CME Japanese Yen Future September 2009


Trading Metrics calculated at close of trading on 08-Jul-2009
Day Change Summary
Previous Current
07-Jul-2009 08-Jul-2009 Change Change % Previous Week
Open 1.0498 1.0558 0.0060 0.6% 1.0503
High 1.0568 1.0904 0.0336 3.2% 1.0518
Low 1.0483 1.0549 0.0066 0.6% 1.0320
Close 1.0561 1.0828 0.0267 2.5% 1.0447
Range 0.0085 0.0355 0.0270 317.6% 0.0198
ATR 0.0122 0.0138 0.0017 13.7% 0.0000
Volume 120,082 77,704 -42,378 -35.3% 287,451
Daily Pivots for day following 08-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.1825 1.1682 1.1023
R3 1.1470 1.1327 1.0926
R2 1.1115 1.1115 1.0893
R1 1.0972 1.0972 1.0861 1.1044
PP 1.0760 1.0760 1.0760 1.0796
S1 1.0617 1.0617 1.0795 1.0689
S2 1.0405 1.0405 1.0763
S3 1.0050 1.0262 1.0730
S4 0.9695 0.9907 1.0633
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 1.0904 1.0320 0.0584 5.4% 0.0163 1.5% 87% True False 90,437
10 1.0904 1.0320 0.0584 5.4% 0.0139 1.3% 87% True False 83,221
20 1.0904 1.0150 0.0754 7.0% 0.0132 1.2% 90% True False 72,291
40 1.0904 1.0125 0.0779 7.2% 0.0133 1.2% 90% True False 37,280
60 1.0904 1.0052 0.0852 7.9% 0.0116 1.1% 91% True False 24,871
80 1.0904 0.9898 0.1006 9.3% 0.0108 1.0% 92% True False 18,668
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 0.0018
Widest range in 84 trading days
Fibonacci Retracements and Extensions
4.250 1.2413
2.618 1.1833
1.618 1.1478
1.000 1.1259
0.618 1.1123
HIGH 1.0904
0.618 1.0768
0.500 1.0727
0.382 1.0685
LOW 1.0549
0.618 1.0330
1.000 1.0194
1.618 0.9975
2.618 0.9620
4.250 0.9040
Fisher Pivots for day following 08-Jul-2009
Pivot 1 day 3 day
R1 1.0794 1.0772
PP 1.0760 1.0716
S1 1.0727 1.0660

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

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