CME Japanese Yen Future September 2009


Trading Metrics calculated at close of trading on 27-May-2009
Day Change Summary
Previous Current
26-May-2009 27-May-2009 Change Change % Previous Week
Open 1.0540 1.0515 -0.0025 -0.2% 1.0532
High 1.0585 1.0576 -0.0009 -0.1% 1.0664
Low 1.0525 1.0487 -0.0038 -0.4% 1.0356
Close 1.0540 1.0518 -0.0022 -0.2% 1.0604
Range 0.0060 0.0089 0.0029 48.3% 0.0308
ATR 0.0110 0.0109 -0.0002 -1.4% 0.0000
Volume 1,077 1,738 661 61.4% 3,607
Daily Pivots for day following 27-May-2009
Classic Woodie Camarilla DeMark
R4 1.0794 1.0745 1.0567
R3 1.0705 1.0656 1.0542
R2 1.0616 1.0616 1.0534
R1 1.0567 1.0567 1.0526 1.0592
PP 1.0527 1.0527 1.0527 1.0539
S1 1.0478 1.0478 1.0510 1.0503
S2 1.0438 1.0438 1.0502
S3 1.0349 1.0389 1.0494
S4 1.0260 1.0300 1.0469
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 1.1465 1.1343 1.0773
R3 1.1157 1.1035 1.0689
R2 1.0849 1.0849 1.0660
R1 1.0727 1.0727 1.0632 1.0788
PP 1.0541 1.0541 1.0541 1.0572
S1 1.0419 1.0419 1.0576 1.0480
S2 1.0233 1.0233 1.0548
S3 0.9925 1.0111 1.0519
S4 0.9617 0.9803 1.0435
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0664 1.0417 0.0247 2.3% 0.0110 1.0% 41% False False 1,183
10 1.0664 1.0356 0.0308 2.9% 0.0108 1.0% 53% False False 674
20 1.0664 1.0052 0.0612 5.8% 0.0105 1.0% 76% False False 376
40 1.0664 0.9898 0.0766 7.3% 0.0091 0.9% 81% False False 216
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0954
2.618 1.0809
1.618 1.0720
1.000 1.0665
0.618 1.0631
HIGH 1.0576
0.618 1.0542
0.500 1.0532
0.382 1.0521
LOW 1.0487
0.618 1.0432
1.000 1.0398
1.618 1.0343
2.618 1.0254
4.250 1.0109
Fisher Pivots for day following 27-May-2009
Pivot 1 day 3 day
R1 1.0532 1.0576
PP 1.0527 1.0556
S1 1.0523 1.0537

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

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