CME Japanese Yen Future December 2009

Trading Metrics calculated at close of trading on 27-Aug-2009

Day Change Summary
	Previous	Current
	26-Aug-2009	27-Aug-2009	Change	Change %	Previous Week
Open	1.0630	1.0614	-0.0016	-0.2%	1.0573
High	1.0650	1.0732	0.0082	0.8%	1.0710
Low	1.0576	1.0614	0.0038	0.4%	1.0508
Close	1.0628	1.0706	0.0078	0.7%	1.0620
Range	0.0074	0.0118	0.0044	59.5%	0.0202
ATR	0.0098	0.0099	0.0001	1.5%	0.0000
Volume	513	417	-96	-18.7%	877

Daily Pivots for day following 27-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1038	1.0990	1.0771
R3	1.0920	1.0872	1.0738
R2	1.0802	1.0802	1.0728
R1	1.0754	1.0754	1.0717	1.0778
PP	1.0684	1.0684	1.0684	1.0696
S1	1.0636	1.0636	1.0695	1.0660
S2	1.0566	1.0566	1.0684
S3	1.0448	1.0518	1.0674
S4	1.0330	1.0400	1.0641

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1219	1.1121	1.0731
R3	1.1017	1.0919	1.0676
R2	1.0815	1.0815	1.0657
R1	1.0717	1.0717	1.0639	1.0766
PP	1.0613	1.0613	1.0613	1.0637
S1	1.0515	1.0515	1.0601	1.0564
S2	1.0411	1.0411	1.0583
S3	1.0209	1.0313	1.0564
S4	1.0007	1.0111	1.0509

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0732	1.0533	0.0199	1.9%	0.0093	0.9%	87%	True	False	335
10	1.0732	1.0508	0.0224	2.1%	0.0090	0.8%	88%	True	False	239
20	1.0732	1.0244	0.0488	4.6%	0.0102	1.0%	95%	True	False	162
40	1.0895	1.0244	0.0651	6.1%	0.0092	0.9%	71%	False	False	122

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	0.0016
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1234
2.618	1.1041
1.618	1.0923
1.000	1.0850
0.618	1.0805
HIGH	1.0732
0.618	1.0687
0.500	1.0673
0.382	1.0659
LOW	1.0614
0.618	1.0541
1.000	1.0496
1.618	1.0423
2.618	1.0305
4.250	1.0113

Fisher Pivots for day following 27-Aug-2009
Pivot	1 day	3 day
R1	1.0695	1.0689
PP	1.0684	1.0671
S1	1.0673	1.0654

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols