CME Japanese Yen Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 09-Apr-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    05-Apr-2012 | 
                    09-Apr-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.2138 | 
                        1.2270 | 
                        0.0132 | 
                        1.1% | 
                        1.2057 | 
                     
                    
                        | High | 
                        1.2229 | 
                        1.2325 | 
                        0.0096 | 
                        0.8% | 
                        1.2272 | 
                     
                    
                        | Low | 
                        1.2133 | 
                        1.2253 | 
                        0.0120 | 
                        1.0% | 
                        1.2011 | 
                     
                    
                        | Close | 
                        1.2149 | 
                        1.2257 | 
                        0.0108 | 
                        0.9% | 
                        1.2149 | 
                     
                    
                        | Range | 
                        0.0096 | 
                        0.0072 | 
                        -0.0024 | 
                        -25.0% | 
                        0.0261 | 
                     
                    
                        | ATR | 
                        0.0129 | 
                        0.0132 | 
                        0.0003 | 
                        2.6% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        93,079 | 
                        53,181 | 
                        -39,898 | 
                        -42.9% | 
                        395,198 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 09-Apr-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.2494 | 
                1.2448 | 
                1.2297 | 
                 | 
             
            
                | R3 | 
                1.2422 | 
                1.2376 | 
                1.2277 | 
                 | 
             
            
                | R2 | 
                1.2350 | 
                1.2350 | 
                1.2270 | 
                 | 
             
            
                | R1 | 
                1.2304 | 
                1.2304 | 
                1.2264 | 
                1.2291 | 
             
            
                | PP | 
                1.2278 | 
                1.2278 | 
                1.2278 | 
                1.2272 | 
             
            
                | S1 | 
                1.2232 | 
                1.2232 | 
                1.2250 | 
                1.2219 | 
             
            
                | S2 | 
                1.2206 | 
                1.2206 | 
                1.2244 | 
                 | 
             
            
                | S3 | 
                1.2134 | 
                1.2160 | 
                1.2237 | 
                 | 
             
            
                | S4 | 
                1.2062 | 
                1.2088 | 
                1.2217 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 06-Apr-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.2927 | 
                1.2799 | 
                1.2293 | 
                 | 
             
            
                | R3 | 
                1.2666 | 
                1.2538 | 
                1.2221 | 
                 | 
             
            
                | R2 | 
                1.2405 | 
                1.2405 | 
                1.2197 | 
                 | 
             
            
                | R1 | 
                1.2277 | 
                1.2277 | 
                1.2173 | 
                1.2341 | 
             
            
                | PP | 
                1.2144 | 
                1.2144 | 
                1.2144 | 
                1.2176 | 
             
            
                | S1 | 
                1.2016 | 
                1.2016 | 
                1.2125 | 
                1.2080 | 
             
            
                | S2 | 
                1.1883 | 
                1.1883 | 
                1.2101 | 
                 | 
             
            
                | S3 | 
                1.1622 | 
                1.1755 | 
                1.2077 | 
                 | 
             
            
                | S4 | 
                1.1361 | 
                1.1494 | 
                1.2005 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1.2325 | 
                1.2011 | 
                0.0314 | 
                2.6% | 
                0.0145 | 
                1.2% | 
                78% | 
                True | 
                False | 
                89,675 | 
                 
                
                | 10 | 
                1.2325 | 
                1.2000 | 
                0.0325 | 
                2.7% | 
                0.0132 | 
                1.1% | 
                79% | 
                True | 
                False | 
                93,620 | 
                 
                
                | 20 | 
                1.2325 | 
                1.1889 | 
                0.0436 | 
                3.6% | 
                0.0126 | 
                1.0% | 
                84% | 
                True | 
                False | 
                83,445 | 
                 
                
                | 40 | 
                1.2938 | 
                1.1889 | 
                0.1049 | 
                8.6% | 
                0.0119 | 
                1.0% | 
                35% | 
                False | 
                False | 
                43,344 | 
                 
                
                | 60 | 
                1.3174 | 
                1.1889 | 
                0.1285 | 
                10.5% | 
                0.0101 | 
                0.8% | 
                29% | 
                False | 
                False | 
                28,928 | 
                 
                
                | 80 | 
                1.3174 | 
                1.1889 | 
                0.1285 | 
                10.5% | 
                0.0082 | 
                0.7% | 
                29% | 
                False | 
                False | 
                21,704 | 
                 
                
                | 100 | 
                1.3174 | 
                1.1889 | 
                0.1285 | 
                10.5% | 
                0.0066 | 
                0.5% | 
                29% | 
                False | 
                False | 
                17,363 | 
                 
                
                | 120 | 
                1.3257 | 
                1.1889 | 
                0.1368 | 
                11.2% | 
                0.0056 | 
                0.5% | 
                27% | 
                False | 
                False | 
                14,470 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.2631 | 
         
        
            | 
2.618             | 
            1.2513 | 
         
        
            | 
1.618             | 
            1.2441 | 
         
        
            | 
1.000             | 
            1.2397 | 
         
        
            | 
0.618             | 
            1.2369 | 
         
        
            | 
HIGH             | 
            1.2325 | 
         
        
            | 
0.618             | 
            1.2297 | 
         
        
            | 
0.500             | 
            1.2289 | 
         
        
            | 
0.382             | 
            1.2281 | 
         
        
            | 
LOW             | 
            1.2253 | 
         
        
            | 
0.618             | 
            1.2209 | 
         
        
            | 
1.000             | 
            1.2181 | 
         
        
            | 
1.618             | 
            1.2137 | 
         
        
            | 
2.618             | 
            1.2065 | 
         
        
            | 
4.250             | 
            1.1947 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 09-Apr-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.2289 | 
                                1.2235 | 
                             
                            
                                | PP | 
                                1.2278 | 
                                1.2213 | 
                             
                            
                                | S1 | 
                                1.2268 | 
                                1.2192 | 
                             
             
         |