CME Japanese Yen Future December 2009


Trading Metrics calculated at close of trading on 11-Nov-2009
Day Change Summary
Previous Current
10-Nov-2009 11-Nov-2009 Change Change % Previous Week
Open 1.1119 1.1136 0.0017 0.2% 1.1153
High 1.1158 1.1202 0.0044 0.4% 1.1183
Low 1.1088 1.1107 0.0019 0.2% 1.0942
Close 1.1143 1.1125 -0.0018 -0.2% 1.1118
Range 0.0070 0.0095 0.0025 35.7% 0.0241
ATR 0.0122 0.0120 -0.0002 -1.6% 0.0000
Volume 64,831 77,757 12,926 19.9% 472,667
Daily Pivots for day following 11-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.1430 1.1372 1.1177
R3 1.1335 1.1277 1.1151
R2 1.1240 1.1240 1.1142
R1 1.1182 1.1182 1.1134 1.1164
PP 1.1145 1.1145 1.1145 1.1135
S1 1.1087 1.1087 1.1116 1.1069
S2 1.1050 1.1050 1.1108
S3 1.0955 1.0992 1.1099
S4 1.0860 1.0897 1.1073
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.1804 1.1702 1.1251
R3 1.1563 1.1461 1.1184
R2 1.1322 1.1322 1.1162
R1 1.1220 1.1220 1.1140 1.1151
PP 1.1081 1.1081 1.1081 1.1046
S1 1.0979 1.0979 1.1096 1.0910
S2 1.0840 1.0840 1.1074
S3 1.0599 1.0738 1.1052
S4 1.0358 1.0497 1.0985
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1202 1.1007 0.0195 1.8% 0.0099 0.9% 61% True False 89,683
10 1.1202 1.0916 0.0286 2.6% 0.0128 1.1% 73% True False 98,349
20 1.1207 1.0834 0.0373 3.4% 0.0120 1.1% 78% False False 97,978
40 1.1368 1.0812 0.0556 5.0% 0.0127 1.1% 56% False False 96,176
60 1.1368 1.0533 0.0835 7.5% 0.0120 1.1% 71% False False 71,900
80 1.1368 1.0244 0.1124 10.1% 0.0115 1.0% 78% False False 53,950
100 1.1368 1.0244 0.1124 10.1% 0.0106 1.0% 78% False False 43,169
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0026
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1606
2.618 1.1451
1.618 1.1356
1.000 1.1297
0.618 1.1261
HIGH 1.1202
0.618 1.1166
0.500 1.1155
0.382 1.1143
LOW 1.1107
0.618 1.1048
1.000 1.1012
1.618 1.0953
2.618 1.0858
4.250 1.0703
Fisher Pivots for day following 11-Nov-2009
Pivot 1 day 3 day
R1 1.1155 1.1142
PP 1.1145 1.1136
S1 1.1135 1.1131

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

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