CME Japanese Yen Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 21-Oct-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    20-Oct-2011 | 
                    21-Oct-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.3072 | 
                        1.3200 | 
                        0.0128 | 
                        1.0% | 
                        1.3087 | 
                     
                    
                        | High | 
                        1.3072 | 
                        1.3200 | 
                        0.0128 | 
                        1.0% | 
                        1.3200 | 
                     
                    
                        | Low | 
                        1.3072 | 
                        1.3200 | 
                        0.0128 | 
                        1.0% | 
                        1.3072 | 
                     
                    
                        | Close | 
                        1.3072 | 
                        1.3200 | 
                        0.0128 | 
                        1.0% | 
                        1.3200 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0.0041 | 
                        0.0047 | 
                        0.0006 | 
                        15.1% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        3 | 
                        3 | 
                        0 | 
                        0.0% | 
                        13 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 21-Oct-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3200 | 
                1.3200 | 
                1.3200 | 
                 | 
             
            
                | R3 | 
                1.3200 | 
                1.3200 | 
                1.3200 | 
                 | 
             
            
                | R2 | 
                1.3200 | 
                1.3200 | 
                1.3200 | 
                 | 
             
            
                | R1 | 
                1.3200 | 
                1.3200 | 
                1.3200 | 
                1.3200 | 
             
            
                | PP | 
                1.3200 | 
                1.3200 | 
                1.3200 | 
                1.3200 | 
             
            
                | S1 | 
                1.3200 | 
                1.3200 | 
                1.3200 | 
                1.3200 | 
             
            
                | S2 | 
                1.3200 | 
                1.3200 | 
                1.3200 | 
                 | 
             
            
                | S3 | 
                1.3200 | 
                1.3200 | 
                1.3200 | 
                 | 
             
            
                | S4 | 
                1.3200 | 
                1.3200 | 
                1.3200 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 21-Oct-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3541 | 
                1.3499 | 
                1.3270 | 
                 | 
             
            
                | R3 | 
                1.3413 | 
                1.3371 | 
                1.3235 | 
                 | 
             
            
                | R2 | 
                1.3285 | 
                1.3285 | 
                1.3223 | 
                 | 
             
            
                | R1 | 
                1.3243 | 
                1.3243 | 
                1.3212 | 
                1.3264 | 
             
            
                | PP | 
                1.3157 | 
                1.3157 | 
                1.3157 | 
                1.3168 | 
             
            
                | S1 | 
                1.3115 | 
                1.3115 | 
                1.3188 | 
                1.3136 | 
             
            
                | S2 | 
                1.3029 | 
                1.3029 | 
                1.3177 | 
                 | 
             
            
                | S3 | 
                1.2901 | 
                1.2987 | 
                1.3165 | 
                 | 
             
            
                | S4 | 
                1.2773 | 
                1.2859 | 
                1.3130 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.3200 | 
         
        
            | 
2.618             | 
            1.3200 | 
         
        
            | 
1.618             | 
            1.3200 | 
         
        
            | 
1.000             | 
            1.3200 | 
         
        
            | 
0.618             | 
            1.3200 | 
         
        
            | 
HIGH             | 
            1.3200 | 
         
        
            | 
0.618             | 
            1.3200 | 
         
        
            | 
0.500             | 
            1.3200 | 
         
        
            | 
0.382             | 
            1.3200 | 
         
        
            | 
LOW             | 
            1.3200 | 
         
        
            | 
0.618             | 
            1.3200 | 
         
        
            | 
1.000             | 
            1.3200 | 
         
        
            | 
1.618             | 
            1.3200 | 
         
        
            | 
2.618             | 
            1.3200 | 
         
        
            | 
4.250             | 
            1.3200 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 21-Oct-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.3200 | 
                                1.3179 | 
                             
                            
                                | PP | 
                                1.3200 | 
                                1.3157 | 
                             
                            
                                | S1 | 
                                1.3200 | 
                                1.3136 | 
                             
             
         |