CME Japanese Yen Future June 2009

Trading Metrics calculated at close of trading on 14-Jan-2009

Day Change Summary
	Previous	Current
	13-Jan-2009	14-Jan-2009	Change	Change %	Previous Week
Open	1.1210	1.1186	-0.0024	-0.2%	1.0880
High	1.1263	1.1300	0.0037	0.3%	1.1106
Low	1.1153	1.1160	0.0007	0.1%	1.0632
Close	1.1239	1.1245	0.0006	0.1%	1.1071
Range	0.0110	0.0140	0.0030	27.3%	0.0474
ATR	0.0122	0.0123	0.0001	1.1%	0.0000
Volume	18	309	291	1,616.7%	335

Daily Pivots for day following 14-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1655	1.1590	1.1322
R3	1.1515	1.1450	1.1284
R2	1.1375	1.1375	1.1271
R1	1.1310	1.1310	1.1258	1.1343
PP	1.1235	1.1235	1.1235	1.1251
S1	1.1170	1.1170	1.1232	1.1203
S2	1.1095	1.1095	1.1219
S3	1.0955	1.1030	1.1207
S4	1.0815	1.0890	1.1168

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	1.1300	1.0836	0.0464	4.1%	0.0142	1.3%	88%	True	False	84
10	1.1300	1.0632	0.0668	5.9%	0.0108	1.0%	92%	True	False	73
20	1.1509	1.0632	0.0877	7.8%	0.0093	0.8%	70%	False	False	42

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1895
2.618	1.1667
1.618	1.1527
1.000	1.1440
0.618	1.1387
HIGH	1.1300
0.618	1.1247
0.500	1.1230
0.382	1.1213
LOW	1.1160
0.618	1.1073
1.000	1.1020
1.618	1.0933
2.618	1.0793
4.250	1.0565

Fisher Pivots for day following 14-Jan-2009
Pivot	1 day	3 day
R1	1.1240	1.1232
PP	1.1235	1.1218
S1	1.1230	1.1205

Download as Excel Spreadsheet

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

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