CME Japanese Yen Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 28-Oct-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    27-Oct-2011 | 
                    28-Oct-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.3224 | 
                        1.3257 | 
                        0.0033 | 
                        0.2% | 
                        1.3208 | 
                     
                    
                        | High | 
                        1.3224 | 
                        1.3257 | 
                        0.0033 | 
                        0.2% | 
                        1.3257 | 
                     
                    
                        | Low | 
                        1.3224 | 
                        1.3257 | 
                        0.0033 | 
                        0.2% | 
                        1.3200 | 
                     
                    
                        | Close | 
                        1.3224 | 
                        1.3257 | 
                        0.0033 | 
                        0.2% | 
                        1.3257 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0.0041 | 
                        0.0041 | 
                        -0.0001 | 
                        -1.4% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        1 | 
                        1 | 
                        0 | 
                        0.0% | 
                        11 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 28-Oct-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3257 | 
                1.3257 | 
                1.3257 | 
                 | 
             
            
                | R3 | 
                1.3257 | 
                1.3257 | 
                1.3257 | 
                 | 
             
            
                | R2 | 
                1.3257 | 
                1.3257 | 
                1.3257 | 
                 | 
             
            
                | R1 | 
                1.3257 | 
                1.3257 | 
                1.3257 | 
                1.3257 | 
             
            
                | PP | 
                1.3257 | 
                1.3257 | 
                1.3257 | 
                1.3257 | 
             
            
                | S1 | 
                1.3257 | 
                1.3257 | 
                1.3257 | 
                1.3257 | 
             
            
                | S2 | 
                1.3257 | 
                1.3257 | 
                1.3257 | 
                 | 
             
            
                | S3 | 
                1.3257 | 
                1.3257 | 
                1.3257 | 
                 | 
             
            
                | S4 | 
                1.3257 | 
                1.3257 | 
                1.3257 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 28-Oct-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3409 | 
                1.3390 | 
                1.3288 | 
                 | 
             
            
                | R3 | 
                1.3352 | 
                1.3333 | 
                1.3273 | 
                 | 
             
            
                | R2 | 
                1.3295 | 
                1.3295 | 
                1.3267 | 
                 | 
             
            
                | R1 | 
                1.3276 | 
                1.3276 | 
                1.3262 | 
                1.3286 | 
             
            
                | PP | 
                1.3238 | 
                1.3238 | 
                1.3238 | 
                1.3243 | 
             
            
                | S1 | 
                1.3219 | 
                1.3219 | 
                1.3252 | 
                1.3229 | 
             
            
                | S2 | 
                1.3181 | 
                1.3181 | 
                1.3247 | 
                 | 
             
            
                | S3 | 
                1.3124 | 
                1.3162 | 
                1.3241 | 
                 | 
             
            
                | S4 | 
                1.3067 | 
                1.3105 | 
                1.3226 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1.3257 | 
                1.3200 | 
                0.0057 | 
                0.4% | 
                0.0000 | 
                0.0% | 
                100% | 
                True | 
                False | 
                2 | 
                 
                
                | 10 | 
                1.3257 | 
                1.3072 | 
                0.0185 | 
                1.4% | 
                0.0000 | 
                0.0% | 
                100% | 
                True | 
                False | 
                2 | 
                 
                
                | 20 | 
                1.3257 | 
                1.2997 | 
                0.0260 | 
                2.0% | 
                0.0000 | 
                0.0% | 
                100% | 
                True | 
                False | 
                2 | 
                 
                
                | 40 | 
                1.3257 | 
                1.2947 | 
                0.0310 | 
                2.3% | 
                0.0003 | 
                0.0% | 
                100% | 
                True | 
                False | 
                2 | 
                 
                
                | 60 | 
                1.3257 | 
                1.2806 | 
                0.0451 | 
                3.4% | 
                0.0002 | 
                0.0% | 
                100% | 
                True | 
                False | 
                2 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.3257 | 
         
        
            | 
2.618             | 
            1.3257 | 
         
        
            | 
1.618             | 
            1.3257 | 
         
        
            | 
1.000             | 
            1.3257 | 
         
        
            | 
0.618             | 
            1.3257 | 
         
        
            | 
HIGH             | 
            1.3257 | 
         
        
            | 
0.618             | 
            1.3257 | 
         
        
            | 
0.500             | 
            1.3257 | 
         
        
            | 
0.382             | 
            1.3257 | 
         
        
            | 
LOW             | 
            1.3257 | 
         
        
            | 
0.618             | 
            1.3257 | 
         
        
            | 
1.000             | 
            1.3257 | 
         
        
            | 
1.618             | 
            1.3257 | 
         
        
            | 
2.618             | 
            1.3257 | 
         
        
            | 
4.250             | 
            1.3257 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 28-Oct-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.3257 | 
                                1.3248 | 
                             
                            
                                | PP | 
                                1.3257 | 
                                1.3238 | 
                             
                            
                                | S1 | 
                                1.3257 | 
                                1.3229 | 
                             
             
         |