CME Japanese Yen Future September 2009


Trading Metrics calculated at close of trading on 11-Jun-2009
Day Change Summary
Previous Current
10-Jun-2009 11-Jun-2009 Change Change % Previous Week
Open 1.0275 1.0190 -0.0085 -0.8% 1.0499
High 1.0308 1.0290 -0.0018 -0.2% 1.0598
Low 1.0167 1.0150 -0.0017 -0.2% 1.0125
Close 1.0193 1.0262 0.0069 0.7% 1.0178
Range 0.0141 0.0140 -0.0001 -0.7% 0.0473
ATR 0.0134 0.0135 0.0000 0.3% 0.0000
Volume 15,253 41,568 26,315 172.5% 15,424
Daily Pivots for day following 11-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.0654 1.0598 1.0339
R3 1.0514 1.0458 1.0301
R2 1.0374 1.0374 1.0288
R1 1.0318 1.0318 1.0275 1.0346
PP 1.0234 1.0234 1.0234 1.0248
S1 1.0178 1.0178 1.0249 1.0206
S2 1.0094 1.0094 1.0236
S3 0.9954 1.0038 1.0224
S4 0.9814 0.9898 1.0185
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.1719 1.1422 1.0438
R3 1.1246 1.0949 1.0308
R2 1.0773 1.0773 1.0265
R1 1.0476 1.0476 1.0221 1.0388
PP 1.0300 1.0300 1.0300 1.0257
S1 1.0003 1.0003 1.0135 0.9915
S2 0.9827 0.9827 1.0091
S3 0.9354 0.9530 1.0048
S4 0.8881 0.9057 0.9918
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0366 1.0125 0.0241 2.3% 0.0145 1.4% 57% False False 16,128
10 1.0598 1.0125 0.0473 4.6% 0.0155 1.5% 29% False False 9,460
20 1.0664 1.0125 0.0539 5.3% 0.0136 1.3% 25% False False 5,097
40 1.0664 1.0052 0.0612 6.0% 0.0112 1.1% 34% False False 2,580
60 1.0664 0.9898 0.0766 7.5% 0.0105 1.0% 48% False False 1,741
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0885
2.618 1.0657
1.618 1.0517
1.000 1.0430
0.618 1.0377
HIGH 1.0290
0.618 1.0237
0.500 1.0220
0.382 1.0203
LOW 1.0150
0.618 1.0063
1.000 1.0010
1.618 0.9923
2.618 0.9783
4.250 0.9555
Fisher Pivots for day following 11-Jun-2009
Pivot 1 day 3 day
R1 1.0248 1.0251
PP 1.0234 1.0240
S1 1.0220 1.0229

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

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