CME Japanese Yen Future March 2010


Trading Metrics calculated at close of trading on 15-Dec-2009
Day Change Summary
Previous Current
14-Dec-2009 15-Dec-2009 Change Change % Previous Week
Open 1.1209 1.1277 0.0068 0.6% 1.1086
High 1.1330 1.1292 -0.0038 -0.3% 1.1453
Low 1.1203 1.1123 -0.0080 -0.7% 1.1030
Close 1.1288 1.1149 -0.0139 -1.2% 1.1219
Range 0.0127 0.0169 0.0042 33.1% 0.0423
ATR 0.0143 0.0145 0.0002 1.3% 0.0000
Volume 107,809 71,251 -36,558 -33.9% 180,711
Daily Pivots for day following 15-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.1695 1.1591 1.1242
R3 1.1526 1.1422 1.1195
R2 1.1357 1.1357 1.1180
R1 1.1253 1.1253 1.1164 1.1221
PP 1.1188 1.1188 1.1188 1.1172
S1 1.1084 1.1084 1.1134 1.1052
S2 1.1019 1.1019 1.1118
S3 1.0850 1.0915 1.1103
S4 1.0681 1.0746 1.1056
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 1.1123 0.0330 3.0% 0.0153 1.4% 8% False True 67,291
10 1.1548 1.1024 0.0524 4.7% 0.0172 1.5% 24% False False 36,947
20 1.1789 1.1024 0.0765 6.9% 0.0148 1.3% 16% False False 18,900
40 1.1789 1.0847 0.0942 8.4% 0.0112 1.0% 32% False False 9,541
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 0.0024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2010
2.618 1.1734
1.618 1.1565
1.000 1.1461
0.618 1.1396
HIGH 1.1292
0.618 1.1227
0.500 1.1208
0.382 1.1188
LOW 1.1123
0.618 1.1019
1.000 1.0954
1.618 1.0850
2.618 1.0681
4.250 1.0405
Fisher Pivots for day following 15-Dec-2009
Pivot 1 day 3 day
R1 1.1208 1.1234
PP 1.1188 1.1205
S1 1.1169 1.1177

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

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