CME Japanese Yen Future June 2009

Trading Metrics calculated at close of trading on 29-Jan-2009

Day Change Summary
	Previous	Current
	28-Jan-2009	29-Jan-2009	Change	Change %	Previous Week
Open	1.1249	1.1188	-0.0061	-0.5%	1.1031
High	1.1249	1.1198	-0.0051	-0.5%	1.1510
Low	1.1045	1.1153	0.0108	1.0%	1.1014
Close	1.1080	1.1166	0.0086	0.8%	1.1299
Range	0.0204	0.0045	-0.0159	-77.9%	0.0496
ATR	0.0140	0.0138	-0.0002	-1.1%	0.0000
Volume	69	84	15	21.7%	720

Daily Pivots for day following 29-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1307	1.1282	1.1191
R3	1.1262	1.1237	1.1178
R2	1.1217	1.1217	1.1174
R1	1.1192	1.1192	1.1170	1.1182
PP	1.1172	1.1172	1.1172	1.1168
S1	1.1147	1.1147	1.1162	1.1137
S2	1.1127	1.1127	1.1158
S3	1.1082	1.1102	1.1154
S4	1.1037	1.1057	1.1141

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	1.1350	1.1045	0.0305	2.7%	0.0093	0.8%	40%	False	False	76
10	1.1510	1.1014	0.0496	4.4%	0.0137	1.2%	31%	False	False	122
20	1.1510	1.0632	0.0878	7.9%	0.0129	1.2%	61%	False	False	109

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	1.1389
2.618	1.1316
1.618	1.1271
1.000	1.1243
0.618	1.1226
HIGH	1.1198
0.618	1.1181
0.500	1.1176
0.382	1.1170
LOW	1.1153
0.618	1.1125
1.000	1.1108
1.618	1.1080
2.618	1.1035
4.250	1.0962

Fisher Pivots for day following 29-Jan-2009
Pivot	1 day	3 day
R1	1.1176	1.1188
PP	1.1172	1.1181
S1	1.1169	1.1173

Download as Excel Spreadsheet

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

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