CME Japanese Yen Future September 2009


Trading Metrics calculated at close of trading on 31-Aug-2009
Day Change Summary
Previous Current
28-Aug-2009 31-Aug-2009 Change Change % Previous Week
Open 1.0699 1.0695 -0.0004 0.0% 1.0598
High 1.0706 1.0808 0.0102 1.0% 1.0730
Low 1.0628 1.0684 0.0056 0.5% 1.0521
Close 1.0684 1.0756 0.0072 0.7% 1.0684
Range 0.0078 0.0124 0.0046 59.0% 0.0209
ATR 0.0119 0.0119 0.0000 0.3% 0.0000
Volume 111,305 68,749 -42,556 -38.2% 448,805
Daily Pivots for day following 31-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.1121 1.1063 1.0824
R3 1.0997 1.0939 1.0790
R2 1.0873 1.0873 1.0779
R1 1.0815 1.0815 1.0767 1.0844
PP 1.0749 1.0749 1.0749 1.0764
S1 1.0691 1.0691 1.0745 1.0720
S2 1.0625 1.0625 1.0733
S3 1.0501 1.0567 1.0722
S4 1.0377 1.0443 1.0688
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.1272 1.1187 1.0799
R3 1.1063 1.0978 1.0741
R2 1.0854 1.0854 1.0722
R1 1.0769 1.0769 1.0703 1.0812
PP 1.0645 1.0645 1.0645 1.0666
S1 1.0560 1.0560 1.0665 1.0603
S2 1.0436 1.0436 1.0646
S3 1.0227 1.0351 1.0627
S4 1.0018 1.0142 1.0569
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0808 1.0566 0.0242 2.2% 0.0102 0.9% 79% True False 81,194
10 1.0808 1.0496 0.0312 2.9% 0.0108 1.0% 83% True False 83,362
20 1.0808 1.0228 0.0580 5.4% 0.0124 1.1% 91% True False 91,025
40 1.0909 1.0228 0.0681 6.3% 0.0129 1.2% 78% False False 93,050
60 1.0909 1.0127 0.0782 7.3% 0.0126 1.2% 80% False False 83,172
80 1.0909 1.0077 0.0832 7.7% 0.0129 1.2% 82% False False 62,695
100 1.0909 0.9946 0.0963 9.0% 0.0118 1.1% 84% False False 50,166
120 1.0909 0.9898 0.1011 9.4% 0.0111 1.0% 85% False False 41,815
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1335
2.618 1.1133
1.618 1.1009
1.000 1.0932
0.618 1.0885
HIGH 1.0808
0.618 1.0761
0.500 1.0746
0.382 1.0731
LOW 1.0684
0.618 1.0607
1.000 1.0560
1.618 1.0483
2.618 1.0359
4.250 1.0157
Fisher Pivots for day following 31-Aug-2009
Pivot 1 day 3 day
R1 1.0753 1.0740
PP 1.0749 1.0724
S1 1.0746 1.0708

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

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