CME Japanese Yen Future March 2010

Trading Metrics calculated at close of trading on 27-Oct-2009

Day Change Summary
	Previous	Current
	26-Oct-2009	27-Oct-2009	Change	Change %	Previous Week
Open	1.0912	1.0877	-0.0035	-0.3%	1.1020
High	1.0912	1.0895	-0.0017	-0.2%	1.1085
Low	1.0847	1.0868	0.0021	0.2%	1.0884
Close	1.0852	1.0905	0.0053	0.5%	1.0866
Range	0.0065	0.0027	-0.0038	-58.5%	0.0201
ATR	0.0087	0.0084	-0.0003	-3.6%	0.0000
Volume	16	50	34	212.5%	194

Daily Pivots for day following 27-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0970	1.0965	1.0920
R3	1.0943	1.0938	1.0912
R2	1.0916	1.0916	1.0910
R1	1.0911	1.0911	1.0907	1.0914
PP	1.0889	1.0889	1.0889	1.0891
S1	1.0884	1.0884	1.0903	1.0887
S2	1.0862	1.0862	1.0900
S3	1.0835	1.0857	1.0898
S4	1.0808	1.0830	1.0890

Weekly Pivots for week ending 23-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1548	1.1408	1.0977
R3	1.1347	1.1207	1.0921
R2	1.1146	1.1146	1.0903
R1	1.1006	1.1006	1.0884	1.0976
PP	1.0945	1.0945	1.0945	1.0930
S1	1.0805	1.0805	1.0848	1.0775
S2	1.0744	1.0744	1.0829
S3	1.0543	1.0604	1.0811
S4	1.0342	1.0403	1.0755

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1008	1.0847	0.0161	1.5%	0.0040	0.4%	36%	False	False	41
10	1.1260	1.0847	0.0413	3.8%	0.0063	0.6%	14%	False	False	47
20	1.1360	1.0847	0.0513	4.7%	0.0073	0.7%	11%	False	False	39

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.1010
2.618	1.0966
1.618	1.0939
1.000	1.0922
0.618	1.0912
HIGH	1.0895
0.618	1.0885
0.500	1.0882
0.382	1.0878
LOW	1.0868
0.618	1.0851
1.000	1.0841
1.618	1.0824
2.618	1.0797
4.250	1.0753

Fisher Pivots for day following 27-Oct-2009
Pivot	1 day	3 day
R1	1.0897	1.0898
PP	1.0889	1.0890
S1	1.0882	1.0883

Download as Excel Spreadsheet

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

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