CME Japanese Yen Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 25-Nov-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-Nov-2011 | 
                    25-Nov-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.3011 | 
                        1.2951 | 
                        -0.0060 | 
                        -0.5% | 
                        1.3083 | 
                     
                    
                        | High | 
                        1.3011 | 
                        1.2951 | 
                        -0.0060 | 
                        -0.5% | 
                        1.3083 | 
                     
                    
                        | Low | 
                        1.3011 | 
                        1.2951 | 
                        -0.0060 | 
                        -0.5% | 
                        1.2951 | 
                     
                    
                        | Close | 
                        1.3011 | 
                        1.2951 | 
                        -0.0060 | 
                        -0.5% | 
                        1.2951 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0.0039 | 
                        0.0041 | 
                        0.0001 | 
                        3.8% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        1 | 
                        0 | 
                        -1 | 
                        -100.0% | 
                        1 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 25-Nov-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.2951 | 
                1.2951 | 
                1.2951 | 
                 | 
             
            
                | R3 | 
                1.2951 | 
                1.2951 | 
                1.2951 | 
                 | 
             
            
                | R2 | 
                1.2951 | 
                1.2951 | 
                1.2951 | 
                 | 
             
            
                | R1 | 
                1.2951 | 
                1.2951 | 
                1.2951 | 
                1.2951 | 
             
            
                | PP | 
                1.2951 | 
                1.2951 | 
                1.2951 | 
                1.2951 | 
             
            
                | S1 | 
                1.2951 | 
                1.2951 | 
                1.2951 | 
                1.2951 | 
             
            
                | S2 | 
                1.2951 | 
                1.2951 | 
                1.2951 | 
                 | 
             
            
                | S3 | 
                1.2951 | 
                1.2951 | 
                1.2951 | 
                 | 
             
            
                | S4 | 
                1.2951 | 
                1.2951 | 
                1.2951 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 25-Nov-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3391 | 
                1.3303 | 
                1.3024 | 
                 | 
             
            
                | R3 | 
                1.3259 | 
                1.3171 | 
                1.2987 | 
                 | 
             
            
                | R2 | 
                1.3127 | 
                1.3127 | 
                1.2975 | 
                 | 
             
            
                | R1 | 
                1.3039 | 
                1.3039 | 
                1.2963 | 
                1.3017 | 
             
            
                | PP | 
                1.2995 | 
                1.2995 | 
                1.2995 | 
                1.2984 | 
             
            
                | S1 | 
                1.2907 | 
                1.2907 | 
                1.2939 | 
                1.2885 | 
             
            
                | S2 | 
                1.2863 | 
                1.2863 | 
                1.2927 | 
                 | 
             
            
                | S3 | 
                1.2731 | 
                1.2775 | 
                1.2915 | 
                 | 
             
            
                | S4 | 
                1.2599 | 
                1.2643 | 
                1.2878 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1.3083 | 
                1.2951 | 
                0.0132 | 
                1.0% | 
                0.0000 | 
                0.0% | 
                0% | 
                False | 
                True | 
                 | 
                 
                
                | 10 | 
                1.3083 | 
                1.2951 | 
                0.0132 | 
                1.0% | 
                0.0001 | 
                0.0% | 
                0% | 
                False | 
                True | 
                 | 
                 
                
                | 20 | 
                1.3257 | 
                1.2800 | 
                0.0457 | 
                3.5% | 
                0.0009 | 
                0.1% | 
                33% | 
                False | 
                False | 
                1 | 
                 
                
                | 40 | 
                1.3257 | 
                1.2800 | 
                0.0457 | 
                3.5% | 
                0.0006 | 
                0.0% | 
                33% | 
                False | 
                False | 
                1 | 
                 
                
                | 60 | 
                1.3257 | 
                1.2800 | 
                0.0457 | 
                3.5% | 
                0.0005 | 
                0.0% | 
                33% | 
                False | 
                False | 
                2 | 
                 
                
                | 80 | 
                1.3257 | 
                1.2704 | 
                0.0553 | 
                4.3% | 
                0.0004 | 
                0.0% | 
                45% | 
                False | 
                False | 
                2 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.2951 | 
         
        
            | 
2.618             | 
            1.2951 | 
         
        
            | 
1.618             | 
            1.2951 | 
         
        
            | 
1.000             | 
            1.2951 | 
         
        
            | 
0.618             | 
            1.2951 | 
         
        
            | 
HIGH             | 
            1.2951 | 
         
        
            | 
0.618             | 
            1.2951 | 
         
        
            | 
0.500             | 
            1.2951 | 
         
        
            | 
0.382             | 
            1.2951 | 
         
        
            | 
LOW             | 
            1.2951 | 
         
        
            | 
0.618             | 
            1.2951 | 
         
        
            | 
1.000             | 
            1.2951 | 
         
        
            | 
1.618             | 
            1.2951 | 
         
        
            | 
2.618             | 
            1.2951 | 
         
        
            | 
4.250             | 
            1.2951 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 25-Nov-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.2951 | 
                                1.3012 | 
                             
                            
                                | PP | 
                                1.2951 | 
                                1.2991 | 
                             
                            
                                | S1 | 
                                1.2951 | 
                                1.2971 | 
                             
             
         |