CME Japanese Yen Future March 2009

Trading Metrics calculated at close of trading on 29-Oct-2008

Day Change Summary
	Previous	Current
	28-Oct-2008	29-Oct-2008	Change	Change %	Previous Week
Open	1.0744	1.0211	-0.0533	-5.0%	0.9957
High	1.0744	1.0478	-0.0266	-2.5%	1.1055
Low	1.0236	1.0133	-0.0103	-1.0%	0.9910
Close	1.0340	1.0381	0.0041	0.4%	1.0689
Range	0.0508	0.0345	-0.0163	-32.1%	0.1145
ATR	0.0216	0.0226	0.0009	4.2%	0.0000
Volume	46	73	27	58.7%	1,485

Daily Pivots for day following 29-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.1366	1.1218	1.0571
R3	1.1021	1.0873	1.0476
R2	1.0676	1.0676	1.0444
R1	1.0528	1.0528	1.0413	1.0602
PP	1.0331	1.0331	1.0331	1.0368
S1	1.0183	1.0183	1.0349	1.0257
S2	0.9986	0.9986	1.0318
S3	0.9641	0.9838	1.0286
S4	0.9296	0.9493	1.0191

Weekly Pivots for week ending 24-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.3986	1.3483	1.1319
R3	1.2841	1.2338	1.1004
R2	1.1696	1.1696	1.0899
R1	1.1193	1.1193	1.0794	1.1445
PP	1.0551	1.0551	1.0551	1.0677
S1	1.0048	1.0048	1.0584	1.0300
S2	0.9406	0.9406	1.0479
S3	0.8261	0.8903	1.0374
S4	0.7116	0.7758	1.0059

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1055	1.0133	0.0922	8.9%	0.0380	3.7%	27%	False	True	231
10	1.1055	0.9910	0.1145	11.0%	0.0254	2.4%	41%	False	False	171
20	1.1055	0.9625	0.1430	13.8%	0.0194	1.9%	53%	False	False	114

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	True
Bull Hook	False
Stretch	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1944
2.618	1.1381
1.618	1.1036
1.000	1.0823
0.618	1.0691
HIGH	1.0478
0.618	1.0346
0.500	1.0306
0.382	1.0265
LOW	1.0133
0.618	0.9920
1.000	0.9788
1.618	0.9575
2.618	0.9230
4.250	0.8667

Fisher Pivots for day following 29-Oct-2008
Pivot	1 day	3 day
R1	1.0356	1.0554
PP	1.0331	1.0496
S1	1.0306	1.0439

Download as Excel Spreadsheet

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

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