CME Japanese Yen Future March 2010


Trading Metrics calculated at close of trading on 11-Dec-2009
Day Change Summary
Previous Current
10-Dec-2009 11-Dec-2009 Change Change % Previous Week
Open 1.1374 1.1333 -0.0041 -0.4% 1.1086
High 1.1405 1.1344 -0.0061 -0.5% 1.1453
Low 1.1312 1.1141 -0.0171 -1.5% 1.1030
Close 1.1339 1.1219 -0.0120 -1.1% 1.1219
Range 0.0093 0.0203 0.0110 118.3% 0.0423
ATR 0.0140 0.0145 0.0004 3.2% 0.0000
Volume 57,038 75,641 18,603 32.6% 180,711
Daily Pivots for day following 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.1844 1.1734 1.1331
R3 1.1641 1.1531 1.1275
R2 1.1438 1.1438 1.1256
R1 1.1328 1.1328 1.1238 1.1282
PP 1.1235 1.1235 1.1235 1.1211
S1 1.1125 1.1125 1.1200 1.1079
S2 1.1032 1.1032 1.1182
S3 1.0829 1.0922 1.1163
S4 1.0626 1.0719 1.1107
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.2503 1.2284 1.1452
R3 1.2080 1.1861 1.1335
R2 1.1657 1.1657 1.1297
R1 1.1438 1.1438 1.1258 1.1548
PP 1.1234 1.1234 1.1234 1.1289
S1 1.1015 1.1015 1.1180 1.1125
S2 1.0811 1.0811 1.1141
S3 1.0388 1.0592 1.1103
S4 0.9965 1.0169 1.0986
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1453 1.1030 0.0423 3.8% 0.0167 1.5% 45% False False 36,142
10 1.1653 1.1024 0.0629 5.6% 0.0173 1.5% 31% False False 19,513
20 1.1789 1.1024 0.0765 6.8% 0.0143 1.3% 25% False False 9,962
40 1.1789 1.0847 0.0942 8.4% 0.0106 0.9% 39% False False 5,068
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0027
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2207
2.618 1.1875
1.618 1.1672
1.000 1.1547
0.618 1.1469
HIGH 1.1344
0.618 1.1266
0.500 1.1243
0.382 1.1219
LOW 1.1141
0.618 1.1016
1.000 1.0938
1.618 1.0813
2.618 1.0610
4.250 1.0278
Fisher Pivots for day following 11-Dec-2009
Pivot 1 day 3 day
R1 1.1243 1.1297
PP 1.1235 1.1271
S1 1.1227 1.1245

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

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