CME Japanese Yen Future March 2009

Trading Metrics calculated at close of trading on 20-Nov-2008

Day Change Summary
	Previous	Current
	19-Nov-2008	20-Nov-2008	Change	Change %	Previous Week
Open	1.0424	1.0466	0.0042	0.4%	1.0140
High	1.0500	1.0730	0.0230	2.2%	1.0595
Low	1.0363	1.0466	0.0103	1.0%	1.0111
Close	1.0423	1.0608	0.0185	1.8%	1.0308
Range	0.0137	0.0264	0.0127	92.7%	0.0484
ATR	0.0181	0.0190	0.0009	4.9%	0.0000
Volume	110	353	243	220.9%	379

Daily Pivots for day following 20-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.1393	1.1265	1.0753
R3	1.1129	1.1001	1.0681
R2	1.0865	1.0865	1.0656
R1	1.0737	1.0737	1.0632	1.0801
PP	1.0601	1.0601	1.0601	1.0634
S1	1.0473	1.0473	1.0584	1.0537
S2	1.0337	1.0337	1.0560
S3	1.0073	1.0209	1.0535
S4	0.9809	0.9945	1.0463

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	1.0730	1.0286	0.0444	4.2%	0.0144	1.4%	73%	True	False	183
10	1.0730	1.0111	0.0619	5.8%	0.0162	1.5%	80%	True	False	122
20	1.1055	1.0001	0.1054	9.9%	0.0208	2.0%	58%	False	False	147
40	1.1055	0.9567	0.1488	14.0%	0.0162	1.5%	70%	False	False	105

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.1852
2.618	1.1421
1.618	1.1157
1.000	1.0994
0.618	1.0893
HIGH	1.0730
0.618	1.0629
0.500	1.0598
0.382	1.0567
LOW	1.0466
0.618	1.0303
1.000	1.0202
1.618	1.0039
2.618	0.9775
4.250	0.9344

Fisher Pivots for day following 20-Nov-2008
Pivot	1 day	3 day
R1	1.0605	1.0583
PP	1.0601	1.0557
S1	1.0598	1.0532

Download as Excel Spreadsheet

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

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