CME Japanese Yen Future March 2010


Trading Metrics calculated at close of trading on 31-Dec-2009
Day Change Summary
Previous Current
30-Dec-2009 31-Dec-2009 Change Change % Previous Week
Open 1.0874 1.0826 -0.0048 -0.4% 1.0973
High 1.0884 1.0886 0.0002 0.0% 1.0994
Low 1.0782 1.0738 -0.0044 -0.4% 1.0888
Close 1.0818 1.0740 -0.0078 -0.7% 1.0915
Range 0.0102 0.0148 0.0046 45.1% 0.0106
ATR 0.0125 0.0127 0.0002 1.3% 0.0000
Volume 63,164 60,619 -2,545 -4.0% 161,091
Daily Pivots for day following 31-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.1232 1.1134 1.0821
R3 1.1084 1.0986 1.0781
R2 1.0936 1.0936 1.0767
R1 1.0838 1.0838 1.0754 1.0813
PP 1.0788 1.0788 1.0788 1.0776
S1 1.0690 1.0690 1.0726 1.0665
S2 1.0640 1.0640 1.0713
S3 1.0492 1.0542 1.0699
S4 1.0344 1.0394 1.0659
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.1250 1.1189 1.0973
R3 1.1144 1.1083 1.0944
R2 1.1038 1.1038 1.0934
R1 1.0977 1.0977 1.0925 1.0955
PP 1.0932 1.0932 1.0932 1.0921
S1 1.0871 1.0871 1.0905 1.0849
S2 1.0826 1.0826 1.0896
S3 1.0720 1.0765 1.0886
S4 1.0614 1.0659 1.0857
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0978 1.0738 0.0240 2.2% 0.0089 0.8% 1% False True 44,189
10 1.1260 1.0738 0.0522 4.9% 0.0105 1.0% 0% False True 59,821
20 1.1548 1.0738 0.0810 7.5% 0.0139 1.3% 0% False True 48,384
40 1.1789 1.0738 0.1051 9.8% 0.0120 1.1% 0% False True 24,485
60 1.1789 1.0738 0.1051 9.8% 0.0107 1.0% 0% False True 16,338
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0035
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1515
2.618 1.1273
1.618 1.1125
1.000 1.1034
0.618 1.0977
HIGH 1.0886
0.618 1.0829
0.500 1.0812
0.382 1.0795
LOW 1.0738
0.618 1.0647
1.000 1.0590
1.618 1.0499
2.618 1.0351
4.250 1.0109
Fisher Pivots for day following 31-Dec-2009
Pivot 1 day 3 day
R1 1.0812 1.0835
PP 1.0788 1.0803
S1 1.0764 1.0772

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

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