CME Japanese Yen Future June 2009

Trading Metrics calculated at close of trading on 02-Feb-2009

Day Change Summary
	Previous	Current
	30-Jan-2009	02-Feb-2009	Change	Change %	Previous Week
Open	1.1209	1.1200	-0.0009	-0.1%	1.1350
High	1.1213	1.1300	0.0087	0.8%	1.1350
Low	1.1152	1.1168	0.0016	0.1%	1.1045
Close	1.1167	1.1212	0.0045	0.4%	1.1167
Range	0.0061	0.0132	0.0071	116.4%	0.0305
ATR	0.0132	0.0133	0.0000	0.0%	0.0000
Volume	54	89	35	64.8%	390

Daily Pivots for day following 02-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1623	1.1549	1.1285
R3	1.1491	1.1417	1.1248
R2	1.1359	1.1359	1.1236
R1	1.1285	1.1285	1.1224	1.1322
PP	1.1227	1.1227	1.1227	1.1245
S1	1.1153	1.1153	1.1200	1.1190
S2	1.1095	1.1095	1.1188
S3	1.0963	1.1021	1.1176
S4	1.0831	1.0889	1.1139

Weekly Pivots for week ending 30-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.2102	1.1940	1.1335
R3	1.1797	1.1635	1.1251
R2	1.1492	1.1492	1.1223
R1	1.1330	1.1330	1.1195	1.1259
PP	1.1187	1.1187	1.1187	1.1152
S1	1.1025	1.1025	1.1139	1.0954
S2	1.0882	1.0882	1.1111
S3	1.0577	1.0720	1.1083
S4	1.0272	1.0415	1.0999

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1331	1.1045	0.0286	2.6%	0.0107	1.0%	58%	False	False	63
10	1.1510	1.1014	0.0496	4.4%	0.0139	1.2%	40%	False	False	103
20	1.1510	1.0632	0.0878	7.8%	0.0130	1.2%	66%	False	False	116

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	0.0010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1861
2.618	1.1646
1.618	1.1514
1.000	1.1432
0.618	1.1382
HIGH	1.1300
0.618	1.1250
0.500	1.1234
0.382	1.1218
LOW	1.1168
0.618	1.1086
1.000	1.1036
1.618	1.0954
2.618	1.0822
4.250	1.0607

Fisher Pivots for day following 02-Feb-2009
Pivot	1 day	3 day
R1	1.1234	1.1226
PP	1.1227	1.1221
S1	1.1219	1.1217

Download as Excel Spreadsheet

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

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