CME Japanese Yen Future March 2010


Trading Metrics calculated at close of trading on 09-Dec-2009
Day Change Summary
Previous Current
08-Dec-2009 09-Dec-2009 Change Change % Previous Week
Open 1.1195 1.1323 0.0128 1.1% 1.1553
High 1.1348 1.1453 0.0105 0.9% 1.1653
Low 1.1187 1.1280 0.0093 0.8% 1.1024
Close 1.1328 1.1406 0.0078 0.7% 1.1030
Range 0.0161 0.0173 0.0012 7.5% 0.0629
ATR 0.0141 0.0144 0.0002 1.6% 0.0000
Volume 14,141 24,718 10,577 74.8% 14,426
Daily Pivots for day following 09-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.1899 1.1825 1.1501
R3 1.1726 1.1652 1.1454
R2 1.1553 1.1553 1.1438
R1 1.1479 1.1479 1.1422 1.1516
PP 1.1380 1.1380 1.1380 1.1398
S1 1.1306 1.1306 1.1390 1.1343
S2 1.1207 1.1207 1.1374
S3 1.1034 1.1133 1.1358
S4 1.0861 1.0960 1.1311
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 1.1453 1.1024 0.0429 3.8% 0.0203 1.8% 89% True False 10,522
10 1.1789 1.1024 0.0765 6.7% 0.0196 1.7% 50% False False 6,470
20 1.1789 1.1024 0.0765 6.7% 0.0138 1.2% 50% False False 3,447
40 1.1789 1.0847 0.0942 8.3% 0.0106 0.9% 59% False False 1,754
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2188
2.618 1.1906
1.618 1.1733
1.000 1.1626
0.618 1.1560
HIGH 1.1453
0.618 1.1387
0.500 1.1367
0.382 1.1346
LOW 1.1280
0.618 1.1173
1.000 1.1107
1.618 1.1000
2.618 1.0827
4.250 1.0545
Fisher Pivots for day following 09-Dec-2009
Pivot 1 day 3 day
R1 1.1393 1.1351
PP 1.1380 1.1296
S1 1.1367 1.1242

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

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