CME Japanese Yen Future June 2009

Trading Metrics calculated at close of trading on 13-Feb-2009

Day Change Summary
	Previous	Current
	12-Feb-2009	13-Feb-2009	Change	Change %	Previous Week
Open	1.1119	1.1064	-0.0055	-0.5%	1.0900
High	1.1155	1.1084	-0.0071	-0.6%	1.1173
Low	1.1050	1.0895	-0.0155	-1.4%	1.0895
Close	1.1083	1.0924	-0.0159	-1.4%	1.0924
Range	0.0105	0.0189	0.0084	80.0%	0.0278
ATR	0.0141	0.0145	0.0003	2.4%	0.0000
Volume	255	173	-82	-32.2%	1,167

Daily Pivots for day following 13-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1535	1.1418	1.1028
R3	1.1346	1.1229	1.0976
R2	1.1157	1.1157	1.0959
R1	1.1040	1.1040	1.0941	1.1004
PP	1.0968	1.0968	1.0968	1.0950
S1	1.0851	1.0851	1.0907	1.0815
S2	1.0779	1.0779	1.0889
S3	1.0590	1.0662	1.0872
S4	1.0401	1.0473	1.0820

Weekly Pivots for week ending 13-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1831	1.1656	1.1077
R3	1.1553	1.1378	1.1000
R2	1.1275	1.1275	1.0975
R1	1.1100	1.1100	1.0949	1.1188
PP	1.0997	1.0997	1.0997	1.1041
S1	1.0822	1.0822	1.0899	1.0910
S2	1.0719	1.0719	1.0873
S3	1.0441	1.0544	1.0848
S4	1.0163	1.0266	1.0771

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1173	1.0895	0.0278	2.5%	0.0143	1.3%	10%	False	True	233
10	1.1300	1.0880	0.0420	3.8%	0.0154	1.4%	10%	False	False	247
20	1.1510	1.0880	0.0630	5.8%	0.0145	1.3%	7%	False	False	179
40	1.1510	1.0632	0.0878	8.0%	0.0115	1.1%	33%	False	False	120

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.1887
2.618	1.1579
1.618	1.1390
1.000	1.1273
0.618	1.1201
HIGH	1.1084
0.618	1.1012
0.500	1.0990
0.382	1.0967
LOW	1.0895
0.618	1.0778
1.000	1.0706
1.618	1.0589
2.618	1.0400
4.250	1.0092

Fisher Pivots for day following 13-Feb-2009
Pivot	1 day	3 day
R1	1.0990	1.1034
PP	1.0968	1.0997
S1	1.0946	1.0961

Download as Excel Spreadsheet

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

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