CME Japanese Yen Future December 2009

Trading Metrics calculated at close of trading on 19-Jun-2009

Day Change Summary
	Previous	Current
	18-Jun-2009	19-Jun-2009	Change	Change %	Previous Week
Open	1.0414	1.0417	0.0003	0.0%	1.0210
High	1.0414	1.0417	0.0003	0.0%	1.0489
Low	1.0414	1.0417	0.0003	0.0%	1.0210
Close	1.0375	1.0417	0.0042	0.4%	1.0417
Range
ATR
Volume	72	4	-68	-94.4%	111

Daily Pivots for day following 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0417	1.0417	1.0417
R3	1.0417	1.0417	1.0417
R2	1.0417	1.0417	1.0417
R1	1.0417	1.0417	1.0417	1.0417
PP	1.0417	1.0417	1.0417	1.0417
S1	1.0417	1.0417	1.0417	1.0417
S2	1.0417	1.0417	1.0417
S3	1.0417	1.0417	1.0417
S4	1.0417	1.0417	1.0417

Weekly Pivots for week ending 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1209	1.1092	1.0570
R3	1.0930	1.0813	1.0494
R2	1.0651	1.0651	1.0468
R1	1.0534	1.0534	1.0443	1.0593
PP	1.0372	1.0372	1.0372	1.0401
S1	1.0255	1.0255	1.0391	1.0314
S2	1.0093	1.0093	1.0366
S3	0.9814	0.9976	1.0340
S4	0.9535	0.9697	1.0264

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0489	1.0210	0.0279	2.7%	0.0040	0.4%	74%	False	False	22
10	1.0489	1.0186	0.0303	2.9%	0.0020	0.2%	76%	False	False	14

Crabel Price Patterns
NR	False
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	0.0003

Fibonacci Retracements and Extensions
4.250	1.0417
2.618	1.0417
1.618	1.0417
1.000	1.0417
0.618	1.0417
HIGH	1.0417
0.618	1.0417
0.500	1.0417
0.382	1.0417
LOW	1.0417
0.618	1.0417
1.000	1.0417
1.618	1.0417
2.618	1.0417
4.250	1.0417

Fisher Pivots for day following 19-Jun-2009
Pivot	1 day	3 day
R1	1.0417	1.0430
PP	1.0417	1.0425
S1	1.0417	1.0421

Download as Excel Spreadsheet

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

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