CME Japanese Yen Future December 2009


Trading Metrics calculated at close of trading on 26-Oct-2009
Day Change Summary
Previous Current
23-Oct-2009 26-Oct-2009 Change Change % Previous Week
Open 1.0955 1.0858 -0.0097 -0.9% 1.0998
High 1.0958 1.0923 -0.0035 -0.3% 1.1105
Low 1.0857 1.0838 -0.0019 -0.2% 1.0857
Close 1.0858 1.0844 -0.0014 -0.1% 1.0858
Range 0.0101 0.0085 -0.0016 -15.8% 0.0248
ATR 0.0122 0.0119 -0.0003 -2.2% 0.0000
Volume 95,106 92,601 -2,505 -2.6% 450,258
Daily Pivots for day following 26-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.1123 1.1069 1.0891
R3 1.1038 1.0984 1.0867
R2 1.0953 1.0953 1.0860
R1 1.0899 1.0899 1.0852 1.0884
PP 1.0868 1.0868 1.0868 1.0861
S1 1.0814 1.0814 1.0836 1.0799
S2 1.0783 1.0783 1.0828
S3 1.0698 1.0729 1.0821
S4 1.0613 1.0644 1.0797
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.1684 1.1519 1.0994
R3 1.1436 1.1271 1.0926
R2 1.1188 1.1188 1.0903
R1 1.1023 1.1023 1.0881 1.0982
PP 1.0940 1.0940 1.0940 1.0919
S1 1.0775 1.0775 1.0835 1.0734
S2 1.0692 1.0692 1.0813
S3 1.0444 1.0527 1.0790
S4 1.0196 1.0279 1.0722
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1105 1.0838 0.0267 2.5% 0.0104 1.0% 2% False True 88,172
10 1.1261 1.0838 0.0423 3.9% 0.0113 1.0% 1% False True 97,108
20 1.1368 1.0838 0.0530 4.9% 0.0119 1.1% 1% False True 96,208
40 1.1368 1.0705 0.0663 6.1% 0.0124 1.1% 21% False False 78,988
60 1.1368 1.0244 0.1124 10.4% 0.0116 1.1% 53% False False 52,724
80 1.1368 1.0244 0.1124 10.4% 0.0109 1.0% 53% False False 39,566
100 1.1368 1.0186 0.1182 10.9% 0.0094 0.9% 56% False False 31,657
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0024
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.1284
2.618 1.1146
1.618 1.1061
1.000 1.1008
0.618 1.0976
HIGH 1.0923
0.618 1.0891
0.500 1.0881
0.382 1.0870
LOW 1.0838
0.618 1.0785
1.000 1.0753
1.618 1.0700
2.618 1.0615
4.250 1.0477
Fisher Pivots for day following 26-Oct-2009
Pivot 1 day 3 day
R1 1.0881 1.0929
PP 1.0868 1.0901
S1 1.0856 1.0872

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

View Archives - Comment on this page... - Back to Index of Symbols