CME Japanese Yen Future September 2009


Trading Metrics calculated at close of trading on 01-Sep-2009
Day Change Summary
Previous Current
31-Aug-2009 01-Sep-2009 Change Change % Previous Week
Open 1.0695 1.0753 0.0058 0.5% 1.0598
High 1.0808 1.0777 -0.0031 -0.3% 1.0730
Low 1.0684 1.0702 0.0018 0.2% 1.0521
Close 1.0756 1.0761 0.0005 0.0% 1.0684
Range 0.0124 0.0075 -0.0049 -39.5% 0.0209
ATR 0.0119 0.0116 -0.0003 -2.7% 0.0000
Volume 68,749 96,487 27,738 40.3% 448,805
Daily Pivots for day following 01-Sep-2009
Classic Woodie Camarilla DeMark
R4 1.0972 1.0941 1.0802
R3 1.0897 1.0866 1.0782
R2 1.0822 1.0822 1.0775
R1 1.0791 1.0791 1.0768 1.0807
PP 1.0747 1.0747 1.0747 1.0754
S1 1.0716 1.0716 1.0754 1.0732
S2 1.0672 1.0672 1.0747
S3 1.0597 1.0641 1.0740
S4 1.0522 1.0566 1.0720
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 1.0567 0.0241 2.2% 0.0097 0.9% 80% False False 86,742
10 1.0808 1.0521 0.0287 2.7% 0.0105 1.0% 84% False False 85,093
20 1.0808 1.0228 0.0580 5.4% 0.0121 1.1% 92% False False 91,925
40 1.0909 1.0228 0.0681 6.3% 0.0129 1.2% 78% False False 92,460
60 1.0909 1.0150 0.0759 7.1% 0.0126 1.2% 81% False False 84,684
80 1.0909 1.0125 0.0784 7.3% 0.0128 1.2% 81% False False 63,900
100 1.0909 0.9946 0.0963 8.9% 0.0118 1.1% 85% False False 51,131
120 1.0909 0.9898 0.1011 9.4% 0.0112 1.0% 85% False False 42,619
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 1.1096
2.618 1.0973
1.618 1.0898
1.000 1.0852
0.618 1.0823
HIGH 1.0777
0.618 1.0748
0.500 1.0740
0.382 1.0731
LOW 1.0702
0.618 1.0656
1.000 1.0627
1.618 1.0581
2.618 1.0506
4.250 1.0383
Fisher Pivots for day following 01-Sep-2009
Pivot 1 day 3 day
R1 1.0754 1.0747
PP 1.0747 1.0732
S1 1.0740 1.0718

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

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