CME Japanese Yen Future December 2009


Trading Metrics calculated at close of trading on 27-Jul-2009
Day Change Summary
Previous Current
24-Jul-2009 27-Jul-2009 Change Change % Previous Week
Open 1.0552 1.0560 0.0008 0.1% 1.0617
High 1.0583 1.0560 -0.0023 -0.2% 1.0735
Low 1.0552 1.0504 -0.0048 -0.5% 1.0549
Close 1.0573 1.0518 -0.0055 -0.5% 1.0573
Range 0.0031 0.0056 0.0025 80.6% 0.0186
ATR 0.0085 0.0084 -0.0001 -1.4% 0.0000
Volume 51 109 58 113.7% 271
Daily Pivots for day following 27-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.0695 1.0663 1.0549
R3 1.0639 1.0607 1.0533
R2 1.0583 1.0583 1.0528
R1 1.0551 1.0551 1.0523 1.0539
PP 1.0527 1.0527 1.0527 1.0522
S1 1.0495 1.0495 1.0513 1.0483
S2 1.0471 1.0471 1.0508
S3 1.0415 1.0439 1.0503
S4 1.0359 1.0383 1.0487
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.1177 1.1061 1.0675
R3 1.0991 1.0875 1.0624
R2 1.0805 1.0805 1.0607
R1 1.0689 1.0689 1.0590 1.0654
PP 1.0619 1.0619 1.0619 1.0602
S1 1.0503 1.0503 1.0556 1.0468
S2 1.0433 1.0433 1.0539
S3 1.0247 1.0317 1.0522
S4 1.0061 1.0131 1.0471
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0735 1.0504 0.0231 2.2% 0.0060 0.6% 6% False True 71
10 1.0788 1.0504 0.0284 2.7% 0.0062 0.6% 5% False True 48
20 1.0895 1.0360 0.0535 5.1% 0.0073 0.7% 30% False False 51
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0798
2.618 1.0707
1.618 1.0651
1.000 1.0616
0.618 1.0595
HIGH 1.0560
0.618 1.0539
0.500 1.0532
0.382 1.0525
LOW 1.0504
0.618 1.0469
1.000 1.0448
1.618 1.0413
2.618 1.0357
4.250 1.0266
Fisher Pivots for day following 27-Jul-2009
Pivot 1 day 3 day
R1 1.0532 1.0566
PP 1.0527 1.0550
S1 1.0523 1.0534

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

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