CME Japanese Yen Future March 2010

Trading Metrics calculated at close of trading on 17-Nov-2009

Day Change Summary
	Previous	Current
	16-Nov-2009	17-Nov-2009	Change	Change %	Previous Week
Open	1.1163	1.1229	0.0066	0.6%	1.1114
High	1.1263	1.1267	0.0004	0.0%	1.1201
Low	1.1161	1.1185	0.0024	0.2%	1.1050
Close	1.1248	1.1207	-0.0041	-0.4%	1.1158
Range	0.0102	0.0082	-0.0020	-19.6%	0.0151
ATR	0.0094	0.0093	-0.0001	-0.9%	0.0000
Volume	124	470	346	279.0%	2,614

Daily Pivots for day following 17-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1466	1.1418	1.1252
R3	1.1384	1.1336	1.1230
R2	1.1302	1.1302	1.1222
R1	1.1254	1.1254	1.1215	1.1237
PP	1.1220	1.1220	1.1220	1.1211
S1	1.1172	1.1172	1.1199	1.1155
S2	1.1138	1.1138	1.1192
S3	1.1056	1.1090	1.1184
S4	1.0974	1.1008	1.1162

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	1.1267	1.1050	0.0217	1.9%	0.0095	0.8%	72%	True	False	628
10	1.1267	1.0954	0.0313	2.8%	0.0079	0.7%	81%	True	False	364
20	1.1267	1.0847	0.0420	3.7%	0.0077	0.7%	86%	True	False	205
40	1.1360	1.0847	0.0513	4.6%	0.0082	0.7%	70%	False	False	120

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1616
2.618	1.1482
1.618	1.1400
1.000	1.1349
0.618	1.1318
HIGH	1.1267
0.618	1.1236
0.500	1.1226
0.382	1.1216
LOW	1.1185
0.618	1.1134
1.000	1.1103
1.618	1.1052
2.618	1.0970
4.250	1.0837

Fisher Pivots for day following 17-Nov-2009
Pivot	1 day	3 day
R1	1.1226	1.1196
PP	1.1220	1.1186
S1	1.1213	1.1175

Download as Excel Spreadsheet

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

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