CME Japanese Yen Future December 2009

Trading Metrics calculated at close of trading on 14-Aug-2009

Day Change Summary
	Previous	Current
	13-Aug-2009	14-Aug-2009	Change	Change %	Previous Week
Open	1.0435	1.0522	0.0087	0.8%	1.0294
High	1.0524	1.0603	0.0079	0.8%	1.0603
Low	1.0401	1.0514	0.0113	1.1%	1.0275
Close	1.0524	1.0552	0.0028	0.3%	1.0552
Range	0.0123	0.0089	-0.0034	-27.6%	0.0328
ATR	0.0106	0.0105	-0.0001	-1.2%	0.0000
Volume	29	79	50	172.4%	406

Daily Pivots for day following 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0823	1.0777	1.0601
R3	1.0734	1.0688	1.0576
R2	1.0645	1.0645	1.0568
R1	1.0599	1.0599	1.0560	1.0622
PP	1.0556	1.0556	1.0556	1.0568
S1	1.0510	1.0510	1.0544	1.0533
S2	1.0467	1.0467	1.0536
S3	1.0378	1.0421	1.0528
S4	1.0289	1.0332	1.0503

Weekly Pivots for week ending 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1461	1.1334	1.0732
R3	1.1133	1.1006	1.0642
R2	1.0805	1.0805	1.0612
R1	1.0678	1.0678	1.0582	1.0742
PP	1.0477	1.0477	1.0477	1.0508
S1	1.0350	1.0350	1.0522	1.0414
S2	1.0149	1.0149	1.0492
S3	0.9821	1.0022	1.0462
S4	0.9493	0.9694	1.0372

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0603	1.0275	0.0328	3.1%	0.0104	1.0%	84%	True	False	81
10	1.0610	1.0244	0.0366	3.5%	0.0111	1.1%	84%	False	False	63
20	1.0735	1.0244	0.0491	4.7%	0.0097	0.9%	63%	False	False	102
40	1.0895	1.0244	0.0651	6.2%	0.0083	0.8%	47%	False	False	69

Crabel Price Patterns
NR	True
NR4	True
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	0.0015
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0981
2.618	1.0836
1.618	1.0747
1.000	1.0692
0.618	1.0658
HIGH	1.0603
0.618	1.0569
0.500	1.0559
0.382	1.0548
LOW	1.0514
0.618	1.0459
1.000	1.0425
1.618	1.0370
2.618	1.0281
4.250	1.0136

Fisher Pivots for day following 14-Aug-2009
Pivot	1 day	3 day
R1	1.0559	1.0527
PP	1.0556	1.0502
S1	1.0554	1.0477

Download as Excel Spreadsheet

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

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