CME Japanese Yen Future September 2009

Trading Metrics calculated at close of trading on 17-Apr-2009

Day Change Summary
	Previous	Current
	16-Apr-2009	17-Apr-2009	Change	Change %	Previous Week
Open	1.0124	1.0057	-0.0067	-0.7%	0.9946
High	1.0170	1.0130	-0.0040	-0.4%	1.0170
Low	1.0093	1.0053	-0.0040	-0.4%	0.9946
Close	1.0095	1.0107	0.0012	0.1%	1.0107
Range	0.0077	0.0077	0.0000	0.0%	0.0224
ATR	0.0106	0.0104	-0.0002	-2.0%	0.0000
Volume	31	48	17	54.8%	270

Daily Pivots for day following 17-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0328	1.0294	1.0149
R3	1.0251	1.0217	1.0128
R2	1.0174	1.0174	1.0121
R1	1.0140	1.0140	1.0114	1.0157
PP	1.0097	1.0097	1.0097	1.0105
S1	1.0063	1.0063	1.0100	1.0080
S2	1.0020	1.0020	1.0093
S3	0.9943	0.9986	1.0086
S4	0.9866	0.9909	1.0065

Weekly Pivots for week ending 17-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0746	1.0651	1.0230
R3	1.0522	1.0427	1.0169
R2	1.0298	1.0298	1.0148
R1	1.0203	1.0203	1.0128	1.0251
PP	1.0074	1.0074	1.0074	1.0098
S1	0.9979	0.9979	1.0086	1.0027
S2	0.9850	0.9850	1.0066
S3	0.9626	0.9755	1.0045
S4	0.9402	0.9531	0.9984

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0170	0.9946	0.0224	2.2%	0.0070	0.7%	72%	False	False	54
10	1.0170	0.9898	0.0272	2.7%	0.0072	0.7%	77%	False	False	49
20	1.0597	0.9898	0.0699	6.9%	0.0079	0.8%	30%	False	False	63

Crabel Price Patterns
NR	False
NR4	False
NR5	False
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	0.0009

Fibonacci Retracements and Extensions
4.250	1.0457
2.618	1.0332
1.618	1.0255
1.000	1.0207
0.618	1.0178
HIGH	1.0130
0.618	1.0101
0.500	1.0092
0.382	1.0082
LOW	1.0053
0.618	1.0005
1.000	0.9976
1.618	0.9928
2.618	0.9851
4.250	0.9726

Fisher Pivots for day following 17-Apr-2009
Pivot	1 day	3 day
R1	1.0102	1.0112
PP	1.0097	1.0110
S1	1.0092	1.0109

Download as Excel Spreadsheet

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

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