CME Japanese Yen Future December 2009


Trading Metrics calculated at close of trading on 11-Sep-2009
Day Change Summary
Previous Current
10-Sep-2009 11-Sep-2009 Change Change % Previous Week
Open 1.0878 1.0907 0.0029 0.3% 1.0766
High 1.0944 1.1092 0.0148 1.4% 1.1092
Low 1.0845 1.0903 0.0058 0.5% 1.0727
Close 1.0909 1.1048 0.0139 1.3% 1.1048
Range 0.0099 0.0189 0.0090 90.9% 0.0365
ATR 0.0103 0.0109 0.0006 6.0% 0.0000
Volume 55,668 78,939 23,271 41.8% 170,259
Daily Pivots for day following 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 1.1581 1.1504 1.1152
R3 1.1392 1.1315 1.1100
R2 1.1203 1.1203 1.1083
R1 1.1126 1.1126 1.1065 1.1165
PP 1.1014 1.1014 1.1014 1.1034
S1 1.0937 1.0937 1.1031 1.0976
S2 1.0825 1.0825 1.1013
S3 1.0636 1.0748 1.0996
S4 1.0447 1.0559 1.0944
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 1.2051 1.1914 1.1249
R3 1.1686 1.1549 1.1148
R2 1.1321 1.1321 1.1115
R1 1.1184 1.1184 1.1081 1.1253
PP 1.0956 1.0956 1.0956 1.0990
S1 1.0819 1.0819 1.1015 1.0888
S2 1.0591 1.0591 1.0981
S3 1.0226 1.0454 1.0948
S4 0.9861 1.0089 1.0847
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1092 1.0727 0.0365 3.3% 0.0133 1.2% 88% True False 34,483
10 1.1092 1.0636 0.0456 4.1% 0.0112 1.0% 90% True False 18,318
20 1.1092 1.0508 0.0584 5.3% 0.0101 0.9% 92% True False 9,279
40 1.1092 1.0244 0.0848 7.7% 0.0099 0.9% 95% True False 4,689
60 1.1092 1.0244 0.0848 7.7% 0.0087 0.8% 95% True False 3,137
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 1.1895
2.618 1.1587
1.618 1.1398
1.000 1.1281
0.618 1.1209
HIGH 1.1092
0.618 1.1020
0.500 1.0998
0.382 1.0975
LOW 1.0903
0.618 1.0786
1.000 1.0714
1.618 1.0597
2.618 1.0408
4.250 1.0100
Fisher Pivots for day following 11-Sep-2009
Pivot 1 day 3 day
R1 1.1031 1.1015
PP 1.1014 1.0982
S1 1.0998 1.0949

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

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