CME Japanese Yen Future September 2009


Trading Metrics calculated at close of trading on 07-Jul-2009
Day Change Summary
Previous Current
06-Jul-2009 07-Jul-2009 Change Change % Previous Week
Open 1.0416 1.0498 0.0082 0.8% 1.0503
High 1.0574 1.0568 -0.0006 -0.1% 1.0518
Low 1.0416 1.0483 0.0067 0.6% 1.0320
Close 1.0510 1.0561 0.0051 0.5% 1.0447
Range 0.0158 0.0085 -0.0073 -46.2% 0.0198
ATR 0.0124 0.0122 -0.0003 -2.3% 0.0000
Volume 89,909 120,082 30,173 33.6% 287,451
Daily Pivots for day following 07-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.0792 1.0762 1.0608
R3 1.0707 1.0677 1.0584
R2 1.0622 1.0622 1.0577
R1 1.0592 1.0592 1.0569 1.0607
PP 1.0537 1.0537 1.0537 1.0545
S1 1.0507 1.0507 1.0553 1.0522
S2 1.0452 1.0452 1.0545
S3 1.0367 1.0422 1.0538
S4 1.0282 1.0337 1.0514
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% 0.0118 1.1% 95% False False 86,423
10 1.0574 1.0320 0.0254 2.4% 0.0115 1.1% 95% False False 81,173
20 1.0574 1.0150 0.0424 4.0% 0.0121 1.1% 97% False False 69,131
40 1.0664 1.0125 0.0539 5.1% 0.0127 1.2% 81% False False 35,340
60 1.0664 0.9946 0.0718 6.8% 0.0111 1.1% 86% False False 23,578
80 1.0664 0.9898 0.0766 7.3% 0.0104 1.0% 87% False False 17,699
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0018
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0929
2.618 1.0791
1.618 1.0706
1.000 1.0653
0.618 1.0621
HIGH 1.0568
0.618 1.0536
0.500 1.0526
0.382 1.0515
LOW 1.0483
0.618 1.0430
1.000 1.0398
1.618 1.0345
2.618 1.0260
4.250 1.0122
Fisher Pivots for day following 07-Jul-2009
Pivot 1 day 3 day
R1 1.0549 1.0524
PP 1.0537 1.0488
S1 1.0526 1.0451

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

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