CME Japanese Yen Future September 2009


Trading Metrics calculated at close of trading on 20-Aug-2009
Day Change Summary
Previous Current
19-Aug-2009 20-Aug-2009 Change Change % Previous Week
Open 1.0560 1.0631 0.0071 0.7% 1.0238
High 1.0680 1.0656 -0.0024 -0.2% 1.0593
Low 1.0532 1.0578 0.0046 0.4% 1.0236
Close 1.0644 1.0629 -0.0015 -0.1% 1.0543
Range 0.0148 0.0078 -0.0070 -47.3% 0.0357
ATR 0.0132 0.0128 -0.0004 -2.9% 0.0000
Volume 71,428 100,468 29,040 40.7% 540,080
Daily Pivots for day following 20-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.0855 1.0820 1.0672
R3 1.0777 1.0742 1.0650
R2 1.0699 1.0699 1.0643
R1 1.0664 1.0664 1.0636 1.0643
PP 1.0621 1.0621 1.0621 1.0610
S1 1.0586 1.0586 1.0622 1.0565
S2 1.0543 1.0543 1.0615
S3 1.0465 1.0508 1.0608
S4 1.0387 1.0430 1.0586
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 1.0680 1.0476 0.0204 1.9% 0.0105 1.0% 75% False False 85,475
10 1.0680 1.0228 0.0452 4.3% 0.0140 1.3% 89% False False 96,910
20 1.0680 1.0228 0.0452 4.3% 0.0126 1.2% 89% False False 95,946
40 1.0909 1.0228 0.0681 6.4% 0.0131 1.2% 59% False False 91,709
60 1.0909 1.0125 0.0784 7.4% 0.0134 1.3% 64% False False 73,767
80 1.0909 1.0052 0.0857 8.1% 0.0127 1.2% 67% False False 55,419
100 1.0909 0.9898 0.1011 9.5% 0.0117 1.1% 72% False False 44,346
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0988
2.618 1.0860
1.618 1.0782
1.000 1.0734
0.618 1.0704
HIGH 1.0656
0.618 1.0626
0.500 1.0617
0.382 1.0608
LOW 1.0578
0.618 1.0530
1.000 1.0500
1.618 1.0452
2.618 1.0374
4.250 1.0247
Fisher Pivots for day following 20-Aug-2009
Pivot 1 day 3 day
R1 1.0625 1.0615
PP 1.0621 1.0602
S1 1.0617 1.0588

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

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