CME Japanese Yen Future March 2010

Trading Metrics calculated at close of trading on 24-Nov-2009

Day Change Summary
	Previous	Current
	23-Nov-2009	24-Nov-2009	Change	Change %	Previous Week
Open	1.1260	1.1260	0.0000	0.0%	1.1163
High	1.1292	1.1320	0.0028	0.2%	1.1288
Low	1.1219	1.1257	0.0038	0.3%	1.1161
Close	1.1242	1.1298	0.0056	0.5%	1.1247
Range	0.0073	0.0063	-0.0010	-13.7%	0.0127
ATR	0.0087	0.0087	-0.0001	-0.8%	0.0000
Volume	96	303	207	215.6%	1,289

Daily Pivots for day following 24-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1481	1.1452	1.1333
R3	1.1418	1.1389	1.1315
R2	1.1355	1.1355	1.1310
R1	1.1326	1.1326	1.1304	1.1341
PP	1.1292	1.1292	1.1292	1.1299
S1	1.1263	1.1263	1.1292	1.1278
S2	1.1229	1.1229	1.1286
S3	1.1166	1.1200	1.1281
S4	1.1103	1.1137	1.1263

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	1.1320	1.1181	0.0139	1.2%	0.0065	0.6%	84%	True	False	218
10	1.1320	1.1050	0.0270	2.4%	0.0080	0.7%	92%	True	False	423
20	1.1320	1.0928	0.0392	3.5%	0.0083	0.7%	94%	True	False	249
40	1.1360	1.0847	0.0513	4.5%	0.0078	0.7%	88%	False	False	144

Crabel Price Patterns
NR	True
NR4	False
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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1588
2.618	1.1485
1.618	1.1422
1.000	1.1383
0.618	1.1359
HIGH	1.1320
0.618	1.1296
0.500	1.1289
0.382	1.1281
LOW	1.1257
0.618	1.1218
1.000	1.1194
1.618	1.1155
2.618	1.1092
4.250	1.0989

Fisher Pivots for day following 24-Nov-2009
Pivot	1 day	3 day
R1	1.1295	1.1289
PP	1.1292	1.1279
S1	1.1289	1.1270

Download as Excel Spreadsheet

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

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