CME Japanese Yen Future September 2009


Trading Metrics calculated at close of trading on 18-Aug-2009
Day Change Summary
Previous Current
17-Aug-2009 18-Aug-2009 Change Change % Previous Week
Open 1.0557 1.0584 0.0027 0.3% 1.0238
High 1.0618 1.0603 -0.0015 -0.1% 1.0593
Low 1.0541 1.0496 -0.0045 -0.4% 1.0236
Close 1.0587 1.0569 -0.0018 -0.2% 1.0543
Range 0.0077 0.0107 0.0030 39.0% 0.0357
ATR 0.0133 0.0131 -0.0002 -1.4% 0.0000
Volume 78,023 79,183 1,160 1.5% 540,080
Daily Pivots for day following 18-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.0877 1.0830 1.0628
R3 1.0770 1.0723 1.0598
R2 1.0663 1.0663 1.0589
R1 1.0616 1.0616 1.0579 1.0586
PP 1.0556 1.0556 1.0556 1.0541
S1 1.0509 1.0509 1.0559 1.0479
S2 1.0449 1.0449 1.0549
S3 1.0342 1.0402 1.0540
S4 1.0235 1.0295 1.0510
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.1528 1.1393 1.0739
R3 1.1171 1.1036 1.0641
R2 1.0814 1.0814 1.0608
R1 1.0679 1.0679 1.0576 1.0747
PP 1.0457 1.0457 1.0457 1.0491
S1 1.0322 1.0322 1.0510 1.0390
S2 1.0100 1.0100 1.0478
S3 0.9743 0.9965 1.0445
S4 0.9386 0.9608 1.0347
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0618 1.0333 0.0285 2.7% 0.0129 1.2% 83% False False 90,796
10 1.0618 1.0228 0.0390 3.7% 0.0137 1.3% 87% False False 98,757
20 1.0747 1.0228 0.0519 4.9% 0.0130 1.2% 66% False False 96,610
40 1.0909 1.0228 0.0681 6.4% 0.0132 1.2% 50% False False 91,480
60 1.0909 1.0125 0.0784 7.4% 0.0133 1.3% 57% False False 70,949
80 1.0909 1.0052 0.0857 8.1% 0.0125 1.2% 60% False False 53,271
100 1.0909 0.9898 0.1011 9.6% 0.0117 1.1% 66% False False 42,628
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 0.0026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1058
2.618 1.0883
1.618 1.0776
1.000 1.0710
0.618 1.0669
HIGH 1.0603
0.618 1.0562
0.500 1.0550
0.382 1.0537
LOW 1.0496
0.618 1.0430
1.000 1.0389
1.618 1.0323
2.618 1.0216
4.250 1.0041
Fisher Pivots for day following 18-Aug-2009
Pivot 1 day 3 day
R1 1.0563 1.0562
PP 1.0556 1.0554
S1 1.0550 1.0547

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

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