CME Japanese Yen Future December 2009

Trading Metrics calculated at close of trading on 10-Aug-2009

Day Change Summary
	Previous	Current
	07-Aug-2009	10-Aug-2009	Change	Change %	Previous Week
Open	1.0489	1.0294	-0.0195	-1.9%	1.0576
High	1.0517	1.0313	-0.0204	-1.9%	1.0610
Low	1.0244	1.0275	0.0031	0.3%	1.0244
Close	1.0260	1.0318	0.0058	0.6%	1.0260
Range	0.0273	0.0038	-0.0235	-86.1%	0.0366
ATR	0.0103	0.0099	-0.0004	-3.5%	0.0000
Volume	34	126	92	270.6%	229

Daily Pivots for day following 10-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.0416	1.0405	1.0339
R3	1.0378	1.0367	1.0328
R2	1.0340	1.0340	1.0325
R1	1.0329	1.0329	1.0321	1.0335
PP	1.0302	1.0302	1.0302	1.0305
S1	1.0291	1.0291	1.0315	1.0297
S2	1.0264	1.0264	1.0311
S3	1.0226	1.0253	1.0308
S4	1.0188	1.0215	1.0297

Weekly Pivots for week ending 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1469	1.1231	1.0461
R3	1.1103	1.0865	1.0361
R2	1.0737	1.0737	1.0327
R1	1.0499	1.0499	1.0294	1.0435
PP	1.0371	1.0371	1.0371	1.0340
S1	1.0133	1.0133	1.0226	1.0069
S2	1.0005	1.0005	1.0193
S3	0.9639	0.9767	1.0159
S4	0.9273	0.9401	1.0059

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0610	1.0244	0.0366	3.5%	0.0110	1.1%	20%	False	False	50
10	1.0645	1.0244	0.0401	3.9%	0.0109	1.1%	18%	False	False	139
20	1.0788	1.0244	0.0544	5.3%	0.0085	0.8%	14%	False	False	93
40	1.0895	1.0244	0.0651	6.3%	0.0075	0.7%	11%	False	False	64

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1.0475
2.618	1.0412
1.618	1.0374
1.000	1.0351
0.618	1.0336
HIGH	1.0313
0.618	1.0298
0.500	1.0294
0.382	1.0290
LOW	1.0275
0.618	1.0252
1.000	1.0237
1.618	1.0214
2.618	1.0176
4.250	1.0114

Fisher Pivots for day following 10-Aug-2009
Pivot	1 day	3 day
R1	1.0310	1.0388
PP	1.0302	1.0364
S1	1.0294	1.0341

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols