CME Japanese Yen Future March 2010

Trading Metrics calculated at close of trading on 20-Nov-2009

Day Change Summary
	Previous	Current
	19-Nov-2009	20-Nov-2009	Change	Change %	Previous Week
Open	1.1201	1.1277	0.0076	0.7%	1.1163
High	1.1288	1.1277	-0.0011	-0.1%	1.1288
Low	1.1200	1.1227	0.0027	0.2%	1.1161
Close	1.1242	1.1247	0.0005	0.0%	1.1247
Range	0.0088	0.0050	-0.0038	-43.2%	0.0127
ATR	0.0091	0.0088	-0.0003	-3.2%	0.0000
Volume	110	287	177	160.9%	1,289

Daily Pivots for day following 20-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1400	1.1374	1.1275
R3	1.1350	1.1324	1.1261
R2	1.1300	1.1300	1.1256
R1	1.1274	1.1274	1.1252	1.1262
PP	1.1250	1.1250	1.1250	1.1245
S1	1.1224	1.1224	1.1242	1.1212
S2	1.1200	1.1200	1.1238
S3	1.1150	1.1174	1.1233
S4	1.1100	1.1124	1.1220

Weekly Pivots for week ending 20-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1613	1.1557	1.1317
R3	1.1486	1.1430	1.1282
R2	1.1359	1.1359	1.1270
R1	1.1303	1.1303	1.1259	1.1331
PP	1.1232	1.1232	1.1232	1.1246
S1	1.1176	1.1176	1.1235	1.1204
S2	1.1105	1.1105	1.1224
S3	1.0978	1.1049	1.1212
S4	1.0851	1.0922	1.1177

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1288	1.1161	0.0127	1.1%	0.0075	0.7%	68%	False	False	257
10	1.1288	1.1050	0.0238	2.1%	0.0073	0.6%	83%	False	False	390
20	1.1288	1.0847	0.0441	3.9%	0.0081	0.7%	91%	False	False	233
40	1.1360	1.0847	0.0513	4.6%	0.0079	0.7%	78%	False	False	136

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0014
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.1490
2.618	1.1408
1.618	1.1358
1.000	1.1327
0.618	1.1308
HIGH	1.1277
0.618	1.1258
0.500	1.1252
0.382	1.1246
LOW	1.1227
0.618	1.1196
1.000	1.1177
1.618	1.1146
2.618	1.1096
4.250	1.1015

Fisher Pivots for day following 20-Nov-2009
Pivot	1 day	3 day
R1	1.1252	1.1243
PP	1.1250	1.1239
S1	1.1249	1.1235

Download as Excel Spreadsheet

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

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