CME Japanese Yen Future December 2009

Trading Metrics calculated at close of trading on 20-Aug-2009

Day Change Summary
	Previous	Current
	19-Aug-2009	20-Aug-2009	Change	Change %	Previous Week
Open	1.0555	1.0632	0.0077	0.7%	1.0294
High	1.0683	1.0656	-0.0027	-0.3%	1.0603
Low	1.0555	1.0588	0.0033	0.3%	1.0275
Close	1.0652	1.0636	-0.0016	-0.2%	1.0552
Range	0.0128	0.0068	-0.0060	-46.9%	0.0328
ATR	0.0103	0.0101	-0.0003	-2.4%	0.0000
Volume	307	181	-126	-41.0%	406

Daily Pivots for day following 20-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0831	1.0801	1.0673
R3	1.0763	1.0733	1.0655
R2	1.0695	1.0695	1.0648
R1	1.0665	1.0665	1.0642	1.0680
PP	1.0627	1.0627	1.0627	1.0634
S1	1.0597	1.0597	1.0630	1.0612
S2	1.0559	1.0559	1.0624
S3	1.0491	1.0529	1.0617
S4	1.0423	1.0461	1.0599

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	1.0508	0.0175	1.6%	0.0087	0.8%	73%	False	False	143
10	1.0683	1.0244	0.0439	4.1%	0.0114	1.1%	89%	False	False	108
20	1.0683	1.0244	0.0439	4.1%	0.0100	0.9%	89%	False	False	123
40	1.0895	1.0244	0.0651	6.1%	0.0088	0.8%	60%	False	False	84

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0945
2.618	1.0834
1.618	1.0766
1.000	1.0724
0.618	1.0698
HIGH	1.0656
0.618	1.0630
0.500	1.0622
0.382	1.0614
LOW	1.0588
0.618	1.0546
1.000	1.0520
1.618	1.0478
2.618	1.0410
4.250	1.0299

Fisher Pivots for day following 20-Aug-2009
Pivot	1 day	3 day
R1	1.0631	1.0623
PP	1.0627	1.0609
S1	1.0622	1.0596

Download as Excel Spreadsheet

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

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