CME Japanese Yen Future September 2009


Trading Metrics calculated at close of trading on 09-Apr-2009
Day Change Summary
Previous Current
08-Apr-2009 09-Apr-2009 Change Change % Previous Week
Open 0.9951 1.0036 0.0085 0.9% 1.0260
High 1.0086 1.0036 -0.0050 -0.5% 1.0425
Low 0.9951 0.9976 0.0025 0.3% 0.9995
Close 1.0058 0.9983 -0.0075 -0.7% 1.0006
Range 0.0135 0.0060 -0.0075 -55.6% 0.0430
ATR 0.0115 0.0113 -0.0002 -2.1% 0.0000
Volume 74 22 -52 -70.3% 453
Daily Pivots for day following 09-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.0178 1.0141 1.0016
R3 1.0118 1.0081 1.0000
R2 1.0058 1.0058 0.9994
R1 1.0021 1.0021 0.9989 1.0010
PP 0.9998 0.9998 0.9998 0.9993
S1 0.9961 0.9961 0.9978 0.9950
S2 0.9938 0.9938 0.9972
S3 0.9878 0.9901 0.9967
S4 0.9818 0.9841 0.9950
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 1.0086 0.9898 0.0188 1.9% 0.0074 0.7% 45% False False 44
10 1.0425 0.9898 0.0527 5.3% 0.0087 0.9% 16% False False 66
20 1.0646 0.9898 0.0748 7.5% 0.0081 0.8% 11% False False 60
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0291
2.618 1.0193
1.618 1.0133
1.000 1.0096
0.618 1.0073
HIGH 1.0036
0.618 1.0013
0.500 1.0006
0.382 0.9999
LOW 0.9976
0.618 0.9939
1.000 0.9916
1.618 0.9879
2.618 0.9819
4.250 0.9721
Fisher Pivots for day following 09-Apr-2009
Pivot 1 day 3 day
R1 1.0006 1.0019
PP 0.9998 1.0007
S1 0.9991 0.9995

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

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