CME Japanese Yen Future March 2010

Trading Metrics calculated at close of trading on 03-Dec-2009

Day Change Summary
	Previous	Current
	02-Dec-2009	03-Dec-2009	Change	Change %	Previous Week
Open	1.1537	1.1422	-0.0115	-1.0%	1.1260
High	1.1548	1.1435	-0.0113	-1.0%	1.1789
Low	1.1435	1.1307	-0.0128	-1.1%	1.1219
Close	1.1442	1.1344	-0.0098	-0.9%	1.1529
Range	0.0113	0.0128	0.0015	13.3%	0.0570
ATR	0.0117	0.0118	0.0001	1.1%	0.0000
Volume	5,126	2,385	-2,741	-53.5%	2,644

Daily Pivots for day following 03-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1746	1.1673	1.1414
R3	1.1618	1.1545	1.1379
R2	1.1490	1.1490	1.1367
R1	1.1417	1.1417	1.1356	1.1390
PP	1.1362	1.1362	1.1362	1.1348
S1	1.1289	1.1289	1.1332	1.1262
S2	1.1234	1.1234	1.1321
S3	1.1106	1.1161	1.1309
S4	1.0978	1.1033	1.1274

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	1.1307	0.0482	4.2%	0.0179	1.6%	8%	False	True	2,817
10	1.1789	1.1200	0.0589	5.2%	0.0135	1.2%	24%	False	False	1,527
20	1.1789	1.1037	0.0752	6.6%	0.0105	0.9%	41%	False	False	960
40	1.1789	1.0847	0.0942	8.3%	0.0092	0.8%	53%	False	False	502

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1979
2.618	1.1770
1.618	1.1642
1.000	1.1563
0.618	1.1514
HIGH	1.1435
0.618	1.1386
0.500	1.1371
0.382	1.1356
LOW	1.1307
0.618	1.1228
1.000	1.1179
1.618	1.1100
2.618	1.0972
4.250	1.0763

Fisher Pivots for day following 03-Dec-2009
Pivot	1 day	3 day
R1	1.1371	1.1459
PP	1.1362	1.1421
S1	1.1353	1.1382

Download as Excel Spreadsheet

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

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