CME Japanese Yen Future September 2009

Trading Metrics calculated at close of trading on 06-May-2009

Day Change Summary
	Previous	Current
	05-May-2009	06-May-2009	Change	Change %	Previous Week
Open	1.0143	1.0205	0.0062	0.6%	1.0363
High	1.0143	1.0212	0.0069	0.7%	1.0458
Low	1.0112	1.0122	0.0010	0.1%	1.0073
Close	1.0122	1.0191	0.0069	0.7%	1.0084
Range	0.0031	0.0090	0.0059	190.3%	0.0385
ATR	0.0097	0.0096	0.0000	-0.5%	0.0000
Volume	25	53	28	112.0%	324

Daily Pivots for day following 06-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0445	1.0408	1.0241
R3	1.0355	1.0318	1.0216
R2	1.0265	1.0265	1.0208
R1	1.0228	1.0228	1.0199	1.0202
PP	1.0175	1.0175	1.0175	1.0162
S1	1.0138	1.0138	1.0183	1.0112
S2	1.0085	1.0085	1.0175
S3	0.9995	1.0048	1.0166
S4	0.9905	0.9958	1.0142

Weekly Pivots for week ending 01-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1360	1.1107	1.0296
R3	1.0975	1.0722	1.0190
R2	1.0590	1.0590	1.0155
R1	1.0337	1.0337	1.0119	1.0271
PP	1.0205	1.0205	1.0205	1.0172
S1	0.9952	0.9952	1.0049	0.9886
S2	0.9820	0.9820	1.0013
S3	0.9435	0.9567	0.9978
S4	0.9050	0.9182	0.9872

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0283	1.0073	0.0210	2.1%	0.0077	0.8%	56%	False	False	65
10	1.0458	1.0073	0.0385	3.8%	0.0072	0.7%	31%	False	False	48
20	1.0458	0.9946	0.0512	5.0%	0.0077	0.8%	48%	False	False	51
40	1.0646	0.9898	0.0748	7.3%	0.0074	0.7%	39%	False	False	55

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0010
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0595
2.618	1.0448
1.618	1.0358
1.000	1.0302
0.618	1.0268
HIGH	1.0212
0.618	1.0178
0.500	1.0167
0.382	1.0156
LOW	1.0122
0.618	1.0066
1.000	1.0032
1.618	0.9976
2.618	0.9886
4.250	0.9740

Fisher Pivots for day following 06-May-2009
Pivot	1 day	3 day
R1	1.0183	1.0177
PP	1.0175	1.0162
S1	1.0167	1.0148

Download as Excel Spreadsheet

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

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