CME Japanese Yen Future March 2009

Trading Metrics calculated at close of trading on 21-Nov-2008

Day Change Summary
	Previous	Current
	20-Nov-2008	21-Nov-2008	Change	Change %	Previous Week
Open	1.0466	1.0653	0.0187	1.8%	1.0427
High	1.0730	1.0705	-0.0025	-0.2%	1.0730
Low	1.0466	1.0486	0.0020	0.2%	1.0333
Close	1.0608	1.0555	-0.0053	-0.5%	1.0555
Range	0.0264	0.0219	-0.0045	-17.0%	0.0397
ATR	0.0190	0.0192	0.0002	1.1%	0.0000
Volume	353	231	-122	-34.6%	1,003

Daily Pivots for day following 21-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.1239	1.1116	1.0675
R3	1.1020	1.0897	1.0615
R2	1.0801	1.0801	1.0595
R1	1.0678	1.0678	1.0575	1.0630
PP	1.0582	1.0582	1.0582	1.0558
S1	1.0459	1.0459	1.0535	1.0411
S2	1.0363	1.0363	1.0515
S3	1.0144	1.0240	1.0495
S4	0.9925	1.0021	1.0435

Weekly Pivots for week ending 21-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.1730	1.1540	1.0773
R3	1.1333	1.1143	1.0664
R2	1.0936	1.0936	1.0628
R1	1.0746	1.0746	1.0591	1.0841
PP	1.0539	1.0539	1.0539	1.0587
S1	1.0349	1.0349	1.0519	1.0444
S2	1.0142	1.0142	1.0482
S3	0.9745	0.9952	1.0446
S4	0.9348	0.9555	1.0337

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0730	1.0333	0.0397	3.8%	0.0159	1.5%	56%	False	False	200
10	1.0730	1.0111	0.0619	5.9%	0.0170	1.6%	72%	False	False	138
20	1.0975	1.0001	0.0974	9.2%	0.0185	1.7%	57%	False	False	111
40	1.1055	0.9567	0.1488	14.1%	0.0168	1.6%	66%	False	False	109

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

Fibonacci Retracements and Extensions
4.250	1.1636
2.618	1.1278
1.618	1.1059
1.000	1.0924
0.618	1.0840
HIGH	1.0705
0.618	1.0621
0.500	1.0596
0.382	1.0570
LOW	1.0486
0.618	1.0351
1.000	1.0267
1.618	1.0132
2.618	0.9913
4.250	0.9555

Fisher Pivots for day following 21-Nov-2008
Pivot	1 day	3 day
R1	1.0596	1.0552
PP	1.0582	1.0549
S1	1.0569	1.0547

Download as Excel Spreadsheet

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

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