CME Japanese Yen Future September 2009


Trading Metrics calculated at close of trading on 03-Jun-2009
Day Change Summary
Previous Current
02-Jun-2009 03-Jun-2009 Change Change % Previous Week
Open 1.0364 1.0488 0.0124 1.2% 1.0540
High 1.0501 1.0498 -0.0003 0.0% 1.0585
Low 1.0364 1.0384 0.0020 0.2% 1.0298
Close 1.0468 1.0445 -0.0023 -0.2% 1.0521
Range 0.0137 0.0114 -0.0023 -16.8% 0.0287
ATR 0.0133 0.0131 -0.0001 -1.0% 0.0000
Volume 2,137 5,618 3,481 162.9% 5,620
Daily Pivots for day following 03-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.0784 1.0729 1.0508
R3 1.0670 1.0615 1.0476
R2 1.0556 1.0556 1.0466
R1 1.0501 1.0501 1.0455 1.0472
PP 1.0442 1.0442 1.0442 1.0428
S1 1.0387 1.0387 1.0435 1.0358
S2 1.0328 1.0328 1.0424
S3 1.0214 1.0273 1.0414
S4 1.0100 1.0159 1.0382
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 1.0598 1.0298 0.0300 2.9% 0.0178 1.7% 49% False False 2,318
10 1.0664 1.0298 0.0366 3.5% 0.0144 1.4% 40% False False 1,750
20 1.0664 1.0052 0.0612 5.9% 0.0129 1.2% 64% False False 938
40 1.0664 0.9946 0.0718 6.9% 0.0102 1.0% 69% False False 495
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0983
2.618 1.0796
1.618 1.0682
1.000 1.0612
0.618 1.0568
HIGH 1.0498
0.618 1.0454
0.500 1.0441
0.382 1.0428
LOW 1.0384
0.618 1.0314
1.000 1.0270
1.618 1.0200
2.618 1.0086
4.250 0.9900
Fisher Pivots for day following 03-Jun-2009
Pivot 1 day 3 day
R1 1.0444 1.0472
PP 1.0442 1.0463
S1 1.0441 1.0454

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

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