CME Japanese Yen Future September 2009

Trading Metrics calculated at close of trading on 18-May-2009

Day Change Summary
	Previous	Current
	15-May-2009	18-May-2009	Change	Change %	Previous Week
Open	1.0420	1.0532	0.0112	1.1%	1.0168
High	1.0558	1.0574	0.0016	0.2%	1.0558
Low	1.0420	1.0388	-0.0032	-0.3%	1.0168
Close	1.0532	1.0385	-0.0147	-1.4%	1.0532
Range	0.0138	0.0186	0.0048	34.8%	0.0390
ATR	0.0104	0.0110	0.0006	5.7%	0.0000
Volume	58	419	361	622.4%	522

Daily Pivots for day following 18-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1007	1.0882	1.0487
R3	1.0821	1.0696	1.0436
R2	1.0635	1.0635	1.0419
R1	1.0510	1.0510	1.0402	1.0480
PP	1.0449	1.0449	1.0449	1.0434
S1	1.0324	1.0324	1.0368	1.0294
S2	1.0263	1.0263	1.0351
S3	1.0077	1.0138	1.0334
S4	0.9891	0.9952	1.0283

Weekly Pivots for week ending 15-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1589	1.1451	1.0747
R3	1.1199	1.1061	1.0639
R2	1.0809	1.0809	1.0604
R1	1.0671	1.0671	1.0568	1.0740
PP	1.0419	1.0419	1.0419	1.0454
S1	1.0281	1.0281	1.0496	1.0350
S2	1.0029	1.0029	1.0461
S3	0.9639	0.9891	1.0425
S4	0.9249	0.9501	1.0318

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0574	1.0256	0.0318	3.1%	0.0123	1.2%	41%	True	False	171
10	1.0574	1.0052	0.0522	5.0%	0.0110	1.1%	64%	True	False	120
20	1.0574	1.0052	0.0522	5.0%	0.0092	0.9%	64%	True	False	85
40	1.0574	0.9898	0.0676	6.5%	0.0085	0.8%	72%	True	False	75

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	1.1365
2.618	1.1061
1.618	1.0875
1.000	1.0760
0.618	1.0689
HIGH	1.0574
0.618	1.0503
0.500	1.0481
0.382	1.0459
LOW	1.0388
0.618	1.0273
1.000	1.0202
1.618	1.0087
2.618	0.9901
4.250	0.9598

Fisher Pivots for day following 18-May-2009
Pivot	1 day	3 day
R1	1.0481	1.0481
PP	1.0449	1.0449
S1	1.0417	1.0417

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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