CME Japanese Yen Future March 2010


Trading Metrics calculated at close of trading on 07-Dec-2009
Day Change Summary
Previous Current
04-Dec-2009 07-Dec-2009 Change Change % Previous Week
Open 1.1326 1.1086 -0.0240 -2.1% 1.1553
High 1.1368 1.1237 -0.0131 -1.2% 1.1653
Low 1.1024 1.1030 0.0006 0.1% 1.1024
Close 1.1030 1.1185 0.0155 1.4% 1.1030
Range 0.0344 0.0207 -0.0137 -39.8% 0.0629
ATR 0.0134 0.0140 0.0005 3.9% 0.0000
Volume 2,197 9,173 6,976 317.5% 14,426
Daily Pivots for day following 07-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.1772 1.1685 1.1299
R3 1.1565 1.1478 1.1242
R2 1.1358 1.1358 1.1223
R1 1.1271 1.1271 1.1204 1.1315
PP 1.1151 1.1151 1.1151 1.1172
S1 1.1064 1.1064 1.1166 1.1108
S2 1.0944 1.0944 1.1147
S3 1.0737 1.0857 1.1128
S4 1.0530 1.0650 1.1071
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 1.1611 1.1024 0.0587 5.2% 0.0194 1.7% 27% False False 4,166
10 1.1789 1.1024 0.0765 6.8% 0.0176 1.6% 21% False False 2,624
20 1.1789 1.1024 0.0765 6.8% 0.0124 1.1% 21% False False 1,507
40 1.1789 1.0847 0.0942 8.4% 0.0101 0.9% 36% False False 784
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2117
2.618 1.1779
1.618 1.1572
1.000 1.1444
0.618 1.1365
HIGH 1.1237
0.618 1.1158
0.500 1.1134
0.382 1.1109
LOW 1.1030
0.618 1.0902
1.000 1.0823
1.618 1.0695
2.618 1.0488
4.250 1.0150
Fisher Pivots for day following 07-Dec-2009
Pivot 1 day 3 day
R1 1.1168 1.1230
PP 1.1151 1.1215
S1 1.1134 1.1200

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

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