CME Japanese Yen Future December 2009

Trading Metrics calculated at close of trading on 10-Jul-2009

Day Change Summary
	Previous	Current
	09-Jul-2009	10-Jul-2009	Change	Change %	Previous Week
Open	1.0802	1.0784	-0.0018	-0.2%	1.0515
High	1.0825	1.0854	0.0029	0.3%	1.0895
Low	1.0709	1.0784	0.0075	0.7%	1.0505
Close	1.0768	1.0849	0.0081	0.8%	1.0849
Range	0.0116	0.0070	-0.0046	-39.7%	0.0390
ATR	0.0081	0.0082	0.0000	0.4%	0.0000
Volume	161	27	-134	-83.2%	329

Daily Pivots for day following 10-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1039	1.1014	1.0888
R3	1.0969	1.0944	1.0868
R2	1.0899	1.0899	1.0862
R1	1.0874	1.0874	1.0855	1.0887
PP	1.0829	1.0829	1.0829	1.0835
S1	1.0804	1.0804	1.0843	1.0817
S2	1.0759	1.0759	1.0836
S3	1.0689	1.0734	1.0830
S4	1.0619	1.0664	1.0811

Weekly Pivots for week ending 10-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1920	1.1774	1.1064
R3	1.1530	1.1384	1.0956
R2	1.1140	1.1140	1.0921
R1	1.0994	1.0994	1.0885	1.1067
PP	1.0750	1.0750	1.0750	1.0786
S1	1.0604	1.0604	1.0813	1.0677
S2	1.0360	1.0360	1.0778
S3	0.9970	1.0214	1.0742
S4	0.9580	0.9824	1.0635

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0895	1.0505	0.0390	3.6%	0.0119	1.1%	88%	False	False	65
10	1.0895	1.0360	0.0535	4.9%	0.0081	0.7%	91%	False	False	53
20	1.0895	1.0210	0.0685	6.3%	0.0062	0.6%	93%	False	False	35

Crabel Price Patterns
NR	True
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	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1152
2.618	1.1037
1.618	1.0967
1.000	1.0924
0.618	1.0897
HIGH	1.0854
0.618	1.0827
0.500	1.0819
0.382	1.0811
LOW	1.0784
0.618	1.0741
1.000	1.0714
1.618	1.0671
2.618	1.0601
4.250	1.0487

Fisher Pivots for day following 10-Jul-2009
Pivot	1 day	3 day
R1	1.0839	1.0810
PP	1.0829	1.0770
S1	1.0819	1.0731

Download as Excel Spreadsheet

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

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