CME Japanese Yen Future March 2010


Trading Metrics calculated at close of trading on 04-Dec-2009
Day Change Summary
Previous Current
03-Dec-2009 04-Dec-2009 Change Change % Previous Week
Open 1.1422 1.1326 -0.0096 -0.8% 1.1553
High 1.1435 1.1368 -0.0067 -0.6% 1.1653
Low 1.1307 1.1024 -0.0283 -2.5% 1.1024
Close 1.1344 1.1030 -0.0314 -2.8% 1.1030
Range 0.0128 0.0344 0.0216 168.8% 0.0629
ATR 0.0118 0.0134 0.0016 13.6% 0.0000
Volume 2,385 2,197 -188 -7.9% 14,426
Daily Pivots for day following 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.2173 1.1945 1.1219
R3 1.1829 1.1601 1.1125
R2 1.1485 1.1485 1.1093
R1 1.1257 1.1257 1.1062 1.1199
PP 1.1141 1.1141 1.1141 1.1112
S1 1.0913 1.0913 1.0998 1.0855
S2 1.0797 1.0797 1.0967
S3 1.0453 1.0569 1.0935
S4 1.0109 1.0225 1.0841
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.3123 1.2705 1.1376
R3 1.2494 1.2076 1.1203
R2 1.1865 1.1865 1.1145
R1 1.1447 1.1447 1.1088 1.1342
PP 1.1236 1.1236 1.1236 1.1183
S1 1.0818 1.0818 1.0972 1.0713
S2 1.0607 1.0607 1.0915
S3 0.9978 1.0189 1.0857
S4 0.9349 0.9560 1.0684
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1653 1.1024 0.0629 5.7% 0.0179 1.6% 1% False True 2,885
10 1.1789 1.1024 0.0765 6.9% 0.0161 1.5% 1% False True 1,735
20 1.1789 1.1024 0.0765 6.9% 0.0119 1.1% 1% False True 1,049
40 1.1789 1.0847 0.0942 8.5% 0.0099 0.9% 19% False False 555
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2830
2.618 1.2269
1.618 1.1925
1.000 1.1712
0.618 1.1581
HIGH 1.1368
0.618 1.1237
0.500 1.1196
0.382 1.1155
LOW 1.1024
0.618 1.0811
1.000 1.0680
1.618 1.0467
2.618 1.0123
4.250 0.9562
Fisher Pivots for day following 04-Dec-2009
Pivot 1 day 3 day
R1 1.1196 1.1286
PP 1.1141 1.1201
S1 1.1085 1.1115

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

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