CME Japanese Yen Future September 2009


Trading Metrics calculated at close of trading on 29-May-2009
Day Change Summary
Previous Current
28-May-2009 29-May-2009 Change Change % Previous Week
Open 1.0477 1.0335 -0.0142 -1.4% 1.0540
High 1.0477 1.0539 0.0062 0.6% 1.0585
Low 1.0298 1.0331 0.0033 0.3% 1.0298
Close 1.0333 1.0521 0.0188 1.8% 1.0521
Range 0.0179 0.0208 0.0029 16.2% 0.0287
ATR 0.0117 0.0123 0.0007 5.6% 0.0000
Volume 751 2,054 1,303 173.5% 5,620
Daily Pivots for day following 29-May-2009
Classic Woodie Camarilla DeMark
R4 1.1088 1.1012 1.0635
R3 1.0880 1.0804 1.0578
R2 1.0672 1.0672 1.0559
R1 1.0596 1.0596 1.0540 1.0634
PP 1.0464 1.0464 1.0464 1.0483
S1 1.0388 1.0388 1.0502 1.0426
S2 1.0256 1.0256 1.0483
S3 1.0048 1.0180 1.0464
S4 0.9840 0.9972 1.0407
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 1.1329 1.1212 1.0679
R3 1.1042 1.0925 1.0600
R2 1.0755 1.0755 1.0574
R1 1.0638 1.0638 1.0547 1.0553
PP 1.0468 1.0468 1.0468 1.0426
S1 1.0351 1.0351 1.0495 1.0266
S2 1.0181 1.0181 1.0468
S3 0.9894 1.0064 1.0442
S4 0.9607 0.9777 1.0363
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% 0.0129 1.2% 61% False False 1,497
10 1.0664 1.0298 0.0366 3.5% 0.0134 1.3% 61% False False 928
20 1.0664 1.0052 0.0612 5.8% 0.0111 1.1% 77% False False 508
40 1.0664 0.9898 0.0766 7.3% 0.0095 0.9% 81% False False 281
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 0.0020
Widest range in 57 trading days
Fibonacci Retracements and Extensions
4.250 1.1423
2.618 1.1084
1.618 1.0876
1.000 1.0747
0.618 1.0668
HIGH 1.0539
0.618 1.0460
0.500 1.0435
0.382 1.0410
LOW 1.0331
0.618 1.0202
1.000 1.0123
1.618 0.9994
2.618 0.9786
4.250 0.9447
Fisher Pivots for day following 29-May-2009
Pivot 1 day 3 day
R1 1.0492 1.0493
PP 1.0464 1.0465
S1 1.0435 1.0437

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

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