CME Japanese Yen Future March 2009

Trading Metrics calculated at close of trading on 04-Nov-2008

Day Change Summary
	Previous	Current
	03-Nov-2008	04-Nov-2008	Change	Change %	Previous Week
Open	1.0216	1.0169	-0.0047	-0.5%	1.0900
High	1.0216	1.0169	-0.0047	-0.5%	1.0975
Low	1.0099	1.0001	-0.0098	-1.0%	1.0133
Close	1.0151	1.0074	-0.0077	-0.8%	1.0186
Range	0.0117	0.0168	0.0051	43.6%	0.0842
ATR	0.0217	0.0213	-0.0003	-1.6%	0.0000
Volume	50	82	32	64.0%	252

Daily Pivots for day following 04-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0585	1.0498	1.0166
R3	1.0417	1.0330	1.0120
R2	1.0249	1.0249	1.0105
R1	1.0162	1.0162	1.0089	1.0122
PP	1.0081	1.0081	1.0081	1.0061
S1	0.9994	0.9994	1.0059	0.9954
S2	0.9913	0.9913	1.0043
S3	0.9745	0.9826	1.0028
S4	0.9577	0.9658	0.9982

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	1.0478	1.0001	0.0477	4.7%	0.0187	1.9%	15%	False	True	55
10	1.1055	1.0001	0.1054	10.5%	0.0272	2.7%	7%	False	True	173
20	1.1055	0.9850	0.1205	12.0%	0.0200	2.0%	19%	False	False	119
40	1.1055	0.9357	0.1698	16.9%	0.0132	1.3%	42%	False	False	74

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0883
2.618	1.0609
1.618	1.0441
1.000	1.0337
0.618	1.0273
HIGH	1.0169
0.618	1.0105
0.500	1.0085
0.382	1.0065
LOW	1.0001
0.618	0.9897
1.000	0.9833
1.618	0.9729
2.618	0.9561
4.250	0.9287

Fisher Pivots for day following 04-Nov-2008
Pivot	1 day	3 day
R1	1.0085	1.0217
PP	1.0081	1.0169
S1	1.0078	1.0122

Download as Excel Spreadsheet

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

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