CME Japanese Yen Future March 2010

Trading Metrics calculated at close of trading on 25-Nov-2009

Day Change Summary
	Previous	Current
	24-Nov-2009	25-Nov-2009	Change	Change %	Previous Week
Open	1.1260	1.1308	0.0048	0.4%	1.1163
High	1.1320	1.1472	0.0152	1.3%	1.1288
Low	1.1257	1.1291	0.0034	0.3%	1.1161
Close	1.1298	1.1446	0.0148	1.3%	1.1247
Range	0.0063	0.0181	0.0118	187.3%	0.0127
ATR	0.0087	0.0093	0.0007	7.8%	0.0000
Volume	303	387	84	27.7%	1,289

Daily Pivots for day following 25-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1946	1.1877	1.1546
R3	1.1765	1.1696	1.1496
R2	1.1584	1.1584	1.1479
R1	1.1515	1.1515	1.1463	1.1550
PP	1.1403	1.1403	1.1403	1.1420
S1	1.1334	1.1334	1.1429	1.1369
S2	1.1222	1.1222	1.1413
S3	1.1041	1.1153	1.1396
S4	1.0860	1.0972	1.1346

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	1.1472	1.1200	0.0272	2.4%	0.0091	0.8%	90%	True	False	236
10	1.1472	1.1050	0.0422	3.7%	0.0090	0.8%	94%	True	False	437
20	1.1472	1.0928	0.0544	4.8%	0.0088	0.8%	95%	True	False	265
40	1.1472	1.0847	0.0625	5.5%	0.0081	0.7%	96%	True	False	154

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	0.0015
Widest range in 47 trading days

Fibonacci Retracements and Extensions
4.250	1.2241
2.618	1.1946
1.618	1.1765
1.000	1.1653
0.618	1.1584
HIGH	1.1472
0.618	1.1403
0.500	1.1382
0.382	1.1360
LOW	1.1291
0.618	1.1179
1.000	1.1110
1.618	1.0998
2.618	1.0817
4.250	1.0522

Fisher Pivots for day following 25-Nov-2009
Pivot	1 day	3 day
R1	1.1425	1.1413
PP	1.1403	1.1379
S1	1.1382	1.1346

Download as Excel Spreadsheet

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

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