CME Japanese Yen Future December 2009

Trading Metrics calculated at close of trading on 18-Aug-2009

Day Change Summary
	Previous	Current
	17-Aug-2009	18-Aug-2009	Change	Change %	Previous Week
Open	1.0573	1.0599	0.0026	0.2%	1.0294
High	1.0620	1.0599	-0.0021	-0.2%	1.0603
Low	1.0563	1.0508	-0.0055	-0.5%	1.0275
Close	1.0595	1.0577	-0.0018	-0.2%	1.0552
Range	0.0057	0.0091	0.0034	59.6%	0.0328
ATR	0.0102	0.0102	-0.0001	-0.8%	0.0000
Volume	85	67	-18	-21.2%	406

Daily Pivots for day following 18-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0834	1.0797	1.0627
R3	1.0743	1.0706	1.0602
R2	1.0652	1.0652	1.0594
R1	1.0615	1.0615	1.0585	1.0588
PP	1.0561	1.0561	1.0561	1.0548
S1	1.0524	1.0524	1.0569	1.0497
S2	1.0470	1.0470	1.0560
S3	1.0379	1.0433	1.0552
S4	1.0288	1.0342	1.0527

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	1.0620	1.0351	0.0269	2.5%	0.0102	1.0%	84%	False	False	71
10	1.0620	1.0244	0.0376	3.6%	0.0107	1.0%	89%	False	False	62
20	1.0735	1.0244	0.0491	4.6%	0.0098	0.9%	68%	False	False	101
40	1.0895	1.0244	0.0651	6.2%	0.0084	0.8%	51%	False	False	72

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0986
2.618	1.0837
1.618	1.0746
1.000	1.0690
0.618	1.0655
HIGH	1.0599
0.618	1.0564
0.500	1.0554
0.382	1.0543
LOW	1.0508
0.618	1.0452
1.000	1.0417
1.618	1.0361
2.618	1.0270
4.250	1.0121

Fisher Pivots for day following 18-Aug-2009
Pivot	1 day	3 day
R1	1.0569	1.0573
PP	1.0561	1.0568
S1	1.0554	1.0564

Download as Excel Spreadsheet

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

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