CME Japanese Yen Future September 2009


Trading Metrics calculated at close of trading on 13-Apr-2009
Day Change Summary
Previous Current
09-Apr-2009 13-Apr-2009 Change Change % Previous Week
Open 1.0036 0.9946 -0.0090 -0.9% 0.9964
High 1.0036 1.0027 -0.0009 -0.1% 1.0086
Low 0.9976 0.9946 -0.0030 -0.3% 0.9898
Close 0.9983 1.0020 0.0037 0.4% 0.9983
Range 0.0060 0.0081 0.0021 35.0% 0.0188
ATR 0.0113 0.0110 -0.0002 -2.0% 0.0000
Volume 22 144 122 554.5% 191
Daily Pivots for day following 13-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.0241 1.0211 1.0065
R3 1.0160 1.0130 1.0042
R2 1.0079 1.0079 1.0035
R1 1.0049 1.0049 1.0027 1.0064
PP 0.9998 0.9998 0.9998 1.0005
S1 0.9968 0.9968 1.0013 0.9983
S2 0.9917 0.9917 1.0005
S3 0.9836 0.9887 0.9998
S4 0.9755 0.9806 0.9975
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.0553 1.0456 1.0086
R3 1.0365 1.0268 1.0035
R2 1.0177 1.0177 1.0017
R1 1.0080 1.0080 1.0000 1.0129
PP 0.9989 0.9989 0.9989 1.0013
S1 0.9892 0.9892 0.9966 0.9941
S2 0.9801 0.9801 0.9949
S3 0.9613 0.9704 0.9931
S4 0.9425 0.9516 0.9880
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% 0.0079 0.8% 65% False False 67
10 1.0425 0.9898 0.0527 5.3% 0.0092 0.9% 23% False False 78
20 1.0646 0.9898 0.0748 7.5% 0.0085 0.8% 16% False False 60
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 1.0371
2.618 1.0239
1.618 1.0158
1.000 1.0108
0.618 1.0077
HIGH 1.0027
0.618 0.9996
0.500 0.9987
0.382 0.9977
LOW 0.9946
0.618 0.9896
1.000 0.9865
1.618 0.9815
2.618 0.9734
4.250 0.9602
Fisher Pivots for day following 13-Apr-2009
Pivot 1 day 3 day
R1 1.0009 1.0019
PP 0.9998 1.0017
S1 0.9987 1.0016

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

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