CME Japanese Yen Future September 2009


Trading Metrics calculated at close of trading on 20-Jul-2009
Day Change Summary
Previous Current
17-Jul-2009 20-Jul-2009 Change Change % Previous Week
Open 1.0669 1.0609 -0.0060 -0.6% 1.0821
High 1.0704 1.0630 -0.0074 -0.7% 1.0909
Low 1.0601 1.0555 -0.0046 -0.4% 1.0591
Close 1.0615 1.0620 0.0005 0.0% 1.0615
Range 0.0103 0.0075 -0.0028 -27.2% 0.0318
ATR 0.0137 0.0133 -0.0004 -3.2% 0.0000
Volume 91,142 70,164 -20,978 -23.0% 429,017
Daily Pivots for day following 20-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.0827 1.0798 1.0661
R3 1.0752 1.0723 1.0641
R2 1.0677 1.0677 1.0634
R1 1.0648 1.0648 1.0627 1.0663
PP 1.0602 1.0602 1.0602 1.0609
S1 1.0573 1.0573 1.0613 1.0588
S2 1.0527 1.0527 1.0606
S3 1.0452 1.0498 1.0599
S4 1.0377 1.0423 1.0579
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.1659 1.1455 1.0790
R3 1.1341 1.1137 1.0702
R2 1.1023 1.1023 1.0673
R1 1.0819 1.0819 1.0644 1.0762
PP 1.0705 1.0705 1.0705 1.0677
S1 1.0501 1.0501 1.0586 1.0444
S2 1.0387 1.0387 1.0557
S3 1.0069 1.0183 1.0528
S4 0.9751 0.9865 1.0440
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0794 1.0555 0.0239 2.3% 0.0116 1.1% 27% False True 81,507
10 1.0909 1.0483 0.0426 4.0% 0.0148 1.4% 32% False False 97,148
20 1.0909 1.0320 0.0589 5.5% 0.0131 1.2% 51% False False 86,331
40 1.0909 1.0125 0.0784 7.4% 0.0134 1.3% 63% False False 56,568
60 1.0909 1.0052 0.0857 8.1% 0.0123 1.2% 66% False False 37,760
80 1.0909 0.9898 0.1011 9.5% 0.0112 1.1% 71% False False 28,335
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0030
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1.0949
2.618 1.0826
1.618 1.0751
1.000 1.0705
0.618 1.0676
HIGH 1.0630
0.618 1.0601
0.500 1.0593
0.382 1.0584
LOW 1.0555
0.618 1.0509
1.000 1.0480
1.618 1.0434
2.618 1.0359
4.250 1.0236
Fisher Pivots for day following 20-Jul-2009
Pivot 1 day 3 day
R1 1.0611 1.0644
PP 1.0602 1.0636
S1 1.0593 1.0628

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

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