CME Japanese Yen Future December 2009


Trading Metrics calculated at close of trading on 04-Sep-2009
Day Change Summary
Previous Current
03-Sep-2009 04-Sep-2009 Change Change % Previous Week
Open 1.0845 1.0803 -0.0042 -0.4% 1.0706
High 1.0882 1.0844 -0.0038 -0.3% 1.0882
Low 1.0785 1.0730 -0.0055 -0.5% 1.0705
Close 1.0813 1.0758 -0.0055 -0.5% 1.0758
Range 0.0097 0.0114 0.0017 17.5% 0.0177
ATR 0.0098 0.0099 0.0001 1.2% 0.0000
Volume 3,495 2,158 -1,337 -38.3% 11,956
Daily Pivots for day following 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 1.1119 1.1053 1.0821
R3 1.1005 1.0939 1.0789
R2 1.0891 1.0891 1.0779
R1 1.0825 1.0825 1.0768 1.0801
PP 1.0777 1.0777 1.0777 1.0766
S1 1.0711 1.0711 1.0748 1.0687
S2 1.0663 1.0663 1.0737
S3 1.0549 1.0597 1.0727
S4 1.0435 1.0483 1.0695
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 1.1313 1.1212 1.0855
R3 1.1136 1.1035 1.0807
R2 1.0959 1.0959 1.0790
R1 1.0858 1.0858 1.0774 1.0909
PP 1.0782 1.0782 1.0782 1.0807
S1 1.0681 1.0681 1.0742 1.0732
S2 1.0605 1.0605 1.0726
S3 1.0428 1.0504 1.0709
S4 1.0251 1.0327 1.0661
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0882 1.0705 0.0177 1.6% 0.0099 0.9% 30% False False 2,391
10 1.0882 1.0533 0.0349 3.2% 0.0090 0.8% 64% False False 1,436
20 1.0882 1.0275 0.0607 5.6% 0.0095 0.9% 80% False False 782
40 1.0882 1.0244 0.0638 5.9% 0.0091 0.8% 81% False False 435
60 1.0895 1.0210 0.0685 6.4% 0.0081 0.8% 80% False False 302
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1329
2.618 1.1142
1.618 1.1028
1.000 1.0958
0.618 1.0914
HIGH 1.0844
0.618 1.0800
0.500 1.0787
0.382 1.0774
LOW 1.0730
0.618 1.0660
1.000 1.0616
1.618 1.0546
2.618 1.0432
4.250 1.0246
Fisher Pivots for day following 04-Sep-2009
Pivot 1 day 3 day
R1 1.0787 1.0806
PP 1.0777 1.0790
S1 1.0768 1.0774

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

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