CME Japanese Yen Future June 2009

Trading Metrics calculated at close of trading on 06-Feb-2009

Day Change Summary
	Previous	Current
	05-Feb-2009	06-Feb-2009	Change	Change %	Previous Week
Open	1.1205	1.1026	-0.0179	-1.6%	1.1200
High	1.1206	1.1056	-0.0150	-1.3%	1.1300
Low	1.0880	1.0885	0.0005	0.0%	1.0880
Close	1.0971	1.0887	-0.0084	-0.8%	1.0887
Range	0.0326	0.0171	-0.0155	-47.5%	0.0420
ATR	0.0142	0.0144	0.0002	1.4%	0.0000
Volume	144	768	624	433.3%	1,308

Daily Pivots for day following 06-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1456	1.1342	1.0981
R3	1.1285	1.1171	1.0934
R2	1.1114	1.1114	1.0918
R1	1.1000	1.1000	1.0903	1.0972
PP	1.0943	1.0943	1.0943	1.0928
S1	1.0829	1.0829	1.0871	1.0801
S2	1.0772	1.0772	1.0856
S3	1.0601	1.0658	1.0840
S4	1.0430	1.0487	1.0793

Weekly Pivots for week ending 06-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.2282	1.2005	1.1118
R3	1.1862	1.1585	1.1003
R2	1.1442	1.1442	1.0964
R1	1.1165	1.1165	1.0926	1.1094
PP	1.1022	1.1022	1.1022	1.0987
S1	1.0745	1.0745	1.0849	1.0674
S2	1.0602	1.0602	1.0810
S3	1.0182	1.0325	1.0772
S4	0.9762	0.9905	1.0656

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	3.9%	0.0166	1.5%	2%	False	False	261
10	1.1350	1.0880	0.0470	4.3%	0.0129	1.2%	1%	False	False	169
20	1.1510	1.0880	0.0630	5.8%	0.0140	1.3%	1%	False	False	160
40	1.1510	1.0632	0.0878	8.1%	0.0112	1.0%	29%	False	False	92

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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1783
2.618	1.1504
1.618	1.1333
1.000	1.1227
0.618	1.1162
HIGH	1.1056
0.618	1.0991
0.500	1.0971
0.382	1.0950
LOW	1.0885
0.618	1.0779
1.000	1.0714
1.618	1.0608
2.618	1.0437
4.250	1.0158

Fisher Pivots for day following 06-Feb-2009
Pivot	1 day	3 day
R1	1.0971	1.1079
PP	1.0943	1.1015
S1	1.0915	1.0951

Download as Excel Spreadsheet

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

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