CME Japanese Yen Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Nov-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-Nov-2011 | 
                    18-Nov-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.3080 | 
                        1.3076 | 
                        -0.0004 | 
                        0.0% | 
                        1.3032 | 
                     
                    
                        | High | 
                        1.3080 | 
                        1.3076 | 
                        -0.0004 | 
                        0.0% | 
                        1.3080 | 
                     
                    
                        | Low | 
                        1.3080 | 
                        1.3076 | 
                        -0.0004 | 
                        0.0% | 
                        1.3032 | 
                     
                    
                        | Close | 
                        1.3080 | 
                        1.3076 | 
                        -0.0004 | 
                        0.0% | 
                        1.3076 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0.0045 | 
                        0.0042 | 
                        -0.0003 | 
                        -6.5% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        1 | 
                        0 | 
                        -1 | 
                        -100.0% | 
                        3 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-Nov-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3076 | 
                1.3076 | 
                1.3076 | 
                 | 
             
            
                | R3 | 
                1.3076 | 
                1.3076 | 
                1.3076 | 
                 | 
             
            
                | R2 | 
                1.3076 | 
                1.3076 | 
                1.3076 | 
                 | 
             
            
                | R1 | 
                1.3076 | 
                1.3076 | 
                1.3076 | 
                1.3076 | 
             
            
                | PP | 
                1.3076 | 
                1.3076 | 
                1.3076 | 
                1.3076 | 
             
            
                | S1 | 
                1.3076 | 
                1.3076 | 
                1.3076 | 
                1.3076 | 
             
            
                | S2 | 
                1.3076 | 
                1.3076 | 
                1.3076 | 
                 | 
             
            
                | S3 | 
                1.3076 | 
                1.3076 | 
                1.3076 | 
                 | 
             
            
                | S4 | 
                1.3076 | 
                1.3076 | 
                1.3076 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 18-Nov-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3207 | 
                1.3189 | 
                1.3102 | 
                 | 
             
            
                | R3 | 
                1.3159 | 
                1.3141 | 
                1.3089 | 
                 | 
             
            
                | R2 | 
                1.3111 | 
                1.3111 | 
                1.3085 | 
                 | 
             
            
                | R1 | 
                1.3093 | 
                1.3093 | 
                1.3080 | 
                1.3102 | 
             
            
                | PP | 
                1.3063 | 
                1.3063 | 
                1.3063 | 
                1.3067 | 
             
            
                | S1 | 
                1.3045 | 
                1.3045 | 
                1.3072 | 
                1.3054 | 
             
            
                | S2 | 
                1.3015 | 
                1.3015 | 
                1.3067 | 
                 | 
             
            
                | S3 | 
                1.2967 | 
                1.2997 | 
                1.3063 | 
                 | 
             
            
                | S4 | 
                1.2919 | 
                1.2949 | 
                1.3050 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1.3080 | 
                1.3032 | 
                0.0048 | 
                0.4% | 
                0.0001 | 
                0.0% | 
                92% | 
                False | 
                False | 
                 | 
                 
                
                | 10 | 
                1.3080 | 
                1.2851 | 
                0.0229 | 
                1.8% | 
                0.0003 | 
                0.0% | 
                98% | 
                False | 
                False | 
                 | 
                 
                
                | 20 | 
                1.3257 | 
                1.2800 | 
                0.0457 | 
                3.5% | 
                0.0009 | 
                0.1% | 
                60% | 
                False | 
                False | 
                2 | 
                 
                
                | 40 | 
                1.3257 | 
                1.2800 | 
                0.0457 | 
                3.5% | 
                0.0006 | 
                0.0% | 
                60% | 
                False | 
                False | 
                1 | 
                 
                
                | 60 | 
                1.3257 | 
                1.2800 | 
                0.0457 | 
                3.5% | 
                0.0005 | 
                0.0% | 
                60% | 
                False | 
                False | 
                2 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.3076 | 
         
        
            | 
2.618             | 
            1.3076 | 
         
        
            | 
1.618             | 
            1.3076 | 
         
        
            | 
1.000             | 
            1.3076 | 
         
        
            | 
0.618             | 
            1.3076 | 
         
        
            | 
HIGH             | 
            1.3076 | 
         
        
            | 
0.618             | 
            1.3076 | 
         
        
            | 
0.500             | 
            1.3076 | 
         
        
            | 
0.382             | 
            1.3076 | 
         
        
            | 
LOW             | 
            1.3076 | 
         
        
            | 
0.618             | 
            1.3076 | 
         
        
            | 
1.000             | 
            1.3076 | 
         
        
            | 
1.618             | 
            1.3076 | 
         
        
            | 
2.618             | 
            1.3076 | 
         
        
            | 
4.250             | 
            1.3076 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-Nov-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.3076 | 
                                1.3076 | 
                             
                            
                                | PP | 
                                1.3076 | 
                                1.3075 | 
                             
                            
                                | S1 | 
                                1.3076 | 
                                1.3075 | 
                             
             
         |