CME Japanese Yen Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Oct-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-Oct-2011 | 
                    26-Oct-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.3231 | 
                        1.3200 | 
                        -0.0031 | 
                        -0.2% | 
                        1.3087 | 
                     
                    
                        | High | 
                        1.3231 | 
                        1.3200 | 
                        -0.0031 | 
                        -0.2% | 
                        1.3200 | 
                     
                    
                        | Low | 
                        1.3231 | 
                        1.3200 | 
                        -0.0031 | 
                        -0.2% | 
                        1.3072 | 
                     
                    
                        | Close | 
                        1.3231 | 
                        1.3194 | 
                        -0.0037 | 
                        -0.3% | 
                        1.3200 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0.0043 | 
                        0.0042 | 
                        -0.0001 | 
                        -2.0% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        3 | 
                        3 | 
                        0 | 
                        0.0% | 
                        13 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Oct-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3198 | 
                1.3196 | 
                1.3194 | 
                 | 
             
            
                | R3 | 
                1.3198 | 
                1.3196 | 
                1.3194 | 
                 | 
             
            
                | R2 | 
                1.3198 | 
                1.3198 | 
                1.3194 | 
                 | 
             
            
                | R1 | 
                1.3196 | 
                1.3196 | 
                1.3194 | 
                1.3197 | 
             
            
                | PP | 
                1.3198 | 
                1.3198 | 
                1.3198 | 
                1.3199 | 
             
            
                | S1 | 
                1.3196 | 
                1.3196 | 
                1.3194 | 
                1.3197 | 
             
            
                | S2 | 
                1.3198 | 
                1.3198 | 
                1.3194 | 
                 | 
             
            
                | S3 | 
                1.3198 | 
                1.3196 | 
                1.3194 | 
                 | 
             
            
                | S4 | 
                1.3198 | 
                1.3196 | 
                1.3194 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1.3231 | 
                1.3072 | 
                0.0159 | 
                1.2% | 
                0.0000 | 
                0.0% | 
                77% | 
                False | 
                False | 
                3 | 
                 
                
                | 10 | 
                1.3231 | 
                1.3040 | 
                0.0191 | 
                1.4% | 
                0.0000 | 
                0.0% | 
                81% | 
                False | 
                False | 
                2 | 
                 
                
                | 20 | 
                1.3231 | 
                1.2997 | 
                0.0234 | 
                1.8% | 
                0.0003 | 
                0.0% | 
                84% | 
                False | 
                False | 
                2 | 
                 
                
                | 40 | 
                1.3231 | 
                1.2947 | 
                0.0284 | 
                2.2% | 
                0.0003 | 
                0.0% | 
                87% | 
                False | 
                False | 
                2 | 
                 
                
                | 60 | 
                1.3231 | 
                1.2704 | 
                0.0527 | 
                4.0% | 
                0.0002 | 
                0.0% | 
                93% | 
                False | 
                False | 
                2 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | 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 26-Oct-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.3200 | 
                                1.3216 | 
                             
                            
                                | PP | 
                                1.3198 | 
                                1.3208 | 
                             
                            
                                | S1 | 
                                1.3196 | 
                                1.3201 | 
                             
             
         |