CME Japanese Yen Future June 2009

Trading Metrics calculated at close of trading on 05-Feb-2009

Day Change Summary
	Previous	Current
	04-Feb-2009	05-Feb-2009	Change	Change %	Previous Week
Open	1.1248	1.1205	-0.0043	-0.4%	1.1350
High	1.1278	1.1206	-0.0072	-0.6%	1.1350
Low	1.1194	1.0880	-0.0314	-2.8%	1.1045
Close	1.1201	1.0971	-0.0230	-2.1%	1.1167
Range	0.0084	0.0326	0.0242	288.1%	0.0305
ATR	0.0128	0.0142	0.0014	11.0%	0.0000
Volume	90	144	54	60.0%	390

Daily Pivots for day following 05-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1997	1.1810	1.1150
R3	1.1671	1.1484	1.1061
R2	1.1345	1.1345	1.1031
R1	1.1158	1.1158	1.1001	1.1089
PP	1.1019	1.1019	1.1019	1.0984
S1	1.0832	1.0832	1.0941	1.0763
S2	1.0693	1.0693	1.0911
S3	1.0367	1.0506	1.0881
S4	1.0041	1.0180	1.0792

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	1.0880	0.0420	3.8%	0.0144	1.3%	22%	False	True	118
10	1.1350	1.0880	0.0470	4.3%	0.0119	1.1%	19%	False	True	97
20	1.1510	1.0880	0.0630	5.7%	0.0139	1.3%	14%	False	True	122
40	1.1510	1.0632	0.0878	8.0%	0.0108	1.0%	39%	False	False	73

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1.2592
2.618	1.2059
1.618	1.1733
1.000	1.1532
0.618	1.1407
HIGH	1.1206
0.618	1.1081
0.500	1.1043
0.382	1.1005
LOW	1.0880
0.618	1.0679
1.000	1.0554
1.618	1.0353
2.618	1.0027
4.250	0.9495

Fisher Pivots for day following 05-Feb-2009
Pivot	1 day	3 day
R1	1.1043	1.1090
PP	1.1019	1.1050
S1	1.0995	1.1011

Download as Excel Spreadsheet

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

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