CME Japanese Yen Future March 2010


Trading Metrics calculated at close of trading on 10-Dec-2009
Day Change Summary
Previous Current
09-Dec-2009 10-Dec-2009 Change Change % Previous Week
Open 1.1323 1.1374 0.0051 0.5% 1.1553
High 1.1453 1.1405 -0.0048 -0.4% 1.1653
Low 1.1280 1.1312 0.0032 0.3% 1.1024
Close 1.1406 1.1339 -0.0067 -0.6% 1.1030
Range 0.0173 0.0093 -0.0080 -46.2% 0.0629
ATR 0.0144 0.0140 -0.0004 -2.5% 0.0000
Volume 24,718 57,038 32,320 130.8% 14,426
Daily Pivots for day following 10-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.1631 1.1578 1.1390
R3 1.1538 1.1485 1.1365
R2 1.1445 1.1445 1.1356
R1 1.1392 1.1392 1.1348 1.1372
PP 1.1352 1.1352 1.1352 1.1342
S1 1.1299 1.1299 1.1330 1.1279
S2 1.1259 1.1259 1.1322
S3 1.1166 1.1206 1.1313
S4 1.1073 1.1113 1.1288
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.3123 1.2705 1.1376
R3 1.2494 1.2076 1.1203
R2 1.1865 1.1865 1.1145
R1 1.1447 1.1447 1.1088 1.1342
PP 1.1236 1.1236 1.1236 1.1183
S1 1.0818 1.0818 1.0972 1.0713
S2 1.0607 1.0607 1.0915
S3 0.9978 1.0189 1.0857
S4 0.9349 0.9560 1.0684
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1453 1.1024 0.0429 3.8% 0.0196 1.7% 73% False False 21,453
10 1.1789 1.1024 0.0765 6.7% 0.0187 1.7% 41% False False 12,135
20 1.1789 1.1024 0.0765 6.7% 0.0139 1.2% 41% False False 6,286
40 1.1789 1.0847 0.0942 8.3% 0.0106 0.9% 52% False False 3,179
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.1800
2.618 1.1648
1.618 1.1555
1.000 1.1498
0.618 1.1462
HIGH 1.1405
0.618 1.1369
0.500 1.1359
0.382 1.1348
LOW 1.1312
0.618 1.1255
1.000 1.1219
1.618 1.1162
2.618 1.1069
4.250 1.0917
Fisher Pivots for day following 10-Dec-2009
Pivot 1 day 3 day
R1 1.1359 1.1333
PP 1.1352 1.1326
S1 1.1346 1.1320

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

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