CME Japanese Yen Future September 2009

Trading Metrics calculated at close of trading on 12-May-2009

Day Change Summary
	Previous	Current
	11-May-2009	12-May-2009	Change	Change %	Previous Week
Open	1.0168	1.0313	0.0145	1.4%	1.0083
High	1.0297	1.0415	0.0118	1.1%	1.0212
Low	1.0168	1.0256	0.0088	0.9%	1.0052
Close	1.0280	1.0390	0.0110	1.1%	1.0181
Range	0.0129	0.0159	0.0030	23.3%	0.0160
ATR	0.0102	0.0106	0.0004	4.0%	0.0000
Volume	85	115	30	35.3%	302

Daily Pivots for day following 12-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0831	1.0769	1.0477
R3	1.0672	1.0610	1.0434
R2	1.0513	1.0513	1.0419
R1	1.0451	1.0451	1.0405	1.0482
PP	1.0354	1.0354	1.0354	1.0369
S1	1.0292	1.0292	1.0375	1.0323
S2	1.0195	1.0195	1.0361
S3	1.0036	1.0133	1.0346
S4	0.9877	0.9974	1.0303

Weekly Pivots for week ending 08-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0628	1.0565	1.0269
R3	1.0468	1.0405	1.0225
R2	1.0308	1.0308	1.0210
R1	1.0245	1.0245	1.0196	1.0277
PP	1.0148	1.0148	1.0148	1.0164
S1	1.0085	1.0085	1.0166	1.0117
S2	0.9988	0.9988	1.0152
S3	0.9828	0.9925	1.0137
S4	0.9668	0.9765	1.0093

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0415	1.0052	0.0363	3.5%	0.0122	1.2%	93%	True	False	87
10	1.0415	1.0052	0.0363	3.5%	0.0102	1.0%	93%	True	False	78
20	1.0458	1.0052	0.0406	3.9%	0.0087	0.8%	83%	False	False	57
40	1.0646	0.9898	0.0748	7.2%	0.0087	0.8%	66%	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	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	1.1091
2.618	1.0831
1.618	1.0672
1.000	1.0574
0.618	1.0513
HIGH	1.0415
0.618	1.0354
0.500	1.0336
0.382	1.0317
LOW	1.0256
0.618	1.0158
1.000	1.0097
1.618	0.9999
2.618	0.9840
4.250	0.9580

Fisher Pivots for day following 12-May-2009
Pivot	1 day	3 day
R1	1.0372	1.0342
PP	1.0354	1.0294
S1	1.0336	1.0246

Download as Excel Spreadsheet

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

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