CME Japanese Yen Future March 2010

Trading Metrics calculated at close of trading on 11-Nov-2009

Day Change Summary
	Previous	Current
	10-Nov-2009	11-Nov-2009	Change	Change %	Previous Week
Open	1.1121	1.1165	0.0044	0.4%	1.1146
High	1.1162	1.1201	0.0039	0.3%	1.1180
Low	1.1111	1.1123	0.0012	0.1%	1.0954
Close	1.1150	1.1131	-0.0019	-0.2%	1.1125
Range	0.0051	0.0078	0.0027	52.9%	0.0226
ATR	0.0092	0.0091	-0.0001	-1.1%	0.0000
Volume	4	246	242	6,050.0%	487

Daily Pivots for day following 11-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1386	1.1336	1.1174
R3	1.1308	1.1258	1.1152
R2	1.1230	1.1230	1.1145
R1	1.1180	1.1180	1.1138	1.1166
PP	1.1152	1.1152	1.1152	1.1145
S1	1.1102	1.1102	1.1124	1.1088
S2	1.1074	1.1074	1.1117
S3	1.0996	1.1024	1.1110
S4	1.0918	1.0946	1.1088

Weekly Pivots for week ending 06-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1764	1.1671	1.1249
R3	1.1538	1.1445	1.1187
R2	1.1312	1.1312	1.1166
R1	1.1219	1.1219	1.1146	1.1153
PP	1.1086	1.1086	1.1086	1.1053
S1	1.0993	1.0993	1.1104	1.0927
S2	1.0860	1.0860	1.1084
S3	1.0634	1.0767	1.1063
S4	1.0408	1.0541	1.1001

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1201	1.1037	0.0164	1.5%	0.0062	0.6%	57%	True	False	147
10	1.1201	1.0928	0.0273	2.5%	0.0087	0.8%	74%	True	False	93
20	1.1201	1.0847	0.0354	3.2%	0.0072	0.6%	80%	True	False	72

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
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 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1533
2.618	1.1405
1.618	1.1327
1.000	1.1279
0.618	1.1249
HIGH	1.1201
0.618	1.1171
0.500	1.1162
0.382	1.1153
LOW	1.1123
0.618	1.1075
1.000	1.1045
1.618	1.0997
2.618	1.0919
4.250	1.0792

Fisher Pivots for day following 11-Nov-2009
Pivot	1 day	3 day
R1	1.1162	1.1152
PP	1.1152	1.1145
S1	1.1141	1.1138

Download as Excel Spreadsheet

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

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