CME Japanese Yen Future June 2009

Trading Metrics calculated at close of trading on 04-Feb-2009

Day Change Summary
	Previous	Current
	03-Feb-2009	04-Feb-2009	Change	Change %	Previous Week
Open	1.1182	1.1248	0.0066	0.6%	1.1350
High	1.1299	1.1278	-0.0021	-0.2%	1.1350
Low	1.1182	1.1194	0.0012	0.1%	1.1045
Close	1.1247	1.1201	-0.0046	-0.4%	1.1167
Range	0.0117	0.0084	-0.0033	-28.2%	0.0305
ATR	0.0131	0.0128	-0.0003	-2.6%	0.0000
Volume	217	90	-127	-58.5%	390

Daily Pivots for day following 04-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1476	1.1423	1.1247
R3	1.1392	1.1339	1.1224
R2	1.1308	1.1308	1.1216
R1	1.1255	1.1255	1.1209	1.1240
PP	1.1224	1.1224	1.1224	1.1217
S1	1.1171	1.1171	1.1193	1.1156
S2	1.1140	1.1140	1.1186
S3	1.1056	1.1087	1.1178
S4	1.0972	1.1003	1.1155

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	1.1152	0.0148	1.3%	0.0088	0.8%	33%	False	False	106
10	1.1399	1.1045	0.0354	3.2%	0.0103	0.9%	44%	False	False	100
20	1.1510	1.0836	0.0674	6.0%	0.0131	1.2%	54%	False	False	116
40	1.1510	1.0632	0.0878	7.8%	0.0100	0.9%	65%	False	False	69

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	0.0008
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1635
2.618	1.1498
1.618	1.1414
1.000	1.1362
0.618	1.1330
HIGH	1.1278
0.618	1.1246
0.500	1.1236
0.382	1.1226
LOW	1.1194
0.618	1.1142
1.000	1.1110
1.618	1.1058
2.618	1.0974
4.250	1.0837

Fisher Pivots for day following 04-Feb-2009
Pivot	1 day	3 day
R1	1.1236	1.1234
PP	1.1224	1.1223
S1	1.1213	1.1212

Download as Excel Spreadsheet

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

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