CME Japanese Yen Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Dec-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-Dec-2011 | 
                    27-Dec-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.2844 | 
                        1.2897 | 
                        0.0053 | 
                        0.4% | 
                        1.2884 | 
                     
                    
                        | High | 
                        1.2865 | 
                        1.2897 | 
                        0.0032 | 
                        0.2% | 
                        1.2980 | 
                     
                    
                        | Low | 
                        1.2844 | 
                        1.2897 | 
                        0.0053 | 
                        0.4% | 
                        1.2844 | 
                     
                    
                        | Close | 
                        1.2865 | 
                        1.2897 | 
                        0.0032 | 
                        0.2% | 
                        1.2865 | 
                     
                    
                        | Range | 
                        0.0021 | 
                        0.0000 | 
                        -0.0021 | 
                        -100.0% | 
                        0.0136 | 
                     
                    
                        | ATR | 
                        0.0033 | 
                        0.0033 | 
                        0.0000 | 
                        -0.3% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        7 | 
                        13 | 
                        6 | 
                        85.7% | 
                        207 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 27-Dec-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.2897 | 
                1.2897 | 
                1.2897 | 
                 | 
             
            
                | R3 | 
                1.2897 | 
                1.2897 | 
                1.2897 | 
                 | 
             
            
                | R2 | 
                1.2897 | 
                1.2897 | 
                1.2897 | 
                 | 
             
            
                | R1 | 
                1.2897 | 
                1.2897 | 
                1.2897 | 
                1.2897 | 
             
            
                | PP | 
                1.2897 | 
                1.2897 | 
                1.2897 | 
                1.2897 | 
             
            
                | S1 | 
                1.2897 | 
                1.2897 | 
                1.2897 | 
                1.2897 | 
             
            
                | S2 | 
                1.2897 | 
                1.2897 | 
                1.2897 | 
                 | 
             
            
                | S3 | 
                1.2897 | 
                1.2897 | 
                1.2897 | 
                 | 
             
            
                | S4 | 
                1.2897 | 
                1.2897 | 
                1.2897 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 23-Dec-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3304 | 
                1.3221 | 
                1.2940 | 
                 | 
             
            
                | R3 | 
                1.3168 | 
                1.3085 | 
                1.2902 | 
                 | 
             
            
                | R2 | 
                1.3032 | 
                1.3032 | 
                1.2890 | 
                 | 
             
            
                | R1 | 
                1.2949 | 
                1.2949 | 
                1.2877 | 
                1.2923 | 
             
            
                | PP | 
                1.2896 | 
                1.2896 | 
                1.2896 | 
                1.2883 | 
             
            
                | S1 | 
                1.2813 | 
                1.2813 | 
                1.2853 | 
                1.2787 | 
             
            
                | S2 | 
                1.2760 | 
                1.2760 | 
                1.2840 | 
                 | 
             
            
                | S3 | 
                1.2624 | 
                1.2677 | 
                1.2828 | 
                 | 
             
            
                | S4 | 
                1.2488 | 
                1.2541 | 
                1.2790 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1.2980 | 
                1.2844 | 
                0.0136 | 
                1.1% | 
                0.0036 | 
                0.3% | 
                39% | 
                False | 
                False | 
                42 | 
                 
                
                | 10 | 
                1.2980 | 
                1.2844 | 
                0.0136 | 
                1.1% | 
                0.0019 | 
                0.1% | 
                39% | 
                False | 
                False | 
                43 | 
                 
                
                | 20 | 
                1.2980 | 
                1.2844 | 
                0.0136 | 
                1.1% | 
                0.0013 | 
                0.1% | 
                39% | 
                False | 
                False | 
                23 | 
                 
                
                | 40 | 
                1.3083 | 
                1.2800 | 
                0.0283 | 
                2.2% | 
                0.0011 | 
                0.1% | 
                34% | 
                False | 
                False | 
                12 | 
                 
                
                | 60 | 
                1.3257 | 
                1.2800 | 
                0.0457 | 
                3.5% | 
                0.0007 | 
                0.1% | 
                21% | 
                False | 
                False | 
                8 | 
                 
                
                | 80 | 
                1.3257 | 
                1.2800 | 
                0.0457 | 
                3.5% | 
                0.0007 | 
                0.1% | 
                21% | 
                False | 
                False | 
                7 | 
                 
                
                | 100 | 
                1.3257 | 
                1.2800 | 
                0.0457 | 
                3.5% | 
                0.0006 | 
                0.0% | 
                21% | 
                False | 
                False | 
                6 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.2897 | 
         
        
            | 
2.618             | 
            1.2897 | 
         
        
            | 
1.618             | 
            1.2897 | 
         
        
            | 
1.000             | 
            1.2897 | 
         
        
            | 
0.618             | 
            1.2897 | 
         
        
            | 
HIGH             | 
            1.2897 | 
         
        
            | 
0.618             | 
            1.2897 | 
         
        
            | 
0.500             | 
            1.2897 | 
         
        
            | 
0.382             | 
            1.2897 | 
         
        
            | 
LOW             | 
            1.2897 | 
         
        
            | 
0.618             | 
            1.2897 | 
         
        
            | 
1.000             | 
            1.2897 | 
         
        
            | 
1.618             | 
            1.2897 | 
         
        
            | 
2.618             | 
            1.2897 | 
         
        
            | 
4.250             | 
            1.2897 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 27-Dec-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.2897 | 
                                1.2888 | 
                             
                            
                                | PP | 
                                1.2897 | 
                                1.2879 | 
                             
                            
                                | S1 | 
                                1.2897 | 
                                1.2871 | 
                             
             
         |