CME Japanese Yen Future September 2009

Trading Metrics calculated at close of trading on 15-May-2009

Day Change Summary
	Previous	Current
	14-May-2009	15-May-2009	Change	Change %	Previous Week
Open	1.0496	1.0420	-0.0076	-0.7%	1.0168
High	1.0509	1.0558	0.0049	0.5%	1.0558
Low	1.0460	1.0420	-0.0040	-0.4%	1.0168
Close	1.0462	1.0532	0.0070	0.7%	1.0532
Range	0.0049	0.0138	0.0089	181.6%	0.0390
ATR	0.0101	0.0104	0.0003	2.6%	0.0000
Volume	123	58	-65	-52.8%	522

Daily Pivots for day following 15-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0917	1.0863	1.0608
R3	1.0779	1.0725	1.0570
R2	1.0641	1.0641	1.0557
R1	1.0587	1.0587	1.0545	1.0614
PP	1.0503	1.0503	1.0503	1.0517
S1	1.0449	1.0449	1.0519	1.0476
S2	1.0365	1.0365	1.0507
S3	1.0227	1.0311	1.0494
S4	1.0089	1.0173	1.0456

Weekly Pivots for week ending 15-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1589	1.1451	1.0747
R3	1.1199	1.1061	1.0639
R2	1.0809	1.0809	1.0604
R1	1.0671	1.0671	1.0568	1.0740
PP	1.0419	1.0419	1.0419	1.0454
S1	1.0281	1.0281	1.0496	1.0350
S2	1.0029	1.0029	1.0461
S3	0.9639	0.9891	1.0425
S4	0.9249	0.9501	1.0318

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0558	1.0168	0.0390	3.7%	0.0111	1.1%	93%	True	False	104
10	1.0558	1.0052	0.0506	4.8%	0.0098	0.9%	95%	True	False	82
20	1.0558	1.0052	0.0506	4.8%	0.0090	0.9%	95%	True	False	68
40	1.0597	0.9898	0.0699	6.6%	0.0084	0.8%	91%	False	False	66

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1145
2.618	1.0919
1.618	1.0781
1.000	1.0696
0.618	1.0643
HIGH	1.0558
0.618	1.0505
0.500	1.0489
0.382	1.0473
LOW	1.0420
0.618	1.0335
1.000	1.0282
1.618	1.0197
2.618	1.0059
4.250	0.9834

Fisher Pivots for day following 15-May-2009
Pivot	1 day	3 day
R1	1.0518	1.0514
PP	1.0503	1.0496
S1	1.0489	1.0479

Download as Excel Spreadsheet

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

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