CME Japanese Yen Future March 2010

Trading Metrics calculated at close of trading on 16-Nov-2009

Day Change Summary
	Previous	Current
	13-Nov-2009	16-Nov-2009	Change	Change %	Previous Week
Open	1.1083	1.1163	0.0080	0.7%	1.1114
High	1.1184	1.1263	0.0079	0.7%	1.1201
Low	1.1083	1.1161	0.0078	0.7%	1.1050
Close	1.1158	1.1248	0.0090	0.8%	1.1158
Range	0.0101	0.0102	0.0001	1.0%	0.0151
ATR	0.0093	0.0094	0.0001	0.9%	0.0000
Volume	185	124	-61	-33.0%	2,614

Daily Pivots for day following 16-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1530	1.1491	1.1304
R3	1.1428	1.1389	1.1276
R2	1.1326	1.1326	1.1267
R1	1.1287	1.1287	1.1257	1.1307
PP	1.1224	1.1224	1.1224	1.1234
S1	1.1185	1.1185	1.1239	1.1205
S2	1.1122	1.1122	1.1229
S3	1.1020	1.1083	1.1220
S4	1.0918	1.0981	1.1192

Weekly Pivots for week ending 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1589	1.1525	1.1241
R3	1.1438	1.1374	1.1200
R2	1.1287	1.1287	1.1186
R1	1.1223	1.1223	1.1172	1.1255
PP	1.1136	1.1136	1.1136	1.1153
S1	1.1072	1.1072	1.1144	1.1104
S2	1.0985	1.0985	1.1130
S3	1.0834	1.0921	1.1116
S4	1.0683	1.0770	1.1075

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1263	1.1050	0.0213	1.9%	0.0088	0.8%	93%	True	False	535
10	1.1263	1.0954	0.0309	2.7%	0.0077	0.7%	95%	True	False	321
20	1.1263	1.0847	0.0416	3.7%	0.0077	0.7%	96%	True	False	183

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	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1697
2.618	1.1530
1.618	1.1428
1.000	1.1365
0.618	1.1326
HIGH	1.1263
0.618	1.1224
0.500	1.1212
0.382	1.1200
LOW	1.1161
0.618	1.1098
1.000	1.1059
1.618	1.0996
2.618	1.0894
4.250	1.0728

Fisher Pivots for day following 16-Nov-2009
Pivot	1 day	3 day
R1	1.1236	1.1218
PP	1.1224	1.1187
S1	1.1212	1.1157

Download as Excel Spreadsheet

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

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