CME Japanese Yen Future March 2010

Trading Metrics calculated at close of trading on 12-Nov-2009

Day Change Summary
	Previous	Current
	11-Nov-2009	12-Nov-2009	Change	Change %	Previous Week
Open	1.1165	1.1130	-0.0035	-0.3%	1.1146
High	1.1201	1.1160	-0.0041	-0.4%	1.1180
Low	1.1123	1.1050	-0.0073	-0.7%	1.0954
Close	1.1131	1.1079	-0.0052	-0.5%	1.1125
Range	0.0078	0.0110	0.0032	41.0%	0.0226
ATR	0.0091	0.0092	0.0001	1.5%	0.0000
Volume	246	2,118	1,872	761.0%	487

Daily Pivots for day following 12-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1426	1.1363	1.1140
R3	1.1316	1.1253	1.1109
R2	1.1206	1.1206	1.1099
R1	1.1143	1.1143	1.1089	1.1120
PP	1.1096	1.1096	1.1096	1.1085
S1	1.1033	1.1033	1.1069	1.1010
S2	1.0986	1.0986	1.1059
S3	1.0876	1.0923	1.1049
S4	1.0766	1.0813	1.1019

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	1.1050	0.0151	1.4%	0.0071	0.6%	19%	False	True	490
10	1.1201	1.0954	0.0247	2.2%	0.0086	0.8%	51%	False	False	298
20	1.1201	1.0847	0.0354	3.2%	0.0069	0.6%	66%	False	False	175

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	0.0016
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.1628
2.618	1.1448
1.618	1.1338
1.000	1.1270
0.618	1.1228
HIGH	1.1160
0.618	1.1118
0.500	1.1105
0.382	1.1092
LOW	1.1050
0.618	1.0982
1.000	1.0940
1.618	1.0872
2.618	1.0762
4.250	1.0583

Fisher Pivots for day following 12-Nov-2009
Pivot	1 day	3 day
R1	1.1105	1.1126
PP	1.1096	1.1110
S1	1.1088	1.1095

Download as Excel Spreadsheet

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

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