CME Japanese Yen Future December 2009

Trading Metrics calculated at close of trading on 07-Aug-2009

Day Change Summary
	Previous	Current
	06-Aug-2009	07-Aug-2009	Change	Change %	Previous Week
Open	1.0531	1.0489	-0.0042	-0.4%	1.0576
High	1.0531	1.0517	-0.0014	-0.1%	1.0610
Low	1.0467	1.0244	-0.0223	-2.1%	1.0244
Close	1.0491	1.0260	-0.0231	-2.2%	1.0260
Range	0.0064	0.0273	0.0209	326.6%	0.0366
ATR	0.0090	0.0103	0.0013	14.6%	0.0000
Volume	9	34	25	277.8%	229

Daily Pivots for day following 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1159	1.0983	1.0410
R3	1.0886	1.0710	1.0335
R2	1.0613	1.0613	1.0310
R1	1.0437	1.0437	1.0285	1.0389
PP	1.0340	1.0340	1.0340	1.0316
S1	1.0164	1.0164	1.0235	1.0116
S2	1.0067	1.0067	1.0210
S3	0.9794	0.9891	1.0185
S4	0.9521	0.9618	1.0110

Weekly Pivots for week ending 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1469	1.1231	1.0461
R3	1.1103	1.0865	1.0361
R2	1.0737	1.0737	1.0327
R1	1.0499	1.0499	1.0294	1.0435
PP	1.0371	1.0371	1.0371	1.0340
S1	1.0133	1.0133	1.0226	1.0069
S2	1.0005	1.0005	1.0193
S3	0.9639	0.9767	1.0159
S4	0.9273	0.9401	1.0059

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0610	1.0244	0.0366	3.6%	0.0119	1.2%	4%	False	True	45
10	1.0645	1.0244	0.0401	3.9%	0.0111	1.1%	4%	False	True	138
20	1.0875	1.0244	0.0631	6.2%	0.0088	0.9%	3%	False	True	88
40	1.0895	1.0210	0.0685	6.7%	0.0075	0.7%	7%	False	False	61

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	1.1677
2.618	1.1232
1.618	1.0959
1.000	1.0790
0.618	1.0686
HIGH	1.0517
0.618	1.0413
0.500	1.0381
0.382	1.0348
LOW	1.0244
0.618	1.0075
1.000	0.9971
1.618	0.9802
2.618	0.9529
4.250	0.9084

Fisher Pivots for day following 07-Aug-2009
Pivot	1 day	3 day
R1	1.0381	1.0408
PP	1.0340	1.0359
S1	1.0300	1.0309

Download as Excel Spreadsheet

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

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