CME Japanese Yen Future March 2009

Trading Metrics calculated at close of trading on 23-Oct-2008

Day Change Summary
	Previous	Current
	22-Oct-2008	23-Oct-2008	Change	Change %	Previous Week
Open	1.0025	1.0332	0.0307	3.1%	1.0085
High	1.0255	1.0512	0.0257	2.5%	1.0180
Low	1.0025	1.0332	0.0307	3.1%	0.9850
Close	1.0313	1.0520	0.0207	2.0%	0.9946
Range	0.0230	0.0180	-0.0050	-21.7%	0.0330
ATR	0.0143	0.0147	0.0004	2.8%	0.0000
Volume	376	31	-345	-91.8%	104

Daily Pivots for day following 23-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0995	1.0937	1.0619
R3	1.0815	1.0757	1.0570
R2	1.0635	1.0635	1.0553
R1	1.0577	1.0577	1.0537	1.0606
PP	1.0455	1.0455	1.0455	1.0469
S1	1.0397	1.0397	1.0504	1.0426
S2	1.0275	1.0275	1.0487
S3	1.0095	1.0217	1.0471
S4	0.9915	1.0037	1.0421

Weekly Pivots for week ending 17-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0982	1.0794	1.0128
R3	1.0652	1.0464	1.0037
R2	1.0322	1.0322	1.0007
R1	1.0134	1.0134	0.9976	1.0063
PP	0.9992	0.9992	0.9992	0.9957
S1	0.9804	0.9804	0.9916	0.9733
S2	0.9662	0.9662	0.9886
S3	0.9332	0.9474	0.9855
S4	0.9002	0.9144	0.9765

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0512	0.9910	0.0602	5.7%	0.0136	1.3%	101%	True	False	114
10	1.0512	0.9850	0.0662	6.3%	0.0132	1.3%	101%	True	False	66
20	1.0512	0.9567	0.0945	9.0%	0.0116	1.1%	101%	True	False	63

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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1277
2.618	1.0983
1.618	1.0803
1.000	1.0692
0.618	1.0623
HIGH	1.0512
0.618	1.0443
0.500	1.0422
0.382	1.0401
LOW	1.0332
0.618	1.0221
1.000	1.0152
1.618	1.0041
2.618	0.9861
4.250	0.9567

Fisher Pivots for day following 23-Oct-2008
Pivot	1 day	3 day
R1	1.0487	1.0417
PP	1.0455	1.0314
S1	1.0422	1.0211

Download as Excel Spreadsheet

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

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