CME Japanese Yen Future June 2009

Trading Metrics calculated at close of trading on 12-Feb-2009

Day Change Summary
	Previous	Current
	11-Feb-2009	12-Feb-2009	Change	Change %	Previous Week
Open	1.1089	1.1119	0.0030	0.3%	1.1200
High	1.1173	1.1155	-0.0018	-0.2%	1.1300
Low	1.1050	1.1050	0.0000	0.0%	1.0880
Close	1.1081	1.1083	0.0002	0.0%	1.0887
Range	0.0123	0.0105	-0.0018	-14.6%	0.0420
ATR	0.0144	0.0141	-0.0003	-1.9%	0.0000
Volume	470	255	-215	-45.7%	1,308

Daily Pivots for day following 12-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1411	1.1352	1.1141
R3	1.1306	1.1247	1.1112
R2	1.1201	1.1201	1.1102
R1	1.1142	1.1142	1.1093	1.1119
PP	1.1096	1.1096	1.1096	1.1085
S1	1.1037	1.1037	1.1073	1.1014
S2	1.0991	1.0991	1.1064
S3	1.0886	1.0932	1.1054
S4	1.0781	1.0827	1.1025

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	1.1173	1.0885	0.0288	2.6%	0.0139	1.3%	69%	False	False	352
10	1.1300	1.0880	0.0420	3.8%	0.0142	1.3%	48%	False	False	235
20	1.1510	1.0880	0.0630	5.7%	0.0139	1.3%	32%	False	False	178
40	1.1510	1.0632	0.0878	7.9%	0.0115	1.0%	51%	False	False	116

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0.0017
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.1601
2.618	1.1430
1.618	1.1325
1.000	1.1260
0.618	1.1220
HIGH	1.1155
0.618	1.1115
0.500	1.1103
0.382	1.1090
LOW	1.1050
0.618	1.0985
1.000	1.0945
1.618	1.0880
2.618	1.0775
4.250	1.0604

Fisher Pivots for day following 12-Feb-2009
Pivot	1 day	3 day
R1	1.1103	1.1076
PP	1.1096	1.1068
S1	1.1090	1.1061

Download as Excel Spreadsheet

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

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