Named Set: Last Child of Each Member

I'm trying to create a named set that will contain the last child of a member.  I've tried to illustrate below.  I want a set that contains the LASTCHILD [Fisc Week of Year] for each [Fisc Period of Year].  Note that the final period (FY2012 P13) has five weeks rather than just 4 like the preceding periods.

I would appreciate any help as I can't seem to figure out how to create a set, I keep wanting to use member functions like LastChild.