CME Japanese Yen Future September 2009


Trading Metrics calculated at close of trading on 23-Jul-2009
Day Change Summary
Previous Current
22-Jul-2009 23-Jul-2009 Change Change % Previous Week
Open 1.0680 1.0688 0.0008 0.1% 1.0821
High 1.0747 1.0696 -0.0051 -0.5% 1.0909
Low 1.0656 1.0497 -0.0159 -1.5% 1.0591
Close 1.0691 1.0515 -0.0176 -1.6% 1.0615
Range 0.0091 0.0199 0.0108 118.7% 0.0318
ATR 0.0129 0.0134 0.0005 3.8% 0.0000
Volume 96,060 89,125 -6,935 -7.2% 429,017
Daily Pivots for day following 23-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.1166 1.1040 1.0624
R3 1.0967 1.0841 1.0570
R2 1.0768 1.0768 1.0551
R1 1.0642 1.0642 1.0533 1.0606
PP 1.0569 1.0569 1.0569 1.0551
S1 1.0443 1.0443 1.0497 1.0407
S2 1.0370 1.0370 1.0479
S3 1.0171 1.0244 1.0460
S4 0.9972 1.0045 1.0406
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 1.0747 1.0497 0.0250 2.4% 0.0119 1.1% 7% False True 82,068
10 1.0909 1.0497 0.0412 3.9% 0.0131 1.2% 4% False True 85,629
20 1.0909 1.0320 0.0589 5.6% 0.0137 1.3% 33% False False 87,472
40 1.0909 1.0125 0.0784 7.5% 0.0138 1.3% 50% False False 62,677
60 1.0909 1.0052 0.0857 8.2% 0.0127 1.2% 54% False False 41,910
80 1.0909 0.9898 0.1011 9.6% 0.0114 1.1% 61% False False 31,446
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 0.0029
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.1542
2.618 1.1217
1.618 1.1018
1.000 1.0895
0.618 1.0819
HIGH 1.0696
0.618 1.0620
0.500 1.0597
0.382 1.0573
LOW 1.0497
0.618 1.0374
1.000 1.0298
1.618 1.0175
2.618 0.9976
4.250 0.9651
Fisher Pivots for day following 23-Jul-2009
Pivot 1 day 3 day
R1 1.0597 1.0622
PP 1.0569 1.0586
S1 1.0542 1.0551

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

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