CME Japanese Yen Future March 2009

Trading Metrics calculated at close of trading on 18-Nov-2008

Day Change Summary
	Previous	Current
	17-Nov-2008	18-Nov-2008	Change	Change %	Previous Week
Open	1.0427	1.0401	-0.0026	-0.2%	1.0140
High	1.0437	1.0420	-0.0017	-0.2%	1.0595
Low	1.0350	1.0333	-0.0017	-0.2%	1.0111
Close	1.0370	1.0421	0.0051	0.5%	1.0308
Range	0.0087	0.0087	0.0000	0.0%	0.0484
ATR	0.0192	0.0185	-0.0008	-3.9%	0.0000
Volume	288	21	-267	-92.7%	379

Daily Pivots for day following 18-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0652	1.0624	1.0469
R3	1.0565	1.0537	1.0445
R2	1.0478	1.0478	1.0437
R1	1.0450	1.0450	1.0429	1.0464
PP	1.0391	1.0391	1.0391	1.0399
S1	1.0363	1.0363	1.0413	1.0377
S2	1.0304	1.0304	1.0405
S3	1.0217	1.0276	1.0397
S4	1.0130	1.0189	1.0373

Weekly Pivots for week ending 14-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.1790	1.1533	1.0574
R3	1.1306	1.1049	1.0441
R2	1.0822	1.0822	1.0397
R1	1.0565	1.0565	1.0352	1.0694
PP	1.0338	1.0338	1.0338	1.0402
S1	1.0081	1.0081	1.0264	1.0210
S2	0.9854	0.9854	1.0219
S3	0.9370	0.9597	1.0175
S4	0.8886	0.9113	1.0042

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0595	1.0286	0.0309	3.0%	0.0174	1.7%	44%	False	False	111
10	1.0595	1.0068	0.0527	5.1%	0.0145	1.4%	67%	False	False	116
20	1.1055	1.0001	0.1054	10.1%	0.0208	2.0%	40%	False	False	144
40	1.1055	0.9535	0.1520	14.6%	0.0155	1.5%	58%	False	False	101

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018

Fibonacci Retracements and Extensions
4.250	1.0790
2.618	1.0648
1.618	1.0561
1.000	1.0507
0.618	1.0474
HIGH	1.0420
0.618	1.0387
0.500	1.0377
0.382	1.0366
LOW	1.0333
0.618	1.0279
1.000	1.0246
1.618	1.0192
2.618	1.0105
4.250	0.9963

Fisher Pivots for day following 18-Nov-2008
Pivot	1 day	3 day
R1	1.0406	1.0401
PP	1.0391	1.0381
S1	1.0377	1.0362

Download as Excel Spreadsheet

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

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