CME Japanese Yen Future June 2009

Trading Metrics calculated at close of trading on 27-Jan-2009

Day Change Summary
	Previous	Current
	26-Jan-2009	27-Jan-2009	Change	Change %	Previous Week
Open	1.1350	1.1240	-0.0110	-1.0%	1.1031
High	1.1350	1.1331	-0.0019	-0.2%	1.1510
Low	1.1294	1.1236	-0.0058	-0.5%	1.1014
Close	1.1277	1.1282	0.0005	0.0%	1.1299
Range	0.0056	0.0095	0.0039	69.6%	0.0496
ATR	0.0135	0.0132	-0.0003	-2.1%	0.0000
Volume	163	20	-143	-87.7%	720

Daily Pivots for day following 27-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1568	1.1520	1.1334
R3	1.1473	1.1425	1.1308
R2	1.1378	1.1378	1.1299
R1	1.1330	1.1330	1.1291	1.1354
PP	1.1283	1.1283	1.1283	1.1295
S1	1.1235	1.1235	1.1273	1.1259
S2	1.1188	1.1188	1.1265
S3	1.1093	1.1140	1.1256
S4	1.0998	1.1045	1.1230

Weekly Pivots for week ending 23-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.2762	1.2527	1.1572
R3	1.2266	1.2031	1.1435
R2	1.1770	1.1770	1.1390
R1	1.1535	1.1535	1.1344	1.1653
PP	1.1274	1.1274	1.1274	1.1333
S1	1.1039	1.1039	1.1254	1.1157
S2	1.0778	1.0778	1.1208
S3	1.0282	1.0543	1.1163
S4	0.9786	1.0047	1.1026

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1510	1.1130	0.0380	3.4%	0.0154	1.4%	40%	False	False	138
10	1.1510	1.1014	0.0496	4.4%	0.0140	1.2%	54%	False	False	161
20	1.1510	1.0632	0.0878	7.8%	0.0118	1.0%	74%	False	False	102

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	0.0017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1735
2.618	1.1580
1.618	1.1485
1.000	1.1426
0.618	1.1390
HIGH	1.1331
0.618	1.1295
0.500	1.1284
0.382	1.1272
LOW	1.1236
0.618	1.1177
1.000	1.1141
1.618	1.1082
2.618	1.0987
4.250	1.0832

Fisher Pivots for day following 27-Jan-2009
Pivot	1 day	3 day
R1	1.1284	1.1293
PP	1.1283	1.1289
S1	1.1283	1.1286

Download as Excel Spreadsheet

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

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