CME Japanese Yen Future September 2009


Trading Metrics calculated at close of trading on 21-Apr-2009
Day Change Summary
Previous Current
20-Apr-2009 21-Apr-2009 Change Change % Previous Week
Open 1.0138 1.0226 0.0088 0.9% 0.9946
High 1.0260 1.0250 -0.0010 -0.1% 1.0170
Low 1.0129 1.0153 0.0024 0.2% 0.9946
Close 1.0250 1.0157 -0.0093 -0.9% 1.0107
Range 0.0131 0.0097 -0.0034 -26.0% 0.0224
ATR 0.0108 0.0107 -0.0001 -0.7% 0.0000
Volume 89 37 -52 -58.4% 270
Daily Pivots for day following 21-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.0478 1.0414 1.0210
R3 1.0381 1.0317 1.0184
R2 1.0284 1.0284 1.0175
R1 1.0220 1.0220 1.0166 1.0204
PP 1.0187 1.0187 1.0187 1.0178
S1 1.0123 1.0123 1.0148 1.0107
S2 1.0090 1.0090 1.0139
S3 0.9993 1.0026 1.0130
S4 0.9896 0.9929 1.0104
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.0746 1.0651 1.0230
R3 1.0522 1.0427 1.0169
R2 1.0298 1.0298 1.0148
R1 1.0203 1.0203 1.0128 1.0251
PP 1.0074 1.0074 1.0074 1.0098
S1 0.9979 0.9979 1.0086 1.0027
S2 0.9850 0.9850 1.0066
S3 0.9626 0.9755 1.0045
S4 0.9402 0.9531 0.9984
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0260 1.0053 0.0207 2.0% 0.0088 0.9% 50% False False 44
10 1.0260 0.9946 0.0314 3.1% 0.0081 0.8% 67% False False 54
20 1.0425 0.9898 0.0527 5.2% 0.0079 0.8% 49% False False 67
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0662
2.618 1.0504
1.618 1.0407
1.000 1.0347
0.618 1.0310
HIGH 1.0250
0.618 1.0213
0.500 1.0202
0.382 1.0190
LOW 1.0153
0.618 1.0093
1.000 1.0056
1.618 0.9996
2.618 0.9899
4.250 0.9741
Fisher Pivots for day following 21-Apr-2009
Pivot 1 day 3 day
R1 1.0202 1.0157
PP 1.0187 1.0157
S1 1.0172 1.0157

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

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