CME Japanese Yen Future September 2009


Trading Metrics calculated at close of trading on 06-Jul-2009
Day Change Summary
Previous Current
02-Jul-2009 06-Jul-2009 Change Change % Previous Week
Open 1.0362 1.0416 0.0054 0.5% 1.0503
High 1.0457 1.0574 0.0117 1.1% 1.0518
Low 1.0328 1.0416 0.0088 0.9% 1.0320
Close 1.0447 1.0510 0.0063 0.6% 1.0447
Range 0.0129 0.0158 0.0029 22.5% 0.0198
ATR 0.0122 0.0124 0.0003 2.1% 0.0000
Volume 68,262 89,909 21,647 31.7% 287,451
Daily Pivots for day following 06-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.0974 1.0900 1.0597
R3 1.0816 1.0742 1.0553
R2 1.0658 1.0658 1.0539
R1 1.0584 1.0584 1.0524 1.0621
PP 1.0500 1.0500 1.0500 1.0519
S1 1.0426 1.0426 1.0496 1.0463
S2 1.0342 1.0342 1.0481
S3 1.0184 1.0268 1.0467
S4 1.0026 1.0110 1.0423
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.1022 1.0933 1.0556
R3 1.0824 1.0735 1.0501
R2 1.0626 1.0626 1.0483
R1 1.0537 1.0537 1.0465 1.0483
PP 1.0428 1.0428 1.0428 1.0401
S1 1.0339 1.0339 1.0429 1.0285
S2 1.0230 1.0230 1.0411
S3 1.0032 1.0141 1.0393
S4 0.9834 0.9943 1.0338
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0574 1.0320 0.0254 2.4% 0.0124 1.2% 75% True False 75,472
10 1.0574 1.0320 0.0254 2.4% 0.0113 1.1% 75% True False 75,513
20 1.0574 1.0127 0.0447 4.3% 0.0120 1.1% 86% True False 63,417
40 1.0664 1.0077 0.0587 5.6% 0.0128 1.2% 74% False False 32,341
60 1.0664 0.9946 0.0718 6.8% 0.0111 1.1% 79% False False 21,577
80 1.0664 0.9898 0.0766 7.3% 0.0103 1.0% 80% False False 16,198
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 0.0017
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.1246
2.618 1.0988
1.618 1.0830
1.000 1.0732
0.618 1.0672
HIGH 1.0574
0.618 1.0514
0.500 1.0495
0.382 1.0476
LOW 1.0416
0.618 1.0318
1.000 1.0258
1.618 1.0160
2.618 1.0002
4.250 0.9745
Fisher Pivots for day following 06-Jul-2009
Pivot 1 day 3 day
R1 1.0505 1.0489
PP 1.0500 1.0468
S1 1.0495 1.0447

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

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