CME Japanese Yen Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 09-Dec-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    08-Dec-2011 | 
                    09-Dec-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.2931 | 
                        1.2915 | 
                        -0.0016 | 
                        -0.1% | 
                        1.2920 | 
                     
                    
                        | High | 
                        1.2931 | 
                        1.2953 | 
                        0.0022 | 
                        0.2% | 
                        1.2953 | 
                     
                    
                        | Low | 
                        1.2931 | 
                        1.2915 | 
                        -0.0016 | 
                        -0.1% | 
                        1.2915 | 
                     
                    
                        | Close | 
                        1.2931 | 
                        1.2953 | 
                        0.0022 | 
                        0.2% | 
                        1.2953 | 
                     
                    
                        | Range | 
                        0.0000 | 
                        0.0038 | 
                        0.0038 | 
                         | 
                        0.0038 | 
                     
                    
                        | ATR | 
                        0.0033 | 
                        0.0033 | 
                        0.0000 | 
                        1.1% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 09-Dec-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3054 | 
                1.3042 | 
                1.2974 | 
                 | 
             
            
                | R3 | 
                1.3016 | 
                1.3004 | 
                1.2963 | 
                 | 
             
            
                | R2 | 
                1.2978 | 
                1.2978 | 
                1.2960 | 
                 | 
             
            
                | R1 | 
                1.2966 | 
                1.2966 | 
                1.2956 | 
                1.2972 | 
             
            
                | PP | 
                1.2940 | 
                1.2940 | 
                1.2940 | 
                1.2944 | 
             
            
                | S1 | 
                1.2928 | 
                1.2928 | 
                1.2950 | 
                1.2934 | 
             
            
                | S2 | 
                1.2902 | 
                1.2902 | 
                1.2946 | 
                 | 
             
            
                | S3 | 
                1.2864 | 
                1.2890 | 
                1.2943 | 
                 | 
             
            
                | S4 | 
                1.2826 | 
                1.2852 | 
                1.2932 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 09-Dec-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3054 | 
                1.3042 | 
                1.2974 | 
                 | 
             
            
                | R3 | 
                1.3016 | 
                1.3004 | 
                1.2963 | 
                 | 
             
            
                | R2 | 
                1.2978 | 
                1.2978 | 
                1.2960 | 
                 | 
             
            
                | R1 | 
                1.2966 | 
                1.2966 | 
                1.2956 | 
                1.2972 | 
             
            
                | PP | 
                1.2940 | 
                1.2940 | 
                1.2940 | 
                1.2944 | 
             
            
                | S1 | 
                1.2928 | 
                1.2928 | 
                1.2950 | 
                1.2934 | 
             
            
                | S2 | 
                1.2902 | 
                1.2902 | 
                1.2946 | 
                 | 
             
            
                | S3 | 
                1.2864 | 
                1.2890 | 
                1.2943 | 
                 | 
             
            
                | S4 | 
                1.2826 | 
                1.2852 | 
                1.2932 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1.2953 | 
                1.2915 | 
                0.0038 | 
                0.3% | 
                0.0008 | 
                0.1% | 
                100% | 
                True | 
                True | 
                 | 
                 
                
                | 10 | 
                1.2953 | 
                1.2874 | 
                0.0079 | 
                0.6% | 
                0.0006 | 
                0.0% | 
                100% | 
                True | 
                False | 
                1 | 
                 
                
                | 20 | 
                1.3083 | 
                1.2874 | 
                0.0209 | 
                1.6% | 
                0.0003 | 
                0.0% | 
                38% | 
                False | 
                False | 
                 | 
                 
                
                | 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 | 
                1.2800 | 
                0.0457 | 
                3.5% | 
                0.0004 | 
                0.0% | 
                33% | 
                False | 
                False | 
                2 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.3115 | 
         
        
            | 
2.618             | 
            1.3052 | 
         
        
            | 
1.618             | 
            1.3014 | 
         
        
            | 
1.000             | 
            1.2991 | 
         
        
            | 
0.618             | 
            1.2976 | 
         
        
            | 
HIGH             | 
            1.2953 | 
         
        
            | 
0.618             | 
            1.2938 | 
         
        
            | 
0.500             | 
            1.2934 | 
         
        
            | 
0.382             | 
            1.2930 | 
         
        
            | 
LOW             | 
            1.2915 | 
         
        
            | 
0.618             | 
            1.2892 | 
         
        
            | 
1.000             | 
            1.2877 | 
         
        
            | 
1.618             | 
            1.2854 | 
         
        
            | 
2.618             | 
            1.2816 | 
         
        
            | 
4.250             | 
            1.2754 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 09-Dec-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.2947 | 
                                1.2947 | 
                             
                            
                                | PP | 
                                1.2940 | 
                                1.2940 | 
                             
                            
                                | S1 | 
                                1.2934 | 
                                1.2934 | 
                             
             
         |