CME Japanese Yen Future September 2009


Trading Metrics calculated at close of trading on 12-Jun-2009
Day Change Summary
Previous Current
11-Jun-2009 12-Jun-2009 Change Change % Previous Week
Open 1.0190 1.0245 0.0055 0.5% 1.0159
High 1.0290 1.0268 -0.0022 -0.2% 1.0308
Low 1.0150 1.0166 0.0016 0.2% 1.0127
Close 1.0262 1.0190 -0.0072 -0.7% 1.0190
Range 0.0140 0.0102 -0.0038 -27.1% 0.0181
ATR 0.0135 0.0132 -0.0002 -1.7% 0.0000
Volume 41,568 50,188 8,620 20.7% 127,315
Daily Pivots for day following 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.0514 1.0454 1.0246
R3 1.0412 1.0352 1.0218
R2 1.0310 1.0310 1.0209
R1 1.0250 1.0250 1.0199 1.0229
PP 1.0208 1.0208 1.0208 1.0198
S1 1.0148 1.0148 1.0181 1.0127
S2 1.0106 1.0106 1.0171
S3 1.0004 1.0046 1.0162
S4 0.9902 0.9944 1.0134
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.0751 1.0652 1.0290
R3 1.0570 1.0471 1.0240
R2 1.0389 1.0389 1.0223
R1 1.0290 1.0290 1.0207 1.0340
PP 1.0208 1.0208 1.0208 1.0233
S1 1.0109 1.0109 1.0173 1.0159
S2 1.0027 1.0027 1.0157
S3 0.9846 0.9928 1.0140
S4 0.9665 0.9747 1.0090
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0308 1.0127 0.0181 1.8% 0.0117 1.1% 35% False False 25,463
10 1.0598 1.0125 0.0473 4.6% 0.0144 1.4% 14% False False 14,273
20 1.0664 1.0125 0.0539 5.3% 0.0139 1.4% 12% False False 7,601
40 1.0664 1.0052 0.0612 6.0% 0.0113 1.1% 23% False False 3,834
60 1.0664 0.9898 0.0766 7.5% 0.0103 1.0% 38% False False 2,577
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.0028
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0702
2.618 1.0535
1.618 1.0433
1.000 1.0370
0.618 1.0331
HIGH 1.0268
0.618 1.0229
0.500 1.0217
0.382 1.0205
LOW 1.0166
0.618 1.0103
1.000 1.0064
1.618 1.0001
2.618 0.9899
4.250 0.9733
Fisher Pivots for day following 12-Jun-2009
Pivot 1 day 3 day
R1 1.0217 1.0229
PP 1.0208 1.0216
S1 1.0199 1.0203

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

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