CME Japanese Yen Future September 2009

Trading Metrics calculated at close of trading on 08-Apr-2009

Day Change Summary
	Previous	Current
	07-Apr-2009	08-Apr-2009	Change	Change %	Previous Week
Open	0.9983	0.9951	-0.0032	-0.3%	1.0260
High	1.0006	1.0086	0.0080	0.8%	1.0425
Low	0.9963	0.9951	-0.0012	-0.1%	0.9995
Close	0.9985	1.0058	0.0073	0.7%	1.0006
Range	0.0043	0.0135	0.0092	214.0%	0.0430
ATR	0.0113	0.0115	0.0002	1.4%	0.0000
Volume	49	74	25	51.0%	453

Daily Pivots for day following 08-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0437	1.0382	1.0132
R3	1.0302	1.0247	1.0095
R2	1.0167	1.0167	1.0083
R1	1.0112	1.0112	1.0070	1.0140
PP	1.0032	1.0032	1.0032	1.0045
S1	0.9977	0.9977	1.0046	1.0005
S2	0.9897	0.9897	1.0033
S3	0.9762	0.9842	1.0021
S4	0.9627	0.9707	0.9984

Weekly Pivots for week ending 03-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1432	1.1149	1.0243
R3	1.1002	1.0719	1.0124
R2	1.0572	1.0572	1.0085
R1	1.0289	1.0289	1.0045	1.0216
PP	1.0142	1.0142	1.0142	1.0105
S1	0.9859	0.9859	0.9967	0.9786
S2	0.9712	0.9712	0.9927
S3	0.9282	0.9429	0.9888
S4	0.8852	0.8999	0.9770

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0112	0.9898	0.0214	2.1%	0.0077	0.8%	75%	False	False	74
10	1.0425	0.9898	0.0527	5.2%	0.0081	0.8%	30%	False	False	65
20	1.0646	0.9898	0.0748	7.4%	0.0078	0.8%	21%	False	False	59

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.0660
2.618	1.0439
1.618	1.0304
1.000	1.0221
0.618	1.0169
HIGH	1.0086
0.618	1.0034
0.500	1.0019
0.382	1.0003
LOW	0.9951
0.618	0.9868
1.000	0.9816
1.618	0.9733
2.618	0.9598
4.250	0.9377

Fisher Pivots for day following 08-Apr-2009
Pivot	1 day	3 day
R1	1.0045	1.0036
PP	1.0032	1.0014
S1	1.0019	0.9992

Download as Excel Spreadsheet

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

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