CME Japanese Yen Future September 2009


Trading Metrics calculated at close of trading on 28-May-2009
Day Change Summary
Previous Current
27-May-2009 28-May-2009 Change Change % Previous Week
Open 1.0515 1.0477 -0.0038 -0.4% 1.0532
High 1.0576 1.0477 -0.0099 -0.9% 1.0664
Low 1.0487 1.0298 -0.0189 -1.8% 1.0356
Close 1.0518 1.0333 -0.0185 -1.8% 1.0604
Range 0.0089 0.0179 0.0090 101.1% 0.0308
ATR 0.0109 0.0117 0.0008 7.3% 0.0000
Volume 1,738 751 -987 -56.8% 3,607
Daily Pivots for day following 28-May-2009
Classic Woodie Camarilla DeMark
R4 1.0906 1.0799 1.0431
R3 1.0727 1.0620 1.0382
R2 1.0548 1.0548 1.0366
R1 1.0441 1.0441 1.0349 1.0405
PP 1.0369 1.0369 1.0369 1.0352
S1 1.0262 1.0262 1.0317 1.0226
S2 1.0190 1.0190 1.0300
S3 1.0011 1.0083 1.0284
S4 0.9832 0.9904 1.0235
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 1.0298 0.0366 3.5% 0.0116 1.1% 10% False True 1,171
10 1.0664 1.0298 0.0366 3.5% 0.0118 1.1% 10% False True 735
20 1.0664 1.0052 0.0612 5.9% 0.0108 1.0% 46% False False 410
40 1.0664 0.9898 0.0766 7.4% 0.0092 0.9% 57% False False 233
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 0.0021
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1238
2.618 1.0946
1.618 1.0767
1.000 1.0656
0.618 1.0588
HIGH 1.0477
0.618 1.0409
0.500 1.0388
0.382 1.0366
LOW 1.0298
0.618 1.0187
1.000 1.0119
1.618 1.0008
2.618 0.9829
4.250 0.9537
Fisher Pivots for day following 28-May-2009
Pivot 1 day 3 day
R1 1.0388 1.0442
PP 1.0369 1.0405
S1 1.0351 1.0369

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

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