CME Japanese Yen Future September 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 30-Jan-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    29-Jan-2013 | 
                    30-Jan-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.1082 | 
                        1.1001 | 
                        -0.0081 | 
                        -0.7% | 
                        1.1130 | 
                     
                    
                        | High | 
                        1.1083 | 
                        1.1015 | 
                        -0.0068 | 
                        -0.6% | 
                        1.1393 | 
                     
                    
                        | Low | 
                        1.1037 | 
                        1.0965 | 
                        -0.0072 | 
                        -0.7% | 
                        1.1006 | 
                     
                    
                        | Close | 
                        1.1046 | 
                        1.0987 | 
                        -0.0059 | 
                        -0.5% | 
                        1.1013 | 
                     
                    
                        | Range | 
                        0.0046 | 
                        0.0050 | 
                        0.0004 | 
                        8.7% | 
                        0.0387 | 
                     
                    
                        | ATR | 
                        0.0095 | 
                        0.0094 | 
                        -0.0001 | 
                        -1.1% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        17 | 
                        44 | 
                        27 | 
                        158.8% | 
                        184 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 30-Jan-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.1139 | 
                1.1113 | 
                1.1015 | 
                 | 
             
            
                | R3 | 
                1.1089 | 
                1.1063 | 
                1.1001 | 
                 | 
             
            
                | R2 | 
                1.1039 | 
                1.1039 | 
                1.0996 | 
                 | 
             
            
                | R1 | 
                1.1013 | 
                1.1013 | 
                1.0992 | 
                1.1001 | 
             
            
                | PP | 
                1.0989 | 
                1.0989 | 
                1.0989 | 
                1.0983 | 
             
            
                | S1 | 
                1.0963 | 
                1.0963 | 
                1.0982 | 
                1.0951 | 
             
            
                | S2 | 
                1.0939 | 
                1.0939 | 
                1.0978 | 
                 | 
             
            
                | S3 | 
                1.0889 | 
                1.0913 | 
                1.0973 | 
                 | 
             
            
                | S4 | 
                1.0839 | 
                1.0863 | 
                1.0960 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 25-Jan-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.2298 | 
                1.2043 | 
                1.1226 | 
                 | 
             
            
                | R3 | 
                1.1911 | 
                1.1656 | 
                1.1119 | 
                 | 
             
            
                | R2 | 
                1.1524 | 
                1.1524 | 
                1.1084 | 
                 | 
             
            
                | R1 | 
                1.1269 | 
                1.1269 | 
                1.1048 | 
                1.1203 | 
             
            
                | PP | 
                1.1137 | 
                1.1137 | 
                1.1137 | 
                1.1105 | 
             
            
                | S1 | 
                1.0882 | 
                1.0882 | 
                1.0978 | 
                1.0816 | 
             
            
                | S2 | 
                1.0750 | 
                1.0750 | 
                1.0942 | 
                 | 
             
            
                | S3 | 
                1.0363 | 
                1.0495 | 
                1.0907 | 
                 | 
             
            
                | S4 | 
                0.9976 | 
                1.0108 | 
                1.0800 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1.1280 | 
                1.0965 | 
                0.0315 | 
                2.9% | 
                0.0086 | 
                0.8% | 
                7% | 
                False | 
                True | 
                36 | 
                 
                
                | 10 | 
                1.1393 | 
                1.0965 | 
                0.0428 | 
                3.9% | 
                0.0094 | 
                0.9% | 
                5% | 
                False | 
                True | 
                32 | 
                 
                
                | 20 | 
                1.1528 | 
                1.0965 | 
                0.0563 | 
                5.1% | 
                0.0070 | 
                0.6% | 
                4% | 
                False | 
                True | 
                24 | 
                 
                
                | 40 | 
                1.2254 | 
                1.0965 | 
                0.1289 | 
                11.7% | 
                0.0052 | 
                0.5% | 
                2% | 
                False | 
                True | 
                14 | 
                 
                
                | 60 | 
                1.2640 | 
                1.0965 | 
                0.1675 | 
                15.2% | 
                0.0039 | 
                0.4% | 
                1% | 
                False | 
                True | 
                11 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.1228 | 
         
        
            | 
2.618             | 
            1.1146 | 
         
        
            | 
1.618             | 
            1.1096 | 
         
        
            | 
1.000             | 
            1.1065 | 
         
        
            | 
0.618             | 
            1.1046 | 
         
        
            | 
HIGH             | 
            1.1015 | 
         
        
            | 
0.618             | 
            1.0996 | 
         
        
            | 
0.500             | 
            1.0990 | 
         
        
            | 
0.382             | 
            1.0984 | 
         
        
            | 
LOW             | 
            1.0965 | 
         
        
            | 
0.618             | 
            1.0934 | 
         
        
            | 
1.000             | 
            1.0915 | 
         
        
            | 
1.618             | 
            1.0884 | 
         
        
            | 
2.618             | 
            1.0834 | 
         
        
            | 
4.250             | 
            1.0753 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 30-Jan-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.0990 | 
                                1.1024 | 
                             
                            
                                | PP | 
                                1.0989 | 
                                1.1012 | 
                             
                            
                                | S1 | 
                                1.0988 | 
                                1.0999 | 
                             
             
         |