CME Japanese Yen Future September 2009


Trading Metrics calculated at close of trading on 11-May-2009
Day Change Summary
Previous Current
08-May-2009 11-May-2009 Change Change % Previous Week
Open 1.0077 1.0168 0.0091 0.9% 1.0083
High 1.0190 1.0297 0.0107 1.1% 1.0212
Low 1.0077 1.0168 0.0091 0.9% 1.0052
Close 1.0181 1.0280 0.0099 1.0% 1.0181
Range 0.0113 0.0129 0.0016 14.2% 0.0160
ATR 0.0100 0.0102 0.0002 2.1% 0.0000
Volume 154 85 -69 -44.8% 302
Daily Pivots for day following 11-May-2009
Classic Woodie Camarilla DeMark
R4 1.0635 1.0587 1.0351
R3 1.0506 1.0458 1.0315
R2 1.0377 1.0377 1.0304
R1 1.0329 1.0329 1.0292 1.0353
PP 1.0248 1.0248 1.0248 1.0261
S1 1.0200 1.0200 1.0268 1.0224
S2 1.0119 1.0119 1.0256
S3 0.9990 1.0071 1.0245
S4 0.9861 0.9942 1.0209
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 1.0628 1.0565 1.0269
R3 1.0468 1.0405 1.0225
R2 1.0308 1.0308 1.0210
R1 1.0245 1.0245 1.0196 1.0277
PP 1.0148 1.0148 1.0148 1.0164
S1 1.0085 1.0085 1.0166 1.0117
S2 0.9988 0.9988 1.0152
S3 0.9828 0.9925 1.0137
S4 0.9668 0.9765 1.0093
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0297 1.0052 0.0245 2.4% 0.0097 0.9% 93% True False 69
10 1.0458 1.0052 0.0406 3.9% 0.0094 0.9% 56% False False 67
20 1.0458 1.0052 0.0406 3.9% 0.0082 0.8% 56% False False 53
40 1.0646 0.9898 0.0748 7.3% 0.0083 0.8% 51% False False 56
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 0.0011
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0845
2.618 1.0635
1.618 1.0506
1.000 1.0426
0.618 1.0377
HIGH 1.0297
0.618 1.0248
0.500 1.0233
0.382 1.0217
LOW 1.0168
0.618 1.0088
1.000 1.0039
1.618 0.9959
2.618 0.9830
4.250 0.9620
Fisher Pivots for day following 11-May-2009
Pivot 1 day 3 day
R1 1.0264 1.0245
PP 1.0248 1.0210
S1 1.0233 1.0175

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

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