CME Japanese Yen Future December 2009


Trading Metrics calculated at close of trading on 04-Aug-2009
Day Change Summary
Previous Current
03-Aug-2009 04-Aug-2009 Change Change % Previous Week
Open 1.0576 1.0523 -0.0053 -0.5% 1.0560
High 1.0576 1.0610 0.0034 0.3% 1.0645
Low 1.0495 1.0503 0.0008 0.1% 1.0444
Close 1.0505 1.0512 0.0007 0.1% 1.0563
Range 0.0081 0.0107 0.0026 32.1% 0.0201
ATR 0.0091 0.0092 0.0001 1.2% 0.0000
Volume 105 54 -51 -48.6% 1,152
Daily Pivots for day following 04-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.0863 1.0794 1.0571
R3 1.0756 1.0687 1.0541
R2 1.0649 1.0649 1.0532
R1 1.0580 1.0580 1.0522 1.0561
PP 1.0542 1.0542 1.0542 1.0532
S1 1.0473 1.0473 1.0502 1.0454
S2 1.0435 1.0435 1.0492
S3 1.0328 1.0366 1.0483
S4 1.0221 1.0259 1.0453
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.1154 1.1059 1.0674
R3 1.0953 1.0858 1.0618
R2 1.0752 1.0752 1.0600
R1 1.0657 1.0657 1.0581 1.0705
PP 1.0551 1.0551 1.0551 1.0574
S1 1.0456 1.0456 1.0545 1.0504
S2 1.0350 1.0350 1.0526
S3 1.0149 1.0255 1.0508
S4 0.9948 1.0054 1.0452
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0625 1.0444 0.0181 1.7% 0.0104 1.0% 38% False False 190
10 1.0735 1.0444 0.0291 2.8% 0.0088 0.8% 23% False False 140
20 1.0895 1.0444 0.0451 4.3% 0.0093 0.9% 15% False False 95
40 1.0895 1.0186 0.0709 6.7% 0.0065 0.6% 46% False False 60
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1065
2.618 1.0890
1.618 1.0783
1.000 1.0717
0.618 1.0676
HIGH 1.0610
0.618 1.0569
0.500 1.0557
0.382 1.0544
LOW 1.0503
0.618 1.0437
1.000 1.0396
1.618 1.0330
2.618 1.0223
4.250 1.0048
Fisher Pivots for day following 04-Aug-2009
Pivot 1 day 3 day
R1 1.0557 1.0537
PP 1.0542 1.0529
S1 1.0527 1.0520

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

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