CME Japanese Yen Future December 2009


Trading Metrics calculated at close of trading on 13-Jul-2009
Day Change Summary
Previous Current
10-Jul-2009 13-Jul-2009 Change Change % Previous Week
Open 1.0784 1.0875 0.0091 0.8% 1.0515
High 1.0854 1.0875 0.0021 0.2% 1.0895
Low 1.0784 1.0790 0.0006 0.1% 1.0505
Close 1.0849 1.0787 -0.0062 -0.6% 1.0849
Range 0.0070 0.0085 0.0015 21.4% 0.0390
ATR 0.0082 0.0082 0.0000 0.3% 0.0000
Volume 27 17 -10 -37.0% 329
Daily Pivots for day following 13-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.1072 1.1015 1.0834
R3 1.0987 1.0930 1.0810
R2 1.0902 1.0902 1.0803
R1 1.0845 1.0845 1.0795 1.0831
PP 1.0817 1.0817 1.0817 1.0811
S1 1.0760 1.0760 1.0779 1.0746
S2 1.0732 1.0732 1.0771
S3 1.0647 1.0675 1.0764
S4 1.0562 1.0590 1.0740
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.1920 1.1774 1.1064
R3 1.1530 1.1384 1.0956
R2 1.1140 1.1140 1.0921
R1 1.0994 1.0994 1.0885 1.1067
PP 1.0750 1.0750 1.0750 1.0786
S1 1.0604 1.0604 1.0813 1.0677
S2 1.0360 1.0360 1.0778
S3 0.9970 1.0214 1.0742
S4 0.9580 0.9824 1.0635
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0895 1.0513 0.0382 3.5% 0.0124 1.1% 72% False False 51
10 1.0895 1.0360 0.0535 5.0% 0.0084 0.8% 80% False False 54
20 1.0895 1.0335 0.0560 5.2% 0.0065 0.6% 81% False False 35
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1236
2.618 1.1098
1.618 1.1013
1.000 1.0960
0.618 1.0928
HIGH 1.0875
0.618 1.0843
0.500 1.0833
0.382 1.0822
LOW 1.0790
0.618 1.0737
1.000 1.0705
1.618 1.0652
2.618 1.0567
4.250 1.0429
Fisher Pivots for day following 13-Jul-2009
Pivot 1 day 3 day
R1 1.0833 1.0792
PP 1.0817 1.0790
S1 1.0802 1.0789

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

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