CME Japanese Yen Future September 2009


Trading Metrics calculated at close of trading on 07-Apr-2009
Day Change Summary
Previous Current
06-Apr-2009 07-Apr-2009 Change Change % Previous Week
Open 0.9964 0.9983 0.0019 0.2% 1.0260
High 0.9972 1.0006 0.0034 0.3% 1.0425
Low 0.9898 0.9963 0.0065 0.7% 0.9995
Close 0.9937 0.9985 0.0048 0.5% 1.0006
Range 0.0074 0.0043 -0.0031 -41.9% 0.0430
ATR 0.0117 0.0113 -0.0003 -2.9% 0.0000
Volume 46 49 3 6.5% 453
Daily Pivots for day following 07-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.0114 1.0092 1.0009
R3 1.0071 1.0049 0.9997
R2 1.0028 1.0028 0.9993
R1 1.0006 1.0006 0.9989 1.0017
PP 0.9985 0.9985 0.9985 0.9990
S1 0.9963 0.9963 0.9981 0.9974
S2 0.9942 0.9942 0.9977
S3 0.9899 0.9920 0.9973
S4 0.9856 0.9877 0.9961
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 1.0189 0.9898 0.0291 2.9% 0.0073 0.7% 30% False False 84
10 1.0425 0.9898 0.0527 5.3% 0.0075 0.8% 17% False False 81
20 1.0646 0.9898 0.0748 7.5% 0.0071 0.7% 12% False False 59
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0008
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0189
2.618 1.0119
1.618 1.0076
1.000 1.0049
0.618 1.0033
HIGH 1.0006
0.618 0.9990
0.500 0.9985
0.382 0.9979
LOW 0.9963
0.618 0.9936
1.000 0.9920
1.618 0.9893
2.618 0.9850
4.250 0.9780
Fisher Pivots for day following 07-Apr-2009
Pivot 1 day 3 day
R1 0.9985 0.9982
PP 0.9985 0.9979
S1 0.9985 0.9976

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

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