CME Japanese Yen Future March 2010

Trading Metrics calculated at close of trading on 28-Oct-2009

Day Change Summary
	Previous	Current
	27-Oct-2009	28-Oct-2009	Change	Change %	Previous Week
Open	1.0877	1.0968	0.0091	0.8%	1.1020
High	1.0895	1.1039	0.0144	1.3%	1.1085
Low	1.0868	1.0967	0.0099	0.9%	1.0884
Close	1.0905	1.1023	0.0118	1.1%	1.0866
Range	0.0027	0.0072	0.0045	166.7%	0.0201
ATR	0.0084	0.0088	0.0004	4.2%	0.0000
Volume	50	63	13	26.0%	194

Daily Pivots for day following 28-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1226	1.1196	1.1063
R3	1.1154	1.1124	1.1043
R2	1.1082	1.1082	1.1036
R1	1.1052	1.1052	1.1030	1.1067
PP	1.1010	1.1010	1.1010	1.1017
S1	1.0980	1.0980	1.1016	1.0995
S2	1.0938	1.0938	1.1010
S3	1.0866	1.0908	1.1003
S4	1.0794	1.0836	1.0983

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	1.1039	1.0847	0.0192	1.7%	0.0048	0.4%	92%	True	False	36
10	1.1198	1.0847	0.0351	3.2%	0.0058	0.5%	50%	False	False	50
20	1.1360	1.0847	0.0513	4.7%	0.0074	0.7%	34%	False	False	42

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	0.0008
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.1345
2.618	1.1227
1.618	1.1155
1.000	1.1111
0.618	1.1083
HIGH	1.1039
0.618	1.1011
0.500	1.1003
0.382	1.0995
LOW	1.0967
0.618	1.0923
1.000	1.0895
1.618	1.0851
2.618	1.0779
4.250	1.0661

Fisher Pivots for day following 28-Oct-2009
Pivot	1 day	3 day
R1	1.1016	1.0996
PP	1.1010	1.0970
S1	1.1003	1.0943

Download as Excel Spreadsheet

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

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