CME Japanese Yen Future December 2009

Trading Metrics calculated at close of trading on 19-Aug-2009

Day Change Summary
	Previous	Current
	18-Aug-2009	19-Aug-2009	Change	Change %	Previous Week
Open	1.0599	1.0555	-0.0044	-0.4%	1.0294
High	1.0599	1.0683	0.0084	0.8%	1.0603
Low	1.0508	1.0555	0.0047	0.4%	1.0275
Close	1.0577	1.0652	0.0075	0.7%	1.0552
Range	0.0091	0.0128	0.0037	40.7%	0.0328
ATR	0.0102	0.0103	0.0002	1.9%	0.0000
Volume	67	307	240	358.2%	406

Daily Pivots for day following 19-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1014	1.0961	1.0722
R3	1.0886	1.0833	1.0687
R2	1.0758	1.0758	1.0675
R1	1.0705	1.0705	1.0664	1.0732
PP	1.0630	1.0630	1.0630	1.0643
S1	1.0577	1.0577	1.0640	1.0604
S2	1.0502	1.0502	1.0629
S3	1.0374	1.0449	1.0617
S4	1.0246	1.0321	1.0582

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	1.0683	1.0401	0.0282	2.6%	0.0098	0.9%	89%	True	False	113
10	1.0683	1.0244	0.0439	4.1%	0.0113	1.1%	93%	True	False	90
20	1.0683	1.0244	0.0439	4.1%	0.0101	0.9%	93%	True	False	115
40	1.0895	1.0244	0.0651	6.1%	0.0087	0.8%	63%	False	False	79

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
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 5 trading days

Fibonacci Retracements and Extensions
4.250	1.1227
2.618	1.1018
1.618	1.0890
1.000	1.0811
0.618	1.0762
HIGH	1.0683
0.618	1.0634
0.500	1.0619
0.382	1.0604
LOW	1.0555
0.618	1.0476
1.000	1.0427
1.618	1.0348
2.618	1.0220
4.250	1.0011

Fisher Pivots for day following 19-Aug-2009
Pivot	1 day	3 day
R1	1.0641	1.0633
PP	1.0630	1.0614
S1	1.0619	1.0596

Download as Excel Spreadsheet

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

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