CME Japanese Yen Future March 2010

Trading Metrics calculated at close of trading on 30-Oct-2009

Day Change Summary
	Previous	Current
	29-Oct-2009	30-Oct-2009	Change	Change %	Previous Week
Open	1.1031	1.0999	-0.0032	-0.3%	1.0912
High	1.1049	1.1129	0.0080	0.7%	1.1129
Low	1.0928	1.0971	0.0043	0.4%	1.0847
Close	1.0936	1.1121	0.0185	1.7%	1.1121
Range	0.0121	0.0158	0.0037	30.6%	0.0282
ATR	0.0090	0.0097	0.0007	8.2%	0.0000
Volume	73	68	-5	-6.8%	270

Daily Pivots for day following 30-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1548	1.1492	1.1208
R3	1.1390	1.1334	1.1164
R2	1.1232	1.1232	1.1150
R1	1.1176	1.1176	1.1135	1.1204
PP	1.1074	1.1074	1.1074	1.1088
S1	1.1018	1.1018	1.1107	1.1046
S2	1.0916	1.0916	1.1092
S3	1.0758	1.0860	1.1078
S4	1.0600	1.0702	1.1034

Weekly Pivots for week ending 30-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1878	1.1782	1.1276
R3	1.1596	1.1500	1.1199
R2	1.1314	1.1314	1.1173
R1	1.1218	1.1218	1.1147	1.1266
PP	1.1032	1.1032	1.1032	1.1057
S1	1.0936	1.0936	1.1095	1.0984
S2	1.0750	1.0750	1.1069
S3	1.0468	1.0654	1.1043
S4	1.0186	1.0372	1.0966

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1129	1.0847	0.0282	2.5%	0.0089	0.8%	97%	True	False	54
10	1.1129	1.0847	0.0282	2.5%	0.0066	0.6%	97%	True	False	46
20	1.1360	1.0847	0.0513	4.6%	0.0078	0.7%	53%	False	False	48

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	0.0008
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1.1801
2.618	1.1543
1.618	1.1385
1.000	1.1287
0.618	1.1227
HIGH	1.1129
0.618	1.1069
0.500	1.1050
0.382	1.1031
LOW	1.0971
0.618	1.0873
1.000	1.0813
1.618	1.0715
2.618	1.0557
4.250	1.0300

Fisher Pivots for day following 30-Oct-2009
Pivot	1 day	3 day
R1	1.1097	1.1090
PP	1.1074	1.1059
S1	1.1050	1.1029

Download as Excel Spreadsheet

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

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