CME Japanese Yen Future June 2009

Trading Metrics calculated at close of trading on 03-Feb-2009

Day Change Summary
	Previous	Current
	02-Feb-2009	03-Feb-2009	Change	Change %	Previous Week
Open	1.1200	1.1182	-0.0018	-0.2%	1.1350
High	1.1300	1.1299	-0.0001	0.0%	1.1350
Low	1.1168	1.1182	0.0014	0.1%	1.1045
Close	1.1212	1.1247	0.0035	0.3%	1.1167
Range	0.0132	0.0117	-0.0015	-11.4%	0.0305
ATR	0.0133	0.0131	-0.0001	-0.8%	0.0000
Volume	89	217	128	143.8%	390

Daily Pivots for day following 03-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1594	1.1537	1.1311
R3	1.1477	1.1420	1.1279
R2	1.1360	1.1360	1.1268
R1	1.1303	1.1303	1.1258	1.1332
PP	1.1243	1.1243	1.1243	1.1257
S1	1.1186	1.1186	1.1236	1.1215
S2	1.1126	1.1126	1.1226
S3	1.1009	1.1069	1.1215
S4	1.0892	1.0952	1.1183

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	1.1300	1.1045	0.0255	2.3%	0.0112	1.0%	79%	False	False	102
10	1.1510	1.1045	0.0465	4.1%	0.0133	1.2%	43%	False	False	120
20	1.1510	1.0721	0.0789	7.0%	0.0131	1.2%	67%	False	False	116
40	1.1510	1.0632	0.0878	7.8%	0.0100	0.9%	70%	False	False	67

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1796
2.618	1.1605
1.618	1.1488
1.000	1.1416
0.618	1.1371
HIGH	1.1299
0.618	1.1254
0.500	1.1241
0.382	1.1227
LOW	1.1182
0.618	1.1110
1.000	1.1065
1.618	1.0993
2.618	1.0876
4.250	1.0685

Fisher Pivots for day following 03-Feb-2009
Pivot	1 day	3 day
R1	1.1245	1.1240
PP	1.1243	1.1233
S1	1.1241	1.1226

Download as Excel Spreadsheet

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

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