CME Japanese Yen Future September 2009


Trading Metrics calculated at close of trading on 25-Aug-2009
Day Change Summary
Previous Current
24-Aug-2009 25-Aug-2009 Change Change % Previous Week
Open 1.0598 1.0583 -0.0015 -0.1% 1.0557
High 1.0613 1.0663 0.0050 0.5% 1.0707
Low 1.0521 1.0566 0.0045 0.4% 1.0496
Close 1.0583 1.0620 0.0037 0.3% 1.0613
Range 0.0092 0.0097 0.0005 5.4% 0.0211
ATR 0.0127 0.0125 -0.0002 -1.7% 0.0000
Volume 111,580 68,751 -42,829 -38.4% 394,098
Daily Pivots for day following 25-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.0907 1.0861 1.0673
R3 1.0810 1.0764 1.0647
R2 1.0713 1.0713 1.0638
R1 1.0667 1.0667 1.0629 1.0690
PP 1.0616 1.0616 1.0616 1.0628
S1 1.0570 1.0570 1.0611 1.0593
S2 1.0519 1.0519 1.0602
S3 1.0422 1.0473 1.0593
S4 1.0325 1.0376 1.0567
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.1238 1.1137 1.0729
R3 1.1027 1.0926 1.0671
R2 1.0816 1.0816 1.0652
R1 1.0715 1.0715 1.0632 1.0766
PP 1.0605 1.0605 1.0605 1.0631
S1 1.0504 1.0504 1.0594 1.0555
S2 1.0394 1.0394 1.0574
S3 1.0183 1.0293 1.0555
S4 0.9972 1.0082 1.0497
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0707 1.0521 0.0186 1.8% 0.0113 1.1% 53% False False 83,444
10 1.0707 1.0333 0.0374 3.5% 0.0121 1.1% 77% False False 87,120
20 1.0707 1.0228 0.0479 4.5% 0.0129 1.2% 82% False False 95,317
40 1.0909 1.0228 0.0681 6.4% 0.0132 1.2% 58% False False 92,420
60 1.0909 1.0125 0.0784 7.4% 0.0129 1.2% 63% False False 77,792
80 1.0909 1.0052 0.0857 8.1% 0.0127 1.2% 66% False False 58,482
100 1.0909 0.9898 0.1011 9.5% 0.0117 1.1% 71% False False 46,796
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 0.0032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1075
2.618 1.0917
1.618 1.0820
1.000 1.0760
0.618 1.0723
HIGH 1.0663
0.618 1.0626
0.500 1.0615
0.382 1.0603
LOW 1.0566
0.618 1.0506
1.000 1.0469
1.618 1.0409
2.618 1.0312
4.250 1.0154
Fisher Pivots for day following 25-Aug-2009
Pivot 1 day 3 day
R1 1.0618 1.0618
PP 1.0616 1.0616
S1 1.0615 1.0614

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

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