CME Japanese Yen Future December 2009


Trading Metrics calculated at close of trading on 28-Jul-2009
Day Change Summary
Previous Current
27-Jul-2009 28-Jul-2009 Change Change % Previous Week
Open 1.0560 1.0516 -0.0044 -0.4% 1.0617
High 1.0560 1.0645 0.0085 0.8% 1.0735
Low 1.0504 1.0516 0.0012 0.1% 1.0549
Close 1.0518 1.0592 0.0074 0.7% 1.0573
Range 0.0056 0.0129 0.0073 130.4% 0.0186
ATR 0.0084 0.0087 0.0003 3.8% 0.0000
Volume 109 251 142 130.3% 271
Daily Pivots for day following 28-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.0971 1.0911 1.0663
R3 1.0842 1.0782 1.0627
R2 1.0713 1.0713 1.0616
R1 1.0653 1.0653 1.0604 1.0683
PP 1.0584 1.0584 1.0584 1.0600
S1 1.0524 1.0524 1.0580 1.0554
S2 1.0455 1.0455 1.0568
S3 1.0326 1.0395 1.0557
S4 1.0197 1.0266 1.0521
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% 0.0072 0.7% 38% False False 91
10 1.0735 1.0504 0.0231 2.2% 0.0070 0.7% 38% False False 71
20 1.0895 1.0360 0.0535 5.1% 0.0074 0.7% 43% False False 62
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.1193
2.618 1.0983
1.618 1.0854
1.000 1.0774
0.618 1.0725
HIGH 1.0645
0.618 1.0596
0.500 1.0581
0.382 1.0565
LOW 1.0516
0.618 1.0436
1.000 1.0387
1.618 1.0307
2.618 1.0178
4.250 0.9968
Fisher Pivots for day following 28-Jul-2009
Pivot 1 day 3 day
R1 1.0588 1.0586
PP 1.0584 1.0580
S1 1.0581 1.0575

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

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