CME Japanese Yen Future September 2009


Trading Metrics calculated at close of trading on 14-Apr-2009
Day Change Summary
Previous Current
13-Apr-2009 14-Apr-2009 Change Change % Previous Week
Open 0.9946 1.0100 0.0154 1.5% 0.9964
High 1.0027 1.0147 0.0120 1.2% 1.0086
Low 0.9946 1.0093 0.0147 1.5% 0.9898
Close 1.0020 1.0148 0.0128 1.3% 0.9983
Range 0.0081 0.0054 -0.0027 -33.3% 0.0188
ATR 0.0110 0.0112 0.0001 1.1% 0.0000
Volume 144 29 -115 -79.9% 191
Daily Pivots for day following 14-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.0291 1.0274 1.0178
R3 1.0237 1.0220 1.0163
R2 1.0183 1.0183 1.0158
R1 1.0166 1.0166 1.0153 1.0175
PP 1.0129 1.0129 1.0129 1.0134
S1 1.0112 1.0112 1.0143 1.0121
S2 1.0075 1.0075 1.0138
S3 1.0021 1.0058 1.0133
S4 0.9967 1.0004 1.0118
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 1.0147 0.9946 0.0201 2.0% 0.0075 0.7% 100% True False 63
10 1.0229 0.9898 0.0331 3.3% 0.0081 0.8% 76% False False 76
20 1.0646 0.9898 0.0748 7.4% 0.0088 0.9% 33% False False 61
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0377
2.618 1.0288
1.618 1.0234
1.000 1.0201
0.618 1.0180
HIGH 1.0147
0.618 1.0126
0.500 1.0120
0.382 1.0114
LOW 1.0093
0.618 1.0060
1.000 1.0039
1.618 1.0006
2.618 0.9952
4.250 0.9864
Fisher Pivots for day following 14-Apr-2009
Pivot 1 day 3 day
R1 1.0139 1.0114
PP 1.0129 1.0080
S1 1.0120 1.0047

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

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