CME Japanese Yen Future June 2009

Trading Metrics calculated at close of trading on 16-Jan-2009

Day Change Summary
	Previous	Current
	15-Jan-2009	16-Jan-2009	Change	Change %	Previous Week
Open	1.1245	1.1131	-0.0114	-1.0%	1.1110
High	1.1311	1.1131	-0.0180	-1.6%	1.1311
Low	1.1175	1.1058	-0.0117	-1.0%	1.1058
Close	1.1183	1.1094	-0.0089	-0.8%	1.1094
Range	0.0136	0.0073	-0.0063	-46.3%	0.0253
ATR	0.0124	0.0124	0.0000	0.0%	0.0000
Volume	240	165	-75	-31.3%	796

Daily Pivots for day following 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1313	1.1277	1.1134
R3	1.1240	1.1204	1.1114
R2	1.1167	1.1167	1.1107
R1	1.1131	1.1131	1.1101	1.1113
PP	1.1094	1.1094	1.1094	1.1085
S1	1.1058	1.1058	1.1087	1.1040
S2	1.1021	1.1021	1.1081
S3	1.0948	1.0985	1.1074
S4	1.0875	1.0912	1.1054

Weekly Pivots for week ending 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1913	1.1757	1.1233
R3	1.1660	1.1504	1.1164
R2	1.1407	1.1407	1.1140
R1	1.1251	1.1251	1.1117	1.1203
PP	1.1154	1.1154	1.1154	1.1130
S1	1.0998	1.0998	1.1071	1.0950
S2	1.0901	1.0901	1.1048
S3	1.0648	1.0745	1.1024
S4	1.0395	1.0492	1.0955

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1311	1.1058	0.0253	2.3%	0.0123	1.1%	14%	False	True	159
10	1.1311	1.0632	0.0679	6.1%	0.0129	1.2%	68%	False	False	113
20	1.1388	1.0632	0.0756	6.8%	0.0085	0.8%	61%	False	False	62

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0028
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1.1441
2.618	1.1322
1.618	1.1249
1.000	1.1204
0.618	1.1176
HIGH	1.1131
0.618	1.1103
0.500	1.1095
0.382	1.1086
LOW	1.1058
0.618	1.1013
1.000	1.0985
1.618	1.0940
2.618	1.0867
4.250	1.0748

Fisher Pivots for day following 16-Jan-2009
Pivot	1 day	3 day
R1	1.1095	1.1185
PP	1.1094	1.1154
S1	1.1094	1.1124

Download as Excel Spreadsheet

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

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