CME Japanese Yen Future September 2009


Trading Metrics calculated at close of trading on 06-Apr-2009
Day Change Summary
Previous Current
03-Apr-2009 06-Apr-2009 Change Change % Previous Week
Open 1.0038 0.9964 -0.0074 -0.7% 1.0260
High 1.0053 0.9972 -0.0081 -0.8% 1.0425
Low 0.9995 0.9898 -0.0097 -1.0% 0.9995
Close 1.0006 0.9937 -0.0069 -0.7% 1.0006
Range 0.0058 0.0074 0.0016 27.6% 0.0430
ATR 0.0118 0.0117 -0.0001 -0.6% 0.0000
Volume 30 46 16 53.3% 453
Daily Pivots for day following 06-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.0158 1.0121 0.9978
R3 1.0084 1.0047 0.9957
R2 1.0010 1.0010 0.9951
R1 0.9973 0.9973 0.9944 0.9955
PP 0.9936 0.9936 0.9936 0.9926
S1 0.9899 0.9899 0.9930 0.9881
S2 0.9862 0.9862 0.9923
S3 0.9788 0.9825 0.9917
S4 0.9714 0.9751 0.9896
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.1432 1.1149 1.0243
R3 1.1002 1.0719 1.0124
R2 1.0572 1.0572 1.0085
R1 1.0289 1.0289 1.0045 1.0216
PP 1.0142 1.0142 1.0142 1.0105
S1 0.9859 0.9859 0.9967 0.9786
S2 0.9712 0.9712 0.9927
S3 0.9282 0.9429 0.9888
S4 0.8852 0.8999 0.9770
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0229 0.9898 0.0331 3.3% 0.0086 0.9% 12% False True 88
10 1.0425 0.9898 0.0527 5.3% 0.0076 0.8% 7% False True 80
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0287
2.618 1.0166
1.618 1.0092
1.000 1.0046
0.618 1.0018
HIGH 0.9972
0.618 0.9944
0.500 0.9935
0.382 0.9926
LOW 0.9898
0.618 0.9852
1.000 0.9824
1.618 0.9778
2.618 0.9704
4.250 0.9584
Fisher Pivots for day following 06-Apr-2009
Pivot 1 day 3 day
R1 0.9936 1.0005
PP 0.9936 0.9982
S1 0.9935 0.9960

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

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