CME Japanese Yen Future September 2009


Trading Metrics calculated at close of trading on 30-Apr-2009
Day Change Summary
Previous Current
29-Apr-2009 30-Apr-2009 Change Change % Previous Week
Open 1.0359 1.0248 -0.0111 -1.1% 1.0138
High 1.0359 1.0283 -0.0076 -0.7% 1.0349
Low 1.0248 1.0125 -0.0123 -1.2% 1.0129
Close 1.0263 1.0152 -0.0111 -1.1% 1.0330
Range 0.0111 0.0158 0.0047 42.3% 0.0220
ATR 0.0102 0.0106 0.0004 3.9% 0.0000
Volume 71 83 12 16.9% 227
Daily Pivots for day following 30-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.0661 1.0564 1.0239
R3 1.0503 1.0406 1.0195
R2 1.0345 1.0345 1.0181
R1 1.0248 1.0248 1.0166 1.0218
PP 1.0187 1.0187 1.0187 1.0171
S1 1.0090 1.0090 1.0138 1.0060
S2 1.0029 1.0029 1.0123
S3 0.9871 0.9932 1.0109
S4 0.9713 0.9774 1.0065
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.0929 1.0850 1.0451
R3 1.0709 1.0630 1.0391
R2 1.0489 1.0489 1.0370
R1 1.0410 1.0410 1.0350 1.0450
PP 1.0269 1.0269 1.0269 1.0289
S1 1.0190 1.0190 1.0310 1.0230
S2 1.0049 1.0049 1.0290
S3 0.9829 0.9970 1.0270
S4 0.9609 0.9750 1.0209
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0458 1.0125 0.0333 3.3% 0.0087 0.9% 8% False True 40
10 1.0458 1.0053 0.0405 4.0% 0.0085 0.8% 24% False False 47
20 1.0458 0.9898 0.0560 5.5% 0.0078 0.8% 45% False False 54
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1.0955
2.618 1.0697
1.618 1.0539
1.000 1.0441
0.618 1.0381
HIGH 1.0283
0.618 1.0223
0.500 1.0204
0.382 1.0185
LOW 1.0125
0.618 1.0027
1.000 0.9967
1.618 0.9869
2.618 0.9711
4.250 0.9454
Fisher Pivots for day following 30-Apr-2009
Pivot 1 day 3 day
R1 1.0204 1.0292
PP 1.0187 1.0245
S1 1.0169 1.0199

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

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