CME Japanese Yen Future September 2009


Trading Metrics calculated at close of trading on 22-Apr-2009
Day Change Summary
Previous Current
21-Apr-2009 22-Apr-2009 Change Change % Previous Week
Open 1.0226 1.0240 0.0014 0.1% 0.9946
High 1.0250 1.0265 0.0015 0.1% 1.0170
Low 1.0153 1.0208 0.0055 0.5% 0.9946
Close 1.0157 1.0216 0.0059 0.6% 1.0107
Range 0.0097 0.0057 -0.0040 -41.2% 0.0224
ATR 0.0107 0.0107 0.0000 0.1% 0.0000
Volume 37 56 19 51.4% 270
Daily Pivots for day following 22-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.0401 1.0365 1.0247
R3 1.0344 1.0308 1.0232
R2 1.0287 1.0287 1.0226
R1 1.0251 1.0251 1.0221 1.0241
PP 1.0230 1.0230 1.0230 1.0224
S1 1.0194 1.0194 1.0211 1.0184
S2 1.0173 1.0173 1.0206
S3 1.0116 1.0137 1.0200
S4 1.0059 1.0080 1.0185
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 1.0265 1.0053 0.0212 2.1% 0.0088 0.9% 77% True False 52
10 1.0265 0.9946 0.0319 3.1% 0.0083 0.8% 85% True False 54
20 1.0425 0.9898 0.0527 5.2% 0.0079 0.8% 60% False False 68
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0011
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0507
2.618 1.0414
1.618 1.0357
1.000 1.0322
0.618 1.0300
HIGH 1.0265
0.618 1.0243
0.500 1.0237
0.382 1.0230
LOW 1.0208
0.618 1.0173
1.000 1.0151
1.618 1.0116
2.618 1.0059
4.250 0.9966
Fisher Pivots for day following 22-Apr-2009
Pivot 1 day 3 day
R1 1.0237 1.0210
PP 1.0230 1.0203
S1 1.0223 1.0197

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

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