CME Japanese Yen Future March 2010


Trading Metrics calculated at close of trading on 02-Dec-2009
Day Change Summary
Previous Current
01-Dec-2009 02-Dec-2009 Change Change % Previous Week
Open 1.1590 1.1537 -0.0053 -0.5% 1.1260
High 1.1611 1.1548 -0.0063 -0.5% 1.1789
Low 1.1435 1.1435 0.0000 0.0% 1.1219
Close 1.1546 1.1442 -0.0104 -0.9% 1.1529
Range 0.0176 0.0113 -0.0063 -35.8% 0.0570
ATR 0.0117 0.0117 0.0000 -0.3% 0.0000
Volume 1,952 5,126 3,174 162.6% 2,644
Daily Pivots for day following 02-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.1814 1.1741 1.1504
R3 1.1701 1.1628 1.1473
R2 1.1588 1.1588 1.1463
R1 1.1515 1.1515 1.1452 1.1495
PP 1.1475 1.1475 1.1475 1.1465
S1 1.1402 1.1402 1.1432 1.1382
S2 1.1362 1.1362 1.1421
S3 1.1249 1.1289 1.1411
S4 1.1136 1.1176 1.1380
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.3222 1.2946 1.1843
R3 1.2652 1.2376 1.1686
R2 1.2082 1.2082 1.1634
R1 1.1806 1.1806 1.1581 1.1944
PP 1.1512 1.1512 1.1512 1.1582
S1 1.1236 1.1236 1.1477 1.1374
S2 1.0942 1.0942 1.1425
S3 1.0372 1.0666 1.1372
S4 0.9802 1.0096 1.1216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1789 1.1291 0.0498 4.4% 0.0190 1.7% 30% False False 2,417
10 1.1789 1.1181 0.0608 5.3% 0.0128 1.1% 43% False False 1,318
20 1.1789 1.0954 0.0835 7.3% 0.0103 0.9% 58% False False 841
40 1.1789 1.0847 0.0942 8.2% 0.0092 0.8% 63% False False 443
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2028
2.618 1.1844
1.618 1.1731
1.000 1.1661
0.618 1.1618
HIGH 1.1548
0.618 1.1505
0.500 1.1492
0.382 1.1478
LOW 1.1435
0.618 1.1365
1.000 1.1322
1.618 1.1252
2.618 1.1139
4.250 1.0955
Fisher Pivots for day following 02-Dec-2009
Pivot 1 day 3 day
R1 1.1492 1.1544
PP 1.1475 1.1510
S1 1.1459 1.1476

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

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