CME Japanese Yen Future March 2010

Trading Metrics calculated at close of trading on 11-Dec-2009

Day Change Summary
	Previous	Current
	10-Dec-2009	11-Dec-2009	Change	Change %	Previous Week
Open	1.1374	1.1333	-0.0041	-0.4%	1.1086
High	1.1405	1.1344	-0.0061	-0.5%	1.1453
Low	1.1312	1.1141	-0.0171	-1.5%	1.1030
Close	1.1339	1.1219	-0.0120	-1.1%	1.1219
Range	0.0093	0.0203	0.0110	118.3%	0.0423
ATR	0.0140	0.0145	0.0004	3.2%	0.0000
Volume	57,038	75,641	18,603	32.6%	180,711

Daily Pivots for day following 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1844	1.1734	1.1331
R3	1.1641	1.1531	1.1275
R2	1.1438	1.1438	1.1256
R1	1.1328	1.1328	1.1238	1.1282
PP	1.1235	1.1235	1.1235	1.1211
S1	1.1125	1.1125	1.1200	1.1079
S2	1.1032	1.1032	1.1182
S3	1.0829	1.0922	1.1163
S4	1.0626	1.0719	1.1107

Weekly Pivots for week ending 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.2503	1.2284	1.1452
R3	1.2080	1.1861	1.1335
R2	1.1657	1.1657	1.1297
R1	1.1438	1.1438	1.1258	1.1548
PP	1.1234	1.1234	1.1234	1.1289
S1	1.1015	1.1015	1.1180	1.1125
S2	1.0811	1.0811	1.1141
S3	1.0388	1.0592	1.1103
S4	0.9965	1.0169	1.0986

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1453	1.1030	0.0423	3.8%	0.0167	1.5%	45%	False	False	36,142
10	1.1653	1.1024	0.0629	5.6%	0.0173	1.5%	31%	False	False	19,513
20	1.1789	1.1024	0.0765	6.8%	0.0143	1.3%	25%	False	False	9,962
40	1.1789	1.0847	0.0942	8.4%	0.0106	0.9%	39%	False	False	5,068

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0027
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.2207
2.618	1.1875
1.618	1.1672
1.000	1.1547
0.618	1.1469
HIGH	1.1344
0.618	1.1266
0.500	1.1243
0.382	1.1219
LOW	1.1141
0.618	1.1016
1.000	1.0938
1.618	1.0813
2.618	1.0610
4.250	1.0278

Fisher Pivots for day following 11-Dec-2009
Pivot	1 day	3 day
R1	1.1243	1.1297
PP	1.1235	1.1271
S1	1.1227	1.1245

Download as Excel Spreadsheet

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

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