CME Japanese Yen Future September 2009


Trading Metrics calculated at close of trading on 28-Jul-2009
Day Change Summary
Previous Current
27-Jul-2009 28-Jul-2009 Change Change % Previous Week
Open 1.0564 1.0511 -0.0053 -0.5% 1.0609
High 1.0568 1.0640 0.0072 0.7% 1.0747
Low 1.0486 1.0500 0.0014 0.1% 1.0497
Close 1.0507 1.0582 0.0075 0.7% 1.0562
Range 0.0082 0.0140 0.0058 70.7% 0.0250
ATR 0.0126 0.0127 0.0001 0.8% 0.0000
Volume 68,048 70,363 2,315 3.4% 438,704
Daily Pivots for day following 28-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.0994 1.0928 1.0659
R3 1.0854 1.0788 1.0621
R2 1.0714 1.0714 1.0608
R1 1.0648 1.0648 1.0595 1.0681
PP 1.0574 1.0574 1.0574 1.0591
S1 1.0508 1.0508 1.0569 1.0541
S2 1.0434 1.0434 1.0556
S3 1.0294 1.0368 1.0544
S4 1.0154 1.0228 1.0505
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.1352 1.1207 1.0700
R3 1.1102 1.0957 1.0631
R2 1.0852 1.0852 1.0608
R1 1.0707 1.0707 1.0585 1.0655
PP 1.0602 1.0602 1.0602 1.0576
S1 1.0457 1.0457 1.0539 1.0405
S2 1.0352 1.0352 1.0516
S3 1.0102 1.0207 1.0493
S4 0.9852 0.9957 1.0425
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0747 1.0486 0.0261 2.5% 0.0115 1.1% 37% False False 88,619
10 1.0747 1.0486 0.0261 2.5% 0.0116 1.1% 37% False False 83,813
20 1.0909 1.0320 0.0589 5.6% 0.0134 1.3% 44% False False 89,523
40 1.0909 1.0125 0.0784 7.4% 0.0129 1.2% 58% False False 69,029
60 1.0909 1.0052 0.0857 8.1% 0.0127 1.2% 62% False False 46,204
80 1.0909 0.9898 0.1011 9.6% 0.0114 1.1% 68% False False 34,666
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1235
2.618 1.1007
1.618 1.0867
1.000 1.0780
0.618 1.0727
HIGH 1.0640
0.618 1.0587
0.500 1.0570
0.382 1.0553
LOW 1.0500
0.618 1.0413
1.000 1.0360
1.618 1.0273
2.618 1.0133
4.250 0.9905
Fisher Pivots for day following 28-Jul-2009
Pivot 1 day 3 day
R1 1.0578 1.0576
PP 1.0574 1.0569
S1 1.0570 1.0563

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

View Archives - Comment on this page... - Back to Index of Symbols