CME Japanese Yen Future December 2009


Trading Metrics calculated at close of trading on 14-Jul-2009
Day Change Summary
Previous Current
13-Jul-2009 14-Jul-2009 Change Change % Previous Week
Open 1.0875 1.0767 -0.0108 -1.0% 1.0515
High 1.0875 1.0788 -0.0087 -0.8% 1.0895
Low 1.0790 1.0740 -0.0050 -0.5% 1.0505
Close 1.0787 1.0738 -0.0049 -0.5% 1.0849
Range 0.0085 0.0048 -0.0037 -43.5% 0.0390
ATR 0.0082 0.0080 -0.0002 -3.0% 0.0000
Volume 17 20 3 17.6% 329
Daily Pivots for day following 14-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.0899 1.0867 1.0764
R3 1.0851 1.0819 1.0751
R2 1.0803 1.0803 1.0747
R1 1.0771 1.0771 1.0742 1.0763
PP 1.0755 1.0755 1.0755 1.0752
S1 1.0723 1.0723 1.0734 1.0715
S2 1.0707 1.0707 1.0729
S3 1.0659 1.0675 1.0725
S4 1.0611 1.0627 1.0712
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 1.0567 0.0328 3.1% 0.0129 1.2% 52% False False 47
10 1.0895 1.0360 0.0535 5.0% 0.0078 0.7% 71% False False 53
20 1.0895 1.0360 0.0535 5.0% 0.0065 0.6% 71% False False 36
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.0007
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0992
2.618 1.0914
1.618 1.0866
1.000 1.0836
0.618 1.0818
HIGH 1.0788
0.618 1.0770
0.500 1.0764
0.382 1.0758
LOW 1.0740
0.618 1.0710
1.000 1.0692
1.618 1.0662
2.618 1.0614
4.250 1.0536
Fisher Pivots for day following 14-Jul-2009
Pivot 1 day 3 day
R1 1.0764 1.0808
PP 1.0755 1.0784
S1 1.0747 1.0761

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

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