CME Japanese Yen Future June 2009

Trading Metrics calculated at close of trading on 19-Jan-2009

Day Change Summary
	Previous	Current
	16-Jan-2009	19-Jan-2009	Change	Change %	Previous Week
Open	1.1131	1.1031	-0.0100	-0.9%	1.1110
High	1.1131	1.1117	-0.0014	-0.1%	1.1311
Low	1.1058	1.1014	-0.0044	-0.4%	1.1058
Close	1.1094	1.1091	-0.0003	0.0%	1.1094
Range	0.0073	0.0103	0.0030	41.1%	0.0253
ATR	0.0124	0.0123	-0.0002	-1.2%	0.0000
Volume	165	165	0	0.0%	796

Daily Pivots for day following 19-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1383	1.1340	1.1148
R3	1.1280	1.1237	1.1119
R2	1.1177	1.1177	1.1110
R1	1.1134	1.1134	1.1100	1.1156
PP	1.1074	1.1074	1.1074	1.1085
S1	1.1031	1.1031	1.1082	1.1053
S2	1.0971	1.0971	1.1072
S3	1.0868	1.0928	1.1063
S4	1.0765	1.0825	1.1034

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	1.1014	0.0297	2.7%	0.0112	1.0%	26%	False	True	179
10	1.1311	1.0632	0.0679	6.1%	0.0121	1.1%	68%	False	False	129
20	1.1333	1.0632	0.0701	6.3%	0.0078	0.7%	65%	False	False	69

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	0.0026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1555
2.618	1.1387
1.618	1.1284
1.000	1.1220
0.618	1.1181
HIGH	1.1117
0.618	1.1078
0.500	1.1066
0.382	1.1053
LOW	1.1014
0.618	1.0950
1.000	1.0911
1.618	1.0847
2.618	1.0744
4.250	1.0576

Fisher Pivots for day following 19-Jan-2009
Pivot	1 day	3 day
R1	1.1083	1.1163
PP	1.1074	1.1139
S1	1.1066	1.1115

Download as Excel Spreadsheet

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

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