CME Japanese Yen Future December 2009


Trading Metrics calculated at close of trading on 26-Aug-2009
Day Change Summary
Previous Current
25-Aug-2009 26-Aug-2009 Change Change % Previous Week
Open 1.0591 1.0630 0.0039 0.4% 1.0573
High 1.0650 1.0650 0.0000 0.0% 1.0710
Low 1.0582 1.0576 -0.0006 -0.1% 1.0508
Close 1.0627 1.0628 0.0001 0.0% 1.0620
Range 0.0068 0.0074 0.0006 8.8% 0.0202
ATR 0.0100 0.0098 -0.0002 -1.8% 0.0000
Volume 252 513 261 103.6% 877
Daily Pivots for day following 26-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.0840 1.0808 1.0669
R3 1.0766 1.0734 1.0648
R2 1.0692 1.0692 1.0642
R1 1.0660 1.0660 1.0635 1.0639
PP 1.0618 1.0618 1.0618 1.0608
S1 1.0586 1.0586 1.0621 1.0565
S2 1.0544 1.0544 1.0614
S3 1.0470 1.0512 1.0608
S4 1.0396 1.0438 1.0587
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 1.0533 0.0177 1.7% 0.0083 0.8% 54% False False 288
10 1.0710 1.0401 0.0309 2.9% 0.0090 0.8% 73% False False 200
20 1.0710 1.0244 0.0466 4.4% 0.0101 0.9% 82% False False 156
40 1.0895 1.0244 0.0651 6.1% 0.0090 0.8% 59% False False 112
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0965
2.618 1.0844
1.618 1.0770
1.000 1.0724
0.618 1.0696
HIGH 1.0650
0.618 1.0622
0.500 1.0613
0.382 1.0604
LOW 1.0576
0.618 1.0530
1.000 1.0502
1.618 1.0456
2.618 1.0382
4.250 1.0262
Fisher Pivots for day following 26-Aug-2009
Pivot 1 day 3 day
R1 1.0623 1.0616
PP 1.0618 1.0604
S1 1.0613 1.0592

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

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