CME Japanese Yen Future December 2009


Trading Metrics calculated at close of trading on 24-Aug-2009
Day Change Summary
Previous Current
21-Aug-2009 24-Aug-2009 Change Change % Previous Week
Open 1.0625 1.0566 -0.0059 -0.6% 1.0573
High 1.0710 1.0600 -0.0110 -1.0% 1.0710
Low 1.0574 1.0533 -0.0041 -0.4% 1.0508
Close 1.0620 1.0590 -0.0030 -0.3% 1.0620
Range 0.0136 0.0067 -0.0069 -50.7% 0.0202
ATR 0.0103 0.0102 -0.0001 -1.1% 0.0000
Volume 237 259 22 9.3% 877
Daily Pivots for day following 24-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.0775 1.0750 1.0627
R3 1.0708 1.0683 1.0608
R2 1.0641 1.0641 1.0602
R1 1.0616 1.0616 1.0596 1.0629
PP 1.0574 1.0574 1.0574 1.0581
S1 1.0549 1.0549 1.0584 1.0562
S2 1.0507 1.0507 1.0578
S3 1.0440 1.0482 1.0572
S4 1.0373 1.0415 1.0553
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.1219 1.1121 1.0731
R3 1.1017 1.0919 1.0676
R2 1.0815 1.0815 1.0657
R1 1.0717 1.0717 1.0639 1.0766
PP 1.0613 1.0613 1.0613 1.0637
S1 1.0515 1.0515 1.0601 1.0564
S2 1.0411 1.0411 1.0583
S3 1.0209 1.0313 1.0564
S4 1.0007 1.0111 1.0509
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0710 1.0508 0.0202 1.9% 0.0098 0.9% 41% False False 210
10 1.0710 1.0329 0.0381 3.6% 0.0103 1.0% 69% False False 141
20 1.0710 1.0244 0.0466 4.4% 0.0106 1.0% 74% False False 140
40 1.0895 1.0244 0.0651 6.1% 0.0089 0.8% 53% False False 96
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.0020
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0885
2.618 1.0775
1.618 1.0708
1.000 1.0667
0.618 1.0641
HIGH 1.0600
0.618 1.0574
0.500 1.0567
0.382 1.0559
LOW 1.0533
0.618 1.0492
1.000 1.0466
1.618 1.0425
2.618 1.0358
4.250 1.0248
Fisher Pivots for day following 24-Aug-2009
Pivot 1 day 3 day
R1 1.0582 1.0622
PP 1.0574 1.0611
S1 1.0567 1.0601

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

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