CME Japanese Yen Future March 2010


Trading Metrics calculated at close of trading on 08-Dec-2009
Day Change Summary
Previous Current
07-Dec-2009 08-Dec-2009 Change Change % Previous Week
Open 1.1086 1.1195 0.0109 1.0% 1.1553
High 1.1237 1.1348 0.0111 1.0% 1.1653
Low 1.1030 1.1187 0.0157 1.4% 1.1024
Close 1.1185 1.1328 0.0143 1.3% 1.1030
Range 0.0207 0.0161 -0.0046 -22.2% 0.0629
ATR 0.0140 0.0141 0.0002 1.2% 0.0000
Volume 9,173 14,141 4,968 54.2% 14,426
Daily Pivots for day following 08-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.1771 1.1710 1.1417
R3 1.1610 1.1549 1.1372
R2 1.1449 1.1449 1.1358
R1 1.1388 1.1388 1.1343 1.1419
PP 1.1288 1.1288 1.1288 1.1303
S1 1.1227 1.1227 1.1313 1.1258
S2 1.1127 1.1127 1.1298
S3 1.0966 1.1066 1.1284
S4 1.0805 1.0905 1.1239
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 1.1548 1.1024 0.0524 4.6% 0.0191 1.7% 58% False False 6,604
10 1.1789 1.1024 0.0765 6.8% 0.0185 1.6% 40% False False 4,028
20 1.1789 1.1024 0.0765 6.8% 0.0132 1.2% 40% False False 2,211
40 1.1789 1.0847 0.0942 8.3% 0.0103 0.9% 51% False False 1,136
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 0.0022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2032
2.618 1.1769
1.618 1.1608
1.000 1.1509
0.618 1.1447
HIGH 1.1348
0.618 1.1286
0.500 1.1268
0.382 1.1249
LOW 1.1187
0.618 1.1088
1.000 1.1026
1.618 1.0927
2.618 1.0766
4.250 1.0503
Fisher Pivots for day following 08-Dec-2009
Pivot 1 day 3 day
R1 1.1308 1.1284
PP 1.1288 1.1240
S1 1.1268 1.1196

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

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