CME Japanese Yen Future December 2009


Trading Metrics calculated at close of trading on 01-Sep-2009
Day Change Summary
Previous Current
31-Aug-2009 01-Sep-2009 Change Change % Previous Week
Open 1.0706 1.0769 0.0063 0.6% 1.0566
High 1.0813 1.0782 -0.0031 -0.3% 1.0732
Low 1.0705 1.0710 0.0005 0.0% 1.0533
Close 1.0762 1.0768 0.0006 0.1% 1.0690
Range 0.0108 0.0072 -0.0036 -33.3% 0.0199
ATR 0.0099 0.0097 -0.0002 -2.0% 0.0000
Volume 935 2,159 1,224 130.9% 2,411
Daily Pivots for day following 01-Sep-2009
Classic Woodie Camarilla DeMark
R4 1.0969 1.0941 1.0808
R3 1.0897 1.0869 1.0788
R2 1.0825 1.0825 1.0781
R1 1.0797 1.0797 1.0775 1.0775
PP 1.0753 1.0753 1.0753 1.0743
S1 1.0725 1.0725 1.0761 1.0703
S2 1.0681 1.0681 1.0755
S3 1.0609 1.0653 1.0748
S4 1.0537 1.0581 1.0728
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.1249 1.1168 1.0799
R3 1.1050 1.0969 1.0745
R2 1.0851 1.0851 1.0726
R1 1.0770 1.0770 1.0708 1.0811
PP 1.0652 1.0652 1.0652 1.0672
S1 1.0571 1.0571 1.0672 1.0612
S2 1.0453 1.0453 1.0654
S3 1.0254 1.0372 1.0635
S4 1.0055 1.0173 1.0581
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0813 1.0576 0.0237 2.2% 0.0089 0.8% 81% False False 998
10 1.0813 1.0533 0.0280 2.6% 0.0091 0.8% 84% False False 623
20 1.0813 1.0244 0.0569 5.3% 0.0099 0.9% 92% False False 342
40 1.0895 1.0244 0.0651 6.0% 0.0096 0.9% 80% False False 218
60 1.0895 1.0186 0.0709 6.6% 0.0076 0.7% 82% False False 154
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1088
2.618 1.0970
1.618 1.0898
1.000 1.0854
0.618 1.0826
HIGH 1.0782
0.618 1.0754
0.500 1.0746
0.382 1.0738
LOW 1.0710
0.618 1.0666
1.000 1.0638
1.618 1.0594
2.618 1.0522
4.250 1.0404
Fisher Pivots for day following 01-Sep-2009
Pivot 1 day 3 day
R1 1.0761 1.0754
PP 1.0753 1.0739
S1 1.0746 1.0725

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

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