CME Japanese Yen Future December 2009


Trading Metrics calculated at close of trading on 17-Jul-2009
Day Change Summary
Previous Current
16-Jul-2009 17-Jul-2009 Change Change % Previous Week
Open 1.0697 1.0704 0.0007 0.1% 1.0875
High 1.0706 1.0708 0.0002 0.0% 1.0875
Low 1.0697 1.0613 -0.0084 -0.8% 1.0613
Close 1.0686 1.0627 -0.0059 -0.6% 1.0627
Range 0.0009 0.0095 0.0086 955.6% 0.0262
ATR 0.0083 0.0084 0.0001 1.0% 0.0000
Volume 8 14 6 75.0% 118
Daily Pivots for day following 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.0934 1.0876 1.0679
R3 1.0839 1.0781 1.0653
R2 1.0744 1.0744 1.0644
R1 1.0686 1.0686 1.0636 1.0668
PP 1.0649 1.0649 1.0649 1.0640
S1 1.0591 1.0591 1.0618 1.0573
S2 1.0554 1.0554 1.0610
S3 1.0459 1.0496 1.0601
S4 1.0364 1.0401 1.0575
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.1491 1.1321 1.0771
R3 1.1229 1.1059 1.0699
R2 1.0967 1.0967 1.0675
R1 1.0797 1.0797 1.0651 1.0751
PP 1.0705 1.0705 1.0705 1.0682
S1 1.0535 1.0535 1.0603 1.0489
S2 1.0443 1.0443 1.0579
S3 1.0181 1.0273 1.0555
S4 0.9919 1.0011 1.0483
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0875 1.0613 0.0262 2.5% 0.0068 0.6% 5% False True 23
10 1.0895 1.0505 0.0390 3.7% 0.0093 0.9% 31% False False 44
20 1.0895 1.0360 0.0535 5.0% 0.0069 0.6% 50% 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 True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1112
2.618 1.0957
1.618 1.0862
1.000 1.0803
0.618 1.0767
HIGH 1.0708
0.618 1.0672
0.500 1.0661
0.382 1.0649
LOW 1.0613
0.618 1.0554
1.000 1.0518
1.618 1.0459
2.618 1.0364
4.250 1.0209
Fisher Pivots for day following 17-Jul-2009
Pivot 1 day 3 day
R1 1.0661 1.0665
PP 1.0649 1.0652
S1 1.0638 1.0640

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

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