CME Japanese Yen Future June 2009

Trading Metrics calculated at close of trading on 28-Jan-2009

Day Change Summary
	Previous	Current
	27-Jan-2009	28-Jan-2009	Change	Change %	Previous Week
Open	1.1240	1.1249	0.0009	0.1%	1.1031
High	1.1331	1.1249	-0.0082	-0.7%	1.1510
Low	1.1236	1.1045	-0.0191	-1.7%	1.1014
Close	1.1282	1.1080	-0.0202	-1.8%	1.1299
Range	0.0095	0.0204	0.0109	114.7%	0.0496
ATR	0.0132	0.0140	0.0007	5.7%	0.0000
Volume	20	69	49	245.0%	720

Daily Pivots for day following 28-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1737	1.1612	1.1192
R3	1.1533	1.1408	1.1136
R2	1.1329	1.1329	1.1117
R1	1.1204	1.1204	1.1099	1.1165
PP	1.1125	1.1125	1.1125	1.1105
S1	1.1000	1.1000	1.1061	1.0961
S2	1.0921	1.0921	1.1043
S3	1.0717	1.0796	1.1024
S4	1.0513	1.0592	1.0968

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	1.1399	1.1045	0.0354	3.2%	0.0119	1.1%	10%	False	True	94
10	1.1510	1.1014	0.0496	4.5%	0.0146	1.3%	13%	False	False	137
20	1.1510	1.0632	0.0878	7.9%	0.0127	1.1%	51%	False	False	105

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.2116
2.618	1.1783
1.618	1.1579
1.000	1.1453
0.618	1.1375
HIGH	1.1249
0.618	1.1171
0.500	1.1147
0.382	1.1123
LOW	1.1045
0.618	1.0919
1.000	1.0841
1.618	1.0715
2.618	1.0511
4.250	1.0178

Fisher Pivots for day following 28-Jan-2009
Pivot	1 day	3 day
R1	1.1147	1.1198
PP	1.1125	1.1158
S1	1.1102	1.1119

Download as Excel Spreadsheet

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

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