CME Japanese Yen Future June 2009

Trading Metrics calculated at close of trading on 10-Feb-2009

Day Change Summary
	Previous	Current
	09-Feb-2009	10-Feb-2009	Change	Change %	Previous Week
Open	1.0900	1.0949	0.0049	0.4%	1.1200
High	1.1033	1.1112	0.0079	0.7%	1.1300
Low	1.0900	1.0949	0.0049	0.4%	1.0880
Close	1.0969	1.1121	0.0152	1.4%	1.0887
Range	0.0133	0.0163	0.0030	22.6%	0.0420
ATR	0.0144	0.0146	0.0001	0.9%	0.0000
Volume	163	106	-57	-35.0%	1,308

Daily Pivots for day following 10-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1550	1.1498	1.1211
R3	1.1387	1.1335	1.1166
R2	1.1224	1.1224	1.1151
R1	1.1172	1.1172	1.1136	1.1198
PP	1.1061	1.1061	1.1061	1.1074
S1	1.1009	1.1009	1.1106	1.1035
S2	1.0898	1.0898	1.1091
S3	1.0735	1.0846	1.1076
S4	1.0572	1.0683	1.1031

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	1.1278	1.0880	0.0398	3.6%	0.0175	1.6%	61%	False	False	254
10	1.1300	1.0880	0.0420	3.8%	0.0144	1.3%	57%	False	False	178
20	1.1510	1.0880	0.0630	5.7%	0.0142	1.3%	38%	False	False	170
40	1.1510	1.0632	0.0878	7.9%	0.0116	1.0%	56%	False	False	99

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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1805
2.618	1.1539
1.618	1.1376
1.000	1.1275
0.618	1.1213
HIGH	1.1112
0.618	1.1050
0.500	1.1031
0.382	1.1011
LOW	1.0949
0.618	1.0848
1.000	1.0786
1.618	1.0685
2.618	1.0522
4.250	1.0256

Fisher Pivots for day following 10-Feb-2009
Pivot	1 day	3 day
R1	1.1091	1.1080
PP	1.1061	1.1039
S1	1.1031	1.0999

Download as Excel Spreadsheet

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

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