 | 
                1.3089 | 
                1.3083 | 
             
            
                | S1 | 
                1.3060 | 
                1.3060 | 
                1.3077 | 
                1.3050 | 
             
            
                | S2 | 
                1.3039 | 
                1.3039 | 
                1.3073 | 
                 | 
             
            
                | S3 | 
                1.2989 | 
                1.3010 | 
                1.3068 | 
                 | 
             
            
                | S4 | 
                1.2939 | 
                1.2960 | 
                1.3055 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.3070 | 
         
        
            | 
2.618             | 
            1.3070 | 
         
        
            | 
1.618             | 
            1.3070 | 
         
        
            | 
1.000             | 
            1.3070 | 
         
        
            | 
0.618             | 
            1.3070 | 
         
        
            | 
HIGH             | 
            1.3070 | 
         
        
            | 
0.618             | 
            1.3070 | 
         
        
            | 
0.500             | 
            1.3070 | 
         
        
            | 
0.382             | 
            1.3070 | 
         
        
            | 
LOW             | 
            1.3070 | 
         
        
            | 
0.618             | 
            1.3070 | 
         
        
            | 
1.000             | 
            1.3070 | 
         
        
            | 
1.618             | 
            1.3070 | 
         
        
            | 
2.618             | 
            1.3070 | 
         
        
            | 
4.250             | 
            1.3070 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 13-Oct-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.3070 | 
                                1.3065 | 
                             
                            
                                | PP | 
                                1.3070 | 
                                1.3059 | 
                             
                            
                                | S1 | 
                                1.3070 | 
                                1.3054 | 
                             
             
         |