CME Japanese Yen Future December 2009

Trading Metrics calculated at close of trading on 13-Aug-2009

Day Change Summary
	Previous	Current
	12-Aug-2009	13-Aug-2009	Change	Change %	Previous Week
Open	1.0459	1.0435	-0.0024	-0.2%	1.0576
High	1.0499	1.0524	0.0025	0.2%	1.0610
Low	1.0351	1.0401	0.0050	0.5%	1.0244
Close	1.0408	1.0524	0.0116	1.1%	1.0260
Range	0.0148	0.0123	-0.0025	-16.9%	0.0366
ATR	0.0105	0.0106	0.0001	1.2%	0.0000
Volume	95	29	-66	-69.5%	229

Daily Pivots for day following 13-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0852	1.0811	1.0592
R3	1.0729	1.0688	1.0558
R2	1.0606	1.0606	1.0547
R1	1.0565	1.0565	1.0535	1.0586
PP	1.0483	1.0483	1.0483	1.0493
S1	1.0442	1.0442	1.0513	1.0463
S2	1.0360	1.0360	1.0501
S3	1.0237	1.0319	1.0490
S4	1.0114	1.0196	1.0456

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	1.0524	1.0244	0.0280	2.7%	0.0141	1.3%	100%	True	False	72
10	1.0610	1.0244	0.0366	3.5%	0.0114	1.1%	77%	False	False	84
20	1.0735	1.0244	0.0491	4.7%	0.0097	0.9%	57%	False	False	99
40	1.0895	1.0244	0.0651	6.2%	0.0081	0.8%	43%	False	False	67

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	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1047
2.618	1.0846
1.618	1.0723
1.000	1.0647
0.618	1.0600
HIGH	1.0524
0.618	1.0477
0.500	1.0463
0.382	1.0448
LOW	1.0401
0.618	1.0325
1.000	1.0278
1.618	1.0202
2.618	1.0079
4.250	0.9878

Fisher Pivots for day following 13-Aug-2009
Pivot	1 day	3 day
R1	1.0504	1.0492
PP	1.0483	1.0459
S1	1.0463	1.0427

Download as Excel Spreadsheet

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

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