CME Japanese Yen Future March 2009

Trading Metrics calculated at close of trading on 28-Nov-2008

Day Change Summary
	Previous	Current
	27-Nov-2008	28-Nov-2008	Change	Change %	Previous Week
Open	1.0538	1.0538	0.0000	0.0%	1.0476
High	1.0565	1.0565	0.0000	0.0%	1.0615
Low	1.0531	1.0511	-0.0020	-0.2%	1.0375
Close	1.0531	1.0516	-0.0015	-0.1%	1.0516
Range	0.0034	0.0054	0.0020	58.8%	0.0240
ATR	0.0177	0.0168	-0.0009	-5.0%	0.0000
Volume	906	2,170	1,264	139.5%	4,860

Daily Pivots for day following 28-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0693	1.0658	1.0546
R3	1.0639	1.0604	1.0531
R2	1.0585	1.0585	1.0526
R1	1.0550	1.0550	1.0521	1.0541
PP	1.0531	1.0531	1.0531	1.0526
S1	1.0496	1.0496	1.0511	1.0487
S2	1.0477	1.0477	1.0506
S3	1.0423	1.0442	1.0501
S4	1.0369	1.0388	1.0486

Weekly Pivots for week ending 28-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.1222	1.1109	1.0648
R3	1.0982	1.0869	1.0582
R2	1.0742	1.0742	1.0560
R1	1.0629	1.0629	1.0538	1.0686
PP	1.0502	1.0502	1.0502	1.0530
S1	1.0389	1.0389	1.0494	1.0446
S2	1.0262	1.0262	1.0472
S3	1.0022	1.0149	1.0450
S4	0.9782	0.9909	1.0384

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0615	1.0375	0.0240	2.3%	0.0114	1.1%	59%	False	False	972
10	1.0730	1.0333	0.0397	3.8%	0.0137	1.3%	46%	False	False	586
20	1.0730	1.0001	0.0729	6.9%	0.0146	1.4%	71%	False	False	342
40	1.1055	0.9809	0.1246	11.8%	0.0176	1.7%	57%	False	False	229

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0031
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0795
2.618	1.0706
1.618	1.0652
1.000	1.0619
0.618	1.0598
HIGH	1.0565
0.618	1.0544
0.500	1.0538
0.382	1.0532
LOW	1.0511
0.618	1.0478
1.000	1.0457
1.618	1.0424
2.618	1.0370
4.250	1.0282

Fisher Pivots for day following 28-Nov-2008
Pivot	1 day	3 day
R1	1.0538	1.0563
PP	1.0531	1.0547
S1	1.0523	1.0532

Download as Excel Spreadsheet

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

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