CME Japanese Yen Future June 2009

Trading Metrics calculated at close of trading on 21-Jan-2009

Day Change Summary
	Previous	Current
	20-Jan-2009	21-Jan-2009	Change	Change %	Previous Week
Open	1.1031	1.1163	0.0132	1.2%	1.1110
High	1.1191	1.1510	0.0319	2.9%	1.1311
Low	1.1014	1.1130	0.0116	1.1%	1.1058
Close	1.1160	1.1251	0.0091	0.8%	1.1094
Range	0.0177	0.0380	0.0203	114.7%	0.0253
ATR	0.0127	0.0145	0.0018	14.3%	0.0000
Volume	46	288	242	526.1%	796

Daily Pivots for day following 21-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.2437	1.2224	1.1460
R3	1.2057	1.1844	1.1356
R2	1.1677	1.1677	1.1321
R1	1.1464	1.1464	1.1286	1.1571
PP	1.1297	1.1297	1.1297	1.1350
S1	1.1084	1.1084	1.1216	1.1191
S2	1.0917	1.0917	1.1181
S3	1.0537	1.0704	1.1147
S4	1.0157	1.0324	1.1042

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	1.1510	1.1014	0.0496	4.4%	0.0174	1.5%	48%	True	False	180
10	1.1510	1.0836	0.0674	6.0%	0.0158	1.4%	62%	True	False	132
20	1.1510	1.0632	0.0878	7.8%	0.0103	0.9%	71%	True	False	84

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0029
Widest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	1.3125
2.618	1.2505
1.618	1.2125
1.000	1.1890
0.618	1.1745
HIGH	1.1510
0.618	1.1365
0.500	1.1320
0.382	1.1275
LOW	1.1130
0.618	1.0895
1.000	1.0750
1.618	1.0515
2.618	1.0135
4.250	0.9515

Fisher Pivots for day following 21-Jan-2009
Pivot	1 day	3 day
R1	1.1320	1.1262
PP	1.1297	1.1258
S1	1.1274	1.1255

Download as Excel Spreadsheet

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

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