CME Japanese Yen Future March 2009

Trading Metrics calculated at close of trading on 10-Nov-2008

Day Change Summary
	Previous	Current
	07-Nov-2008	10-Nov-2008	Change	Change %	Previous Week
Open	1.0351	1.0140	-0.0211	-2.0%	1.0216
High	1.0351	1.0276	-0.0075	-0.7%	1.0351
Low	1.0218	1.0111	-0.0107	-1.0%	1.0001
Close	1.0237	1.0275	0.0038	0.4%	1.0237
Range	0.0133	0.0165	0.0032	24.1%	0.0350
ATR	0.0200	0.0197	-0.0002	-1.2%	0.0000
Volume	69	7	-62	-89.9%	605

Daily Pivots for day following 10-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0716	1.0660	1.0366
R3	1.0551	1.0495	1.0320
R2	1.0386	1.0386	1.0305
R1	1.0330	1.0330	1.0290	1.0358
PP	1.0221	1.0221	1.0221	1.0235
S1	1.0165	1.0165	1.0260	1.0193
S2	1.0056	1.0056	1.0245
S3	0.9891	1.0000	1.0230
S4	0.9726	0.9835	1.0184

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%	0.0139	1.4%	78%	False	False	112
10	1.0744	1.0001	0.0743	7.2%	0.0197	1.9%	37%	False	False	80
20	1.1055	0.9850	0.1205	11.7%	0.0189	1.8%	35%	False	False	121
40	1.1055	0.9394	0.1661	16.2%	0.0141	1.4%	53%	False	False	86

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0023
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0977
2.618	1.0708
1.618	1.0543
1.000	1.0441
0.618	1.0378
HIGH	1.0276
0.618	1.0213
0.500	1.0194
0.382	1.0174
LOW	1.0111
0.618	1.0009
1.000	0.9946
1.618	0.9844
2.618	0.9679
4.250	0.9410

Fisher Pivots for day following 10-Nov-2008
Pivot	1 day	3 day
R1	1.0248	1.0260
PP	1.0221	1.0246
S1	1.0194	1.0231

Download as Excel Spreadsheet

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

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