CME Japanese Yen Future March 2010

Trading Metrics calculated at close of trading on 03-Nov-2009

Day Change Summary
	Previous	Current
	02-Nov-2009	03-Nov-2009	Change	Change %	Previous Week
Open	1.1146	1.1076	-0.0070	-0.6%	1.0912
High	1.1180	1.1133	-0.0047	-0.4%	1.1129
Low	1.1050	1.1072	0.0022	0.2%	1.0847
Close	1.1073	1.1080	0.0007	0.1%	1.1121
Range	0.0130	0.0061	-0.0069	-53.1%	0.0282
ATR	0.0100	0.0097	-0.0003	-2.8%	0.0000
Volume	14	33	19	135.7%	270

Daily Pivots for day following 03-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1278	1.1240	1.1114
R3	1.1217	1.1179	1.1097
R2	1.1156	1.1156	1.1091
R1	1.1118	1.1118	1.1086	1.1137
PP	1.1095	1.1095	1.1095	1.1105
S1	1.1057	1.1057	1.1074	1.1076
S2	1.1034	1.1034	1.1069
S3	1.0973	1.0996	1.1063
S4	1.0912	1.0935	1.1046

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	1.1180	1.0928	0.0252	2.3%	0.0108	1.0%	60%	False	False	50
10	1.1180	1.0847	0.0333	3.0%	0.0074	0.7%	70%	False	False	45
20	1.1360	1.0847	0.0513	4.6%	0.0081	0.7%	45%	False	False	45

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.1392
2.618	1.1293
1.618	1.1232
1.000	1.1194
0.618	1.1171
HIGH	1.1133
0.618	1.1110
0.500	1.1103
0.382	1.1095
LOW	1.1072
0.618	1.1034
1.000	1.1011
1.618	1.0973
2.618	1.0912
4.250	1.0813

Fisher Pivots for day following 03-Nov-2009
Pivot	1 day	3 day
R1	1.1103	1.1079
PP	1.1095	1.1077
S1	1.1088	1.1076

Download as Excel Spreadsheet

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

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