CME Japanese Yen Future March 2009

Trading Metrics calculated at close of trading on 13-Nov-2008

Day Change Summary
	Previous	Current
	12-Nov-2008	13-Nov-2008	Change	Change %	Previous Week
Open	1.0308	1.0516	0.0208	2.0%	1.0216
High	1.0595	1.0550	-0.0045	-0.4%	1.0351
Low	1.0308	1.0286	-0.0022	-0.2%	1.0001
Close	1.0502	1.0420	-0.0082	-0.8%	1.0237
Range	0.0287	0.0264	-0.0023	-8.0%	0.0350
ATR	0.0197	0.0201	0.0005	2.5%	0.0000
Volume	35	67	32	91.4%	605

Daily Pivots for day following 13-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.1211	1.1079	1.0565
R3	1.0947	1.0815	1.0493
R2	1.0683	1.0683	1.0468
R1	1.0551	1.0551	1.0444	1.0485
PP	1.0419	1.0419	1.0419	1.0386
S1	1.0287	1.0287	1.0396	1.0221
S2	1.0155	1.0155	1.0372
S3	0.9891	1.0023	1.0347
S4	0.9627	0.9759	1.0275

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	1.0595	1.0111	0.0484	4.6%	0.0180	1.7%	64%	False	False	60
10	1.0595	1.0001	0.0594	5.7%	0.0166	1.6%	71%	False	False	86
20	1.1055	0.9910	0.1145	11.0%	0.0206	2.0%	45%	False	False	130
40	1.1055	0.9394	0.1661	15.9%	0.0152	1.5%	62%	False	False	91

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	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1672
2.618	1.1241
1.618	1.0977
1.000	1.0814
0.618	1.0713
HIGH	1.0550
0.618	1.0449
0.500	1.0418
0.382	1.0387
LOW	1.0286
0.618	1.0123
1.000	1.0022
1.618	0.9859
2.618	0.9595
4.250	0.9164

Fisher Pivots for day following 13-Nov-2008
Pivot	1 day	3 day
R1	1.0419	1.0422
PP	1.0419	1.0421
S1	1.0418	1.0421

Download as Excel Spreadsheet

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

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