CME Japanese Yen Future December 2009

Trading Metrics calculated at close of trading on 11-Aug-2009

Day Change Summary
	Previous	Current
	10-Aug-2009	11-Aug-2009	Change	Change %	Previous Week
Open	1.0294	1.0329	0.0035	0.3%	1.0576
High	1.0313	1.0452	0.0139	1.3%	1.0610
Low	1.0275	1.0329	0.0054	0.5%	1.0244
Close	1.0318	1.0428	0.0110	1.1%	1.0260
Range	0.0038	0.0123	0.0085	223.7%	0.0366
ATR	0.0099	0.0102	0.0002	2.5%	0.0000
Volume	126	77	-49	-38.9%	229

Daily Pivots for day following 11-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0772	1.0723	1.0496
R3	1.0649	1.0600	1.0462
R2	1.0526	1.0526	1.0451
R1	1.0477	1.0477	1.0439	1.0502
PP	1.0403	1.0403	1.0403	1.0415
S1	1.0354	1.0354	1.0417	1.0379
S2	1.0280	1.0280	1.0405
S3	1.0157	1.0231	1.0394
S4	1.0034	1.0108	1.0360

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	1.0572	1.0244	0.0328	3.1%	0.0113	1.1%	56%	False	False	54
10	1.0625	1.0244	0.0381	3.7%	0.0109	1.0%	48%	False	False	122
20	1.0735	1.0244	0.0491	4.7%	0.0089	0.9%	37%	False	False	96
40	1.0895	1.0244	0.0651	6.2%	0.0077	0.7%	28%	False	False	66

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	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0975
2.618	1.0774
1.618	1.0651
1.000	1.0575
0.618	1.0528
HIGH	1.0452
0.618	1.0405
0.500	1.0391
0.382	1.0376
LOW	1.0329
0.618	1.0253
1.000	1.0206
1.618	1.0130
2.618	1.0007
4.250	0.9806

Fisher Pivots for day following 11-Aug-2009
Pivot	1 day	3 day
R1	1.0416	1.0412
PP	1.0403	1.0396
S1	1.0391	1.0381

Download as Excel Spreadsheet

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

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