CME Japanese Yen Future June 2009

Trading Metrics calculated at close of trading on 13-Jan-2009

Day Change Summary
	Previous	Current
	12-Jan-2009	13-Jan-2009	Change	Change %	Previous Week
Open	1.1110	1.1210	0.0100	0.9%	1.0880
High	1.1264	1.1263	-0.0001	0.0%	1.1106
Low	1.1110	1.1153	0.0043	0.4%	1.0632
Close	1.1245	1.1239	-0.0006	-0.1%	1.1071
Range	0.0154	0.0110	-0.0044	-28.6%	0.0474
ATR	0.0123	0.0122	-0.0001	-0.8%	0.0000
Volume	64	18	-46	-71.9%	335

Daily Pivots for day following 13-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1548	1.1504	1.1300
R3	1.1438	1.1394	1.1269
R2	1.1328	1.1328	1.1259
R1	1.1284	1.1284	1.1249	1.1306
PP	1.1218	1.1218	1.1218	1.1230
S1	1.1174	1.1174	1.1229	1.1196
S2	1.1108	1.1108	1.1219
S3	1.0998	1.1064	1.1209
S4	1.0888	1.0954	1.1179

Weekly Pivots for week ending 09-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.2358	1.2189	1.1332
R3	1.1884	1.1715	1.1201
R2	1.1410	1.1410	1.1158
R1	1.1241	1.1241	1.1114	1.1326
PP	1.0936	1.0936	1.0936	1.0979
S1	1.0767	1.0767	1.1028	1.0852
S2	1.0462	1.0462	1.0984
S3	0.9988	1.0293	1.0941
S4	0.9514	0.9819	1.0810

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1264	1.0721	0.0543	4.8%	0.0134	1.2%	95%	False	False	39
10	1.1264	1.0632	0.0632	5.6%	0.0095	0.8%	96%	False	False	43
20	1.1509	1.0632	0.0877	7.8%	0.0090	0.8%	69%	False	False	28

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	0.0019
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1731
2.618	1.1551
1.618	1.1441
1.000	1.1373
0.618	1.1331
HIGH	1.1263
0.618	1.1221
0.500	1.1208
0.382	1.1195
LOW	1.1153
0.618	1.1085
1.000	1.1043
1.618	1.0975
2.618	1.0865
4.250	1.0686

Fisher Pivots for day following 13-Jan-2009
Pivot	1 day	3 day
R1	1.1229	1.1195
PP	1.1218	1.1151
S1	1.1208	1.1107

Download as Excel Spreadsheet

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

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