CME Japanese Yen Future March 2010

Trading Metrics calculated at close of trading on 14-Dec-2009

Day Change Summary
	Previous	Current
	11-Dec-2009	14-Dec-2009	Change	Change %	Previous Week
Open	1.1333	1.1209	-0.0124	-1.1%	1.1086
High	1.1344	1.1330	-0.0014	-0.1%	1.1453
Low	1.1141	1.1203	0.0062	0.6%	1.1030
Close	1.1219	1.1288	0.0069	0.6%	1.1219
Range	0.0203	0.0127	-0.0076	-37.4%	0.0423
ATR	0.0145	0.0143	-0.0001	-0.9%	0.0000
Volume	75,641	107,809	32,168	42.5%	180,711

Daily Pivots for day following 14-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1655	1.1598	1.1358
R3	1.1528	1.1471	1.1323
R2	1.1401	1.1401	1.1311
R1	1.1344	1.1344	1.1300	1.1373
PP	1.1274	1.1274	1.1274	1.1288
S1	1.1217	1.1217	1.1276	1.1246
S2	1.1147	1.1147	1.1265
S3	1.1020	1.1090	1.1253
S4	1.0893	1.0963	1.1218

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	1.1141	0.0312	2.8%	0.0151	1.3%	47%	False	False	55,869
10	1.1611	1.1024	0.0587	5.2%	0.0173	1.5%	45%	False	False	30,018
20	1.1789	1.1024	0.0765	6.8%	0.0145	1.3%	35%	False	False	15,343
40	1.1789	1.0847	0.0942	8.3%	0.0109	1.0%	47%	False	False	7,761

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	0.0024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1870
2.618	1.1662
1.618	1.1535
1.000	1.1457
0.618	1.1408
HIGH	1.1330
0.618	1.1281
0.500	1.1267
0.382	1.1252
LOW	1.1203
0.618	1.1125
1.000	1.1076
1.618	1.0998
2.618	1.0871
4.250	1.0663

Fisher Pivots for day following 14-Dec-2009
Pivot	1 day	3 day
R1	1.1281	1.1283
PP	1.1274	1.1278
S1	1.1267	1.1273

Download as Excel Spreadsheet

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

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