CME Japanese Yen Future June 2009

Trading Metrics calculated at close of trading on 31-Dec-2008

Day Change Summary
	Previous	Current
	30-Dec-2008	31-Dec-2008	Change	Change %	Previous Week
Open	1.1108	1.1052	-0.0056	-0.5%	1.1136
High	1.1111	1.1052	-0.0059	-0.5%	1.1156
Low	1.1094	1.1052	-0.0042	-0.4%	1.1061
Close	1.1114	1.1052	-0.0062	-0.6%	1.1082
Range	0.0017	0.0000	-0.0017	-100.0%	0.0095
ATR	0.0102	0.0099	-0.0003	-2.8%	0.0000
Volume	7	9	2	28.6%	18

Daily Pivots for day following 31-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.1052	1.1052	1.1052
R3	1.1052	1.1052	1.1052
R2	1.1052	1.1052	1.1052
R1	1.1052	1.1052	1.1052	1.1052
PP	1.1052	1.1052	1.1052	1.1052
S1	1.1052	1.1052	1.1052	1.1052
S2	1.1052	1.1052	1.1052
S3	1.1052	1.1052	1.1052
S4	1.1052	1.1052	1.1052

Weekly Pivots for week ending 26-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.1385	1.1328	1.1134
R3	1.1290	1.1233	1.1108
R2	1.1195	1.1195	1.1099
R1	1.1138	1.1138	1.1091	1.1119
PP	1.1100	1.1100	1.1100	1.1090
S1	1.1043	1.1043	1.1073	1.1024
S2	1.1005	1.1005	1.1065
S3	1.0910	1.0948	1.1056
S4	1.0815	1.0853	1.1030

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1111	1.1052	0.0059	0.5%	0.0009	0.1%	0%	False	True	11
10	1.1509	1.1052	0.0457	4.1%	0.0059	0.5%	0%	False	True	11

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1052
2.618	1.1052
1.618	1.1052
1.000	1.1052
0.618	1.1052
HIGH	1.1052
0.618	1.1052
0.500	1.1052
0.382	1.1052
LOW	1.1052
0.618	1.1052
1.000	1.1052
1.618	1.1052
2.618	1.1052
4.250	1.1052

Fisher Pivots for day following 31-Dec-2008
Pivot	1 day	3 day
R1	1.1052	1.1082
PP	1.1052	1.1072
S1	1.1052	1.1062

Download as Excel Spreadsheet

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

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