CME Japanese Yen Future March 2009

Trading Metrics calculated at close of trading on 13-Oct-2008

Day Change Summary
	Previous	Current
	10-Oct-2008	13-Oct-2008	Change	Change %	Previous Week
Open	1.0250	1.0085	-0.0165	-1.6%	0.9809
High	1.0327	1.0089	-0.0238	-2.3%	1.0327
Low	1.0091	0.9954	-0.0137	-1.4%	0.9809
Close	1.0196	1.0012	-0.0184	-1.8%	1.0196
Range	0.0236	0.0135	-0.0101	-42.8%	0.0518
ATR	0.0151	0.0158	0.0006	4.3%	0.0000
Volume	20	17	-3	-15.0%	510

Daily Pivots for day following 13-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0423	1.0353	1.0086
R3	1.0288	1.0218	1.0049
R2	1.0153	1.0153	1.0037
R1	1.0083	1.0083	1.0024	1.0051
PP	1.0018	1.0018	1.0018	1.0002
S1	0.9948	0.9948	1.0000	0.9916
S2	0.9883	0.9883	0.9987
S3	0.9748	0.9813	0.9975
S4	0.9613	0.9678	0.9938

Weekly Pivots for week ending 10-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.1665	1.1448	1.0481
R3	1.1147	1.0930	1.0338
R2	1.0629	1.0629	1.0291
R1	1.0412	1.0412	1.0243	1.0521
PP	1.0111	1.0111	1.0111	1.0165
S1	0.9894	0.9894	1.0149	1.0003
S2	0.9593	0.9593	1.0101
S3	0.9075	0.9376	1.0054
S4	0.8557	0.8858	0.9911

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0327	0.9890	0.0437	4.4%	0.0172	1.7%	28%	False	False	102
10	1.0327	0.9567	0.0760	7.6%	0.0133	1.3%	59%	False	False	55
20	1.0327	0.9394	0.0933	9.3%	0.0093	0.9%	66%	False	False	50

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0663
2.618	1.0442
1.618	1.0307
1.000	1.0224
0.618	1.0172
HIGH	1.0089
0.618	1.0037
0.500	1.0022
0.382	1.0006
LOW	0.9954
0.618	0.9871
1.000	0.9819
1.618	0.9736
2.618	0.9601
4.250	0.9380

Fisher Pivots for day following 13-Oct-2008
Pivot	1 day	3 day
R1	1.0022	1.0141
PP	1.0018	1.0098
S1	1.0015	1.0055

Download as Excel Spreadsheet

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

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