CME Japanese Yen Future December 2009


Trading Metrics calculated at close of trading on 10-Sep-2009
Day Change Summary
Previous Current
09-Sep-2009 10-Sep-2009 Change Change % Previous Week
Open 1.0842 1.0878 0.0036 0.3% 1.0706
High 1.0924 1.0944 0.0020 0.2% 1.0882
Low 1.0806 1.0845 0.0039 0.4% 1.0705
Close 1.0856 1.0909 0.0053 0.5% 1.0758
Range 0.0118 0.0099 -0.0019 -16.1% 0.0177
ATR 0.0103 0.0103 0.0000 -0.3% 0.0000
Volume 26,697 55,668 28,971 108.5% 11,956
Daily Pivots for day following 10-Sep-2009
Classic Woodie Camarilla DeMark
R4 1.1196 1.1152 1.0963
R3 1.1097 1.1053 1.0936
R2 1.0998 1.0998 1.0927
R1 1.0954 1.0954 1.0918 1.0976
PP 1.0899 1.0899 1.0899 1.0911
S1 1.0855 1.0855 1.0900 1.0877
S2 1.0800 1.0800 1.0891
S3 1.0701 1.0756 1.0882
S4 1.0602 1.0657 1.0855
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 1.0944 1.0727 0.0217 2.0% 0.0114 1.0% 84% True False 19,394
10 1.0944 1.0614 0.0330 3.0% 0.0105 1.0% 89% True False 10,466
20 1.0944 1.0401 0.0543 5.0% 0.0097 0.9% 94% True False 5,333
40 1.0944 1.0244 0.0700 6.4% 0.0094 0.9% 95% True False 2,716
60 1.0944 1.0244 0.0700 6.4% 0.0084 0.8% 95% True False 1,823
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.0022
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1365
2.618 1.1203
1.618 1.1104
1.000 1.1043
0.618 1.1005
HIGH 1.0944
0.618 1.0906
0.500 1.0895
0.382 1.0883
LOW 1.0845
0.618 1.0784
1.000 1.0746
1.618 1.0685
2.618 1.0586
4.250 1.0424
Fisher Pivots for day following 10-Sep-2009
Pivot 1 day 3 day
R1 1.0904 1.0885
PP 1.0899 1.0860
S1 1.0895 1.0836

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

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