CME Japanese Yen Future March 2010

Trading Metrics calculated at close of trading on 15-Dec-2009

Day Change Summary
	Previous	Current
	14-Dec-2009	15-Dec-2009	Change	Change %	Previous Week
Open	1.1209	1.1277	0.0068	0.6%	1.1086
High	1.1330	1.1292	-0.0038	-0.3%	1.1453
Low	1.1203	1.1123	-0.0080	-0.7%	1.1030
Close	1.1288	1.1149	-0.0139	-1.2%	1.1219
Range	0.0127	0.0169	0.0042	33.1%	0.0423
ATR	0.0143	0.0145	0.0002	1.3%	0.0000
Volume	107,809	71,251	-36,558	-33.9%	180,711

Daily Pivots for day following 15-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1695	1.1591	1.1242
R3	1.1526	1.1422	1.1195
R2	1.1357	1.1357	1.1180
R1	1.1253	1.1253	1.1164	1.1221
PP	1.1188	1.1188	1.1188	1.1172
S1	1.1084	1.1084	1.1134	1.1052
S2	1.1019	1.1019	1.1118
S3	1.0850	1.0915	1.1103
S4	1.0681	1.0746	1.1056

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	1.1123	0.0330	3.0%	0.0153	1.4%	8%	False	True	67,291
10	1.1548	1.1024	0.0524	4.7%	0.0172	1.5%	24%	False	False	36,947
20	1.1789	1.1024	0.0765	6.9%	0.0148	1.3%	16%	False	False	18,900
40	1.1789	1.0847	0.0942	8.4%	0.0112	1.0%	32%	False	False	9,541

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	0.0024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2010
2.618	1.1734
1.618	1.1565
1.000	1.1461
0.618	1.1396
HIGH	1.1292
0.618	1.1227
0.500	1.1208
0.382	1.1188
LOW	1.1123
0.618	1.1019
1.000	1.0954
1.618	1.0850
2.618	1.0681
4.250	1.0405

Fisher Pivots for day following 15-Dec-2009
Pivot	1 day	3 day
R1	1.1208	1.1234
PP	1.1188	1.1205
S1	1.1169	1.1177

Download as Excel Spreadsheet

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

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