CME Japanese Yen Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Dec-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Dec-2011 | 
                    02-Dec-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.2920 | 
                        1.2874 | 
                        -0.0046 | 
                        -0.4% | 
                        1.2898 | 
                     
                    
                        | High | 
                        1.2920 | 
                        1.2874 | 
                        -0.0046 | 
                        -0.4% | 
                        1.2951 | 
                     
                    
                        | Low | 
                        1.2907 | 
                        1.2874 | 
                        -0.0033 | 
                        -0.3% | 
                        1.2874 | 
                     
                    
                        | Close | 
                        1.2907 | 
                        1.2874 | 
                        -0.0033 | 
                        -0.3% | 
                        1.2874 | 
                     
                    
                        | Range | 
                        0.0013 | 
                        0.0000 | 
                        -0.0013 | 
                        -100.0% | 
                        0.0077 | 
                     
                    
                        | ATR | 
                        0.0040 | 
                        0.0040 | 
                        -0.0001 | 
                        -1.3% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        0 | 
                        1 | 
                        1 | 
                         | 
                        14 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Dec-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.2874 | 
                1.2874 | 
                1.2874 | 
                 | 
             
            
                | R3 | 
                1.2874 | 
                1.2874 | 
                1.2874 | 
                 | 
             
            
                | R2 | 
                1.2874 | 
                1.2874 | 
                1.2874 | 
                 | 
             
            
                | R1 | 
                1.2874 | 
                1.2874 | 
                1.2874 | 
                1.2874 | 
             
            
                | PP | 
                1.2874 | 
                1.2874 | 
                1.2874 | 
                1.2874 | 
             
            
                | S1 | 
                1.2874 | 
                1.2874 | 
                1.2874 | 
                1.2874 | 
             
            
                | S2 | 
                1.2874 | 
                1.2874 | 
                1.2874 | 
                 | 
             
            
                | S3 | 
                1.2874 | 
                1.2874 | 
                1.2874 | 
                 | 
             
            
                | S4 | 
                1.2874 | 
                1.2874 | 
                1.2874 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 02-Dec-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3131 | 
                1.3079 | 
                1.2916 | 
                 | 
             
            
                | R3 | 
                1.3054 | 
                1.3002 | 
                1.2895 | 
                 | 
             
            
                | R2 | 
                1.2977 | 
                1.2977 | 
                1.2888 | 
                 | 
             
            
                | R1 | 
                1.2925 | 
                1.2925 | 
                1.2881 | 
                1.2913 | 
             
            
                | PP | 
                1.2900 | 
                1.2900 | 
                1.2900 | 
                1.2893 | 
             
            
                | S1 | 
                1.2848 | 
                1.2848 | 
                1.2867 | 
                1.2836 | 
             
            
                | S2 | 
                1.2823 | 
                1.2823 | 
                1.2860 | 
                 | 
             
            
                | S3 | 
                1.2746 | 
                1.2771 | 
                1.2853 | 
                 | 
             
            
                | S4 | 
                1.2669 | 
                1.2694 | 
                1.2832 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1.2951 | 
                1.2874 | 
                0.0077 | 
                0.6% | 
                0.0004 | 
                0.0% | 
                0% | 
                False | 
                True | 
                2 | 
                 
                
                | 10 | 
                1.3083 | 
                1.2874 | 
                0.0209 | 
                1.6% | 
                0.0002 | 
                0.0% | 
                0% | 
                False | 
                True | 
                1 | 
                 
                
                | 20 | 
                1.3083 | 
                1.2851 | 
                0.0232 | 
                1.8% | 
                0.0005 | 
                0.0% | 
                10% | 
                False | 
                False | 
                1 | 
                 
                
                | 40 | 
                1.3257 | 
                1.2800 | 
                0.0457 | 
                3.5% | 
                0.0005 | 
                0.0% | 
                16% | 
                False | 
                False | 
                2 | 
                 
                
                | 60 | 
                1.3257 | 
                1.2800 | 
                0.0457 | 
                3.5% | 
                0.0005 | 
                0.0% | 
                16% | 
                False | 
                False | 
                2 | 
                 
                
                | 80 | 
                1.3257 | 
                1.2800 | 
                0.0457 | 
                3.5% | 
                0.0004 | 
                0.0% | 
                16% | 
                False | 
                False | 
                2 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.2874 | 
         
        
            | 
2.618             | 
            1.2874 | 
         
        
            | 
1.618             | 
            1.2874 | 
         
        
            | 
1.000             | 
            1.2874 | 
         
        
            | 
0.618             | 
            1.2874 | 
         
        
            | 
HIGH             | 
            1.2874 | 
         
        
            | 
0.618             | 
            1.2874 | 
         
        
            | 
0.500             | 
            1.2874 | 
         
        
            | 
0.382             | 
            1.2874 | 
         
        
            | 
LOW             | 
            1.2874 | 
         
        
            | 
0.618             | 
            1.2874 | 
         
        
            | 
1.000             | 
            1.2874 | 
         
        
            | 
1.618             | 
            1.2874 | 
         
        
            | 
2.618             | 
            1.2874 | 
         
        
            | 
4.250             | 
            1.2874 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Dec-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.2874 | 
                                1.2913 | 
                             
                            
                                | PP | 
                                1.2874 | 
                                1.2900 | 
                             
                            
                                | S1 | 
                                1.2874 | 
                                1.2887 | 
                             
             
         |