CME Japanese Yen Future December 2009

Trading Metrics calculated at close of trading on 21-Aug-2009

Day Change Summary
	Previous	Current
	20-Aug-2009	21-Aug-2009	Change	Change %	Previous Week
Open	1.0632	1.0625	-0.0007	-0.1%	1.0573
High	1.0656	1.0710	0.0054	0.5%	1.0710
Low	1.0588	1.0574	-0.0014	-0.1%	1.0508
Close	1.0636	1.0620	-0.0016	-0.2%	1.0620
Range	0.0068	0.0136	0.0068	100.0%	0.0202
ATR	0.0101	0.0103	0.0003	2.5%	0.0000
Volume	181	237	56	30.9%	877

Daily Pivots for day following 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1043	1.0967	1.0695
R3	1.0907	1.0831	1.0657
R2	1.0771	1.0771	1.0645
R1	1.0695	1.0695	1.0632	1.0665
PP	1.0635	1.0635	1.0635	1.0620
S1	1.0559	1.0559	1.0608	1.0529
S2	1.0499	1.0499	1.0595
S3	1.0363	1.0423	1.0583
S4	1.0227	1.0287	1.0545

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1219	1.1121	1.0731
R3	1.1017	1.0919	1.0676
R2	1.0815	1.0815	1.0657
R1	1.0717	1.0717	1.0639	1.0766
PP	1.0613	1.0613	1.0613	1.0637
S1	1.0515	1.0515	1.0601	1.0564
S2	1.0411	1.0411	1.0583
S3	1.0209	1.0313	1.0564
S4	1.0007	1.0111	1.0509

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0710	1.0508	0.0202	1.9%	0.0096	0.9%	55%	True	False	175
10	1.0710	1.0275	0.0435	4.1%	0.0100	0.9%	79%	True	False	128
20	1.0710	1.0244	0.0466	4.4%	0.0106	1.0%	81%	True	False	133
40	1.0895	1.0244	0.0651	6.1%	0.0089	0.8%	58%	False	False	89

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.1288
2.618	1.1066
1.618	1.0930
1.000	1.0846
0.618	1.0794
HIGH	1.0710
0.618	1.0658
0.500	1.0642
0.382	1.0626
LOW	1.0574
0.618	1.0490
1.000	1.0438
1.618	1.0354
2.618	1.0218
4.250	0.9996

Fisher Pivots for day following 21-Aug-2009
Pivot	1 day	3 day
R1	1.0642	1.0633
PP	1.0635	1.0628
S1	1.0627	1.0624

Download as Excel Spreadsheet

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

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