CME Japanese Yen Future March 2009

Trading Metrics calculated at close of trading on 03-Nov-2008

Day Change Summary
	Previous	Current
	31-Oct-2008	03-Nov-2008	Change	Change %	Previous Week
Open	1.0261	1.0216	-0.0045	-0.4%	1.0900
High	1.0432	1.0216	-0.0216	-2.1%	1.0975
Low	1.0183	1.0099	-0.0084	-0.8%	1.0133
Close	1.0186	1.0151	-0.0035	-0.3%	1.0186
Range	0.0249	0.0117	-0.0132	-53.0%	0.0842
ATR	0.0224	0.0217	-0.0008	-3.4%	0.0000
Volume	31	50	19	61.3%	252

Daily Pivots for day following 03-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0506	1.0446	1.0215
R3	1.0389	1.0329	1.0183
R2	1.0272	1.0272	1.0172
R1	1.0212	1.0212	1.0162	1.0184
PP	1.0155	1.0155	1.0155	1.0141
S1	1.0095	1.0095	1.0140	1.0067
S2	1.0038	1.0038	1.0130
S3	0.9921	0.9978	1.0119
S4	0.9804	0.9861	1.0087

Weekly Pivots for week ending 31-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.2957	1.2414	1.0649
R3	1.2115	1.1572	1.0418
R2	1.1273	1.1273	1.0340
R1	1.0730	1.0730	1.0263	1.0581
PP	1.0431	1.0431	1.0431	1.0357
S1	0.9888	0.9888	1.0109	0.9739
S2	0.9589	0.9589	1.0032
S3	0.8747	0.9046	0.9954
S4	0.7905	0.8204	0.9723

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0744	1.0099	0.0645	6.4%	0.0255	2.5%	8%	False	True	48
10	1.1055	0.9910	0.1145	11.3%	0.0271	2.7%	21%	False	False	171
20	1.1055	0.9850	0.1205	11.9%	0.0197	1.9%	25%	False	False	119
40	1.1055	0.9357	0.1698	16.7%	0.0128	1.3%	47%	False	False	75

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	0.0025
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0713
2.618	1.0522
1.618	1.0405
1.000	1.0333
0.618	1.0288
HIGH	1.0216
0.618	1.0171
0.500	1.0158
0.382	1.0144
LOW	1.0099
0.618	1.0027
1.000	0.9982
1.618	0.9910
2.618	0.9793
4.250	0.9602

Fisher Pivots for day following 03-Nov-2008
Pivot	1 day	3 day
R1	1.0158	1.0266
PP	1.0155	1.0227
S1	1.0153	1.0189

Download as Excel Spreadsheet

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

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