CME Japanese Yen Future December 2009


Trading Metrics calculated at close of trading on 13-Oct-2009
Day Change Summary
Previous Current
12-Oct-2009 13-Oct-2009 Change Change % Previous Week
Open 1.1150 1.1140 -0.0010 -0.1% 1.1182
High 1.1161 1.1186 0.0025 0.2% 1.1368
Low 1.1059 1.1092 0.0033 0.3% 1.1118
Close 1.1140 1.1140 0.0000 0.0% 1.1140
Range 0.0102 0.0094 -0.0008 -7.8% 0.0250
ATR 0.0129 0.0127 -0.0003 -1.9% 0.0000
Volume 115,306 64,878 -50,428 -43.7% 462,798
Daily Pivots for day following 13-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.1421 1.1375 1.1192
R3 1.1327 1.1281 1.1166
R2 1.1233 1.1233 1.1157
R1 1.1187 1.1187 1.1149 1.1187
PP 1.1139 1.1139 1.1139 1.1140
S1 1.1093 1.1093 1.1131 1.1093
S2 1.1045 1.1045 1.1123
S3 1.0951 1.0999 1.1114
S4 1.0857 1.0905 1.1088
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.1959 1.1799 1.1278
R3 1.1709 1.1549 1.1209
R2 1.1459 1.1459 1.1186
R1 1.1299 1.1299 1.1163 1.1254
PP 1.1209 1.1209 1.1209 1.1186
S1 1.1049 1.1049 1.1117 1.1004
S2 1.0959 1.0959 1.1094
S3 1.0709 1.0799 1.1071
S4 1.0459 1.0549 1.1003
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1368 1.1059 0.0309 2.8% 0.0129 1.2% 26% False False 93,686
10 1.1368 1.1059 0.0309 2.8% 0.0124 1.1% 26% False False 91,509
20 1.1368 1.0812 0.0556 5.0% 0.0134 1.2% 59% False False 93,668
40 1.1368 1.0508 0.0860 7.7% 0.0119 1.1% 73% False False 56,413
60 1.1368 1.0244 0.1124 10.1% 0.0112 1.0% 80% False False 37,644
80 1.1368 1.0244 0.1124 10.1% 0.0102 0.9% 80% False False 28,242
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0030
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1586
2.618 1.1432
1.618 1.1338
1.000 1.1280
0.618 1.1244
HIGH 1.1186
0.618 1.1150
0.500 1.1139
0.382 1.1128
LOW 1.1092
0.618 1.1034
1.000 1.0998
1.618 1.0940
2.618 1.0846
4.250 1.0693
Fisher Pivots for day following 13-Oct-2009
Pivot 1 day 3 day
R1 1.1140 1.1191
PP 1.1139 1.1174
S1 1.1139 1.1157

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

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