CME Japanese Yen Future December 2009


Trading Metrics calculated at close of trading on 02-Sep-2009
Day Change Summary
Previous Current
01-Sep-2009 02-Sep-2009 Change Change % Previous Week
Open 1.0769 1.0767 -0.0002 0.0% 1.0566
High 1.0782 1.0864 0.0082 0.8% 1.0732
Low 1.0710 1.0758 0.0048 0.4% 1.0533
Close 1.0768 1.0858 0.0090 0.8% 1.0690
Range 0.0072 0.0106 0.0034 47.2% 0.0199
ATR 0.0097 0.0098 0.0001 0.6% 0.0000
Volume 2,159 3,209 1,050 48.6% 2,411
Daily Pivots for day following 02-Sep-2009
Classic Woodie Camarilla DeMark
R4 1.1145 1.1107 1.0916
R3 1.1039 1.1001 1.0887
R2 1.0933 1.0933 1.0877
R1 1.0895 1.0895 1.0868 1.0914
PP 1.0827 1.0827 1.0827 1.0836
S1 1.0789 1.0789 1.0848 1.0808
S2 1.0721 1.0721 1.0839
S3 1.0615 1.0683 1.0829
S4 1.0509 1.0577 1.0800
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 1.0864 1.0614 0.0250 2.3% 0.0095 0.9% 98% True False 1,538
10 1.0864 1.0533 0.0331 3.0% 0.0089 0.8% 98% True False 913
20 1.0864 1.0244 0.0620 5.7% 0.0101 0.9% 99% True False 502
40 1.0875 1.0244 0.0631 5.8% 0.0091 0.8% 97% False False 298
60 1.0895 1.0186 0.0709 6.5% 0.0078 0.7% 95% False False 208
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 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1315
2.618 1.1142
1.618 1.1036
1.000 1.0970
0.618 1.0930
HIGH 1.0864
0.618 1.0824
0.500 1.0811
0.382 1.0798
LOW 1.0758
0.618 1.0692
1.000 1.0652
1.618 1.0586
2.618 1.0480
4.250 1.0308
Fisher Pivots for day following 02-Sep-2009
Pivot 1 day 3 day
R1 1.0842 1.0834
PP 1.0827 1.0809
S1 1.0811 1.0785

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

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