CME Japanese Yen Future March 2009

Trading Metrics calculated at close of trading on 07-Nov-2008

Day Change Summary
	Previous	Current
	06-Nov-2008	07-Nov-2008	Change	Change %	Previous Week
Open	1.0228	1.0351	0.0123	1.2%	1.0216
High	1.0310	1.0351	0.0041	0.4%	1.0351
Low	1.0224	1.0218	-0.0006	-0.1%	1.0001
Close	1.0273	1.0237	-0.0036	-0.4%	1.0237
Range	0.0086	0.0133	0.0047	54.7%	0.0350
ATR	0.0205	0.0200	-0.0005	-2.5%	0.0000
Volume	390	69	-321	-82.3%	605

Daily Pivots for day following 07-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0668	1.0585	1.0310
R3	1.0535	1.0452	1.0274
R2	1.0402	1.0402	1.0261
R1	1.0319	1.0319	1.0249	1.0294
PP	1.0269	1.0269	1.0269	1.0256
S1	1.0186	1.0186	1.0225	1.0161
S2	1.0136	1.0136	1.0213
S3	1.0003	1.0053	1.0200
S4	0.9870	0.9920	1.0164

Weekly Pivots for week ending 07-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.1246	1.1092	1.0430
R3	1.0896	1.0742	1.0333
R2	1.0546	1.0546	1.0301
R1	1.0392	1.0392	1.0269	1.0469
PP	1.0196	1.0196	1.0196	1.0235
S1	1.0042	1.0042	1.0205	1.0119
S2	0.9846	0.9846	1.0173
S3	0.9496	0.9692	1.0141
S4	0.9146	0.9342	1.0045

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0351	1.0001	0.0350	3.4%	0.0130	1.3%	67%	True	False	121
10	1.0975	1.0001	0.0974	9.5%	0.0199	1.9%	24%	False	False	85
20	1.1055	0.9850	0.1205	11.8%	0.0188	1.8%	32%	False	False	122
40	1.1055	0.9394	0.1661	16.2%	0.0138	1.4%	51%	False	False	86

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0028
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0916
2.618	1.0699
1.618	1.0566
1.000	1.0484
0.618	1.0433
HIGH	1.0351
0.618	1.0300
0.500	1.0285
0.382	1.0269
LOW	1.0218
0.618	1.0136
1.000	1.0085
1.618	1.0003
2.618	0.9870
4.250	0.9653

Fisher Pivots for day following 07-Nov-2008
Pivot	1 day	3 day
R1	1.0285	1.0228
PP	1.0269	1.0219
S1	1.0253	1.0210

Download as Excel Spreadsheet

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

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