CME Japanese Yen Future September 2009

Trading Metrics calculated at close of trading on 07-May-2009

Day Change Summary
	Previous	Current
	06-May-2009	07-May-2009	Change	Change %	Previous Week
Open	1.0205	1.0145	-0.0060	-0.6%	1.0363
High	1.0212	1.0173	-0.0039	-0.4%	1.0458
Low	1.0122	1.0052	-0.0070	-0.7%	1.0073
Close	1.0191	1.0118	-0.0073	-0.7%	1.0084
Range	0.0090	0.0121	0.0031	34.4%	0.0385
ATR	0.0096	0.0099	0.0003	3.2%	0.0000
Volume	53	32	-21	-39.6%	324

Daily Pivots for day following 07-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0477	1.0419	1.0185
R3	1.0356	1.0298	1.0151
R2	1.0235	1.0235	1.0140
R1	1.0177	1.0177	1.0129	1.0146
PP	1.0114	1.0114	1.0114	1.0099
S1	1.0056	1.0056	1.0107	1.0025
S2	0.9993	0.9993	1.0096
S3	0.9872	0.9935	1.0085
S4	0.9751	0.9814	1.0051

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	1.0212	1.0052	0.0160	1.6%	0.0069	0.7%	41%	False	True	55
10	1.0458	1.0052	0.0406	4.0%	0.0078	0.8%	16%	False	True	47
20	1.0458	0.9946	0.0512	5.1%	0.0077	0.8%	34%	False	False	49
40	1.0646	0.9898	0.0748	7.4%	0.0077	0.8%	29%	False	False	54

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	0.0011
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0687
2.618	1.0490
1.618	1.0369
1.000	1.0294
0.618	1.0248
HIGH	1.0173
0.618	1.0127
0.500	1.0113
0.382	1.0098
LOW	1.0052
0.618	0.9977
1.000	0.9931
1.618	0.9856
2.618	0.9735
4.250	0.9538

Fisher Pivots for day following 07-May-2009
Pivot	1 day	3 day
R1	1.0116	1.0132
PP	1.0114	1.0127
S1	1.0113	1.0123

Download as Excel Spreadsheet

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

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