CME Japanese Yen Future March 2009

Trading Metrics calculated at close of trading on 25-Nov-2008

Day Change Summary
	Previous	Current
	24-Nov-2008	25-Nov-2008	Change	Change %	Previous Week
Open	1.0476	1.0430	-0.0046	-0.4%	1.0427
High	1.0591	1.0585	-0.0006	-0.1%	1.0730
Low	1.0375	1.0414	0.0039	0.4%	1.0333
Close	1.0385	1.0512	0.0127	1.2%	1.0555
Range	0.0216	0.0171	-0.0045	-20.8%	0.0397
ATR	0.0194	0.0195	0.0000	0.2%	0.0000
Volume	699	179	-520	-74.4%	1,003

Daily Pivots for day following 25-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.1017	1.0935	1.0606
R3	1.0846	1.0764	1.0559
R2	1.0675	1.0675	1.0543
R1	1.0593	1.0593	1.0528	1.0634
PP	1.0504	1.0504	1.0504	1.0524
S1	1.0422	1.0422	1.0496	1.0463
S2	1.0333	1.0333	1.0481
S3	1.0162	1.0251	1.0465
S4	0.9991	1.0080	1.0418

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	1.0363	0.0367	3.5%	0.0201	1.9%	41%	False	False	314
10	1.0730	1.0286	0.0444	4.2%	0.0188	1.8%	51%	False	False	213
20	1.0730	1.0001	0.0729	6.9%	0.0169	1.6%	70%	False	False	150
40	1.1055	0.9610	0.1445	13.7%	0.0173	1.6%	62%	False	False	131

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0036
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1312
2.618	1.1033
1.618	1.0862
1.000	1.0756
0.618	1.0691
HIGH	1.0585
0.618	1.0520
0.500	1.0500
0.382	1.0479
LOW	1.0414
0.618	1.0308
1.000	1.0243
1.618	1.0137
2.618	0.9966
4.250	0.9687

Fisher Pivots for day following 25-Nov-2008
Pivot	1 day	3 day
R1	1.0508	1.0540
PP	1.0504	1.0531
S1	1.0500	1.0521

Download as Excel Spreadsheet

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

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