CME Japanese Yen Future December 2009


Trading Metrics calculated at close of trading on 27-Nov-2009
Day Change Summary
Previous Current
25-Nov-2009 27-Nov-2009 Change Change % Previous Week
Open 1.1296 1.1554 0.0258 2.3% 1.1259
High 1.1467 1.1790 0.0323 2.8% 1.1790
Low 1.1282 1.1431 0.0149 1.3% 1.1211
Close 1.1442 1.1523 0.0081 0.7% 1.1523
Range 0.0185 0.0359 0.0174 94.1% 0.0579
ATR 0.0112 0.0130 0.0018 15.8% 0.0000
Volume 89,844 120,568 30,724 34.2% 347,434
Daily Pivots for day following 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.2658 1.2450 1.1720
R3 1.2299 1.2091 1.1622
R2 1.1940 1.1940 1.1589
R1 1.1732 1.1732 1.1556 1.1657
PP 1.1581 1.1581 1.1581 1.1544
S1 1.1373 1.1373 1.1490 1.1298
S2 1.1222 1.1222 1.1457
S3 1.0863 1.1014 1.1424
S4 1.0504 1.0655 1.1326
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.3245 1.2963 1.1841
R3 1.2666 1.2384 1.1682
R2 1.2087 1.2087 1.1629
R1 1.1805 1.1805 1.1576 1.1946
PP 1.1508 1.1508 1.1508 1.1579
S1 1.1226 1.1226 1.1470 1.1367
S2 1.0929 1.0929 1.1417
S3 1.0350 1.0647 1.1364
S4 0.9771 1.0068 1.1205
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1790 1.1211 0.0579 5.0% 0.0154 1.3% 54% True False 88,957
10 1.1790 1.1061 0.0729 6.3% 0.0128 1.1% 63% True False 90,343
20 1.1790 1.0922 0.0868 7.5% 0.0125 1.1% 69% True False 92,454
40 1.1790 1.0834 0.0956 8.3% 0.0124 1.1% 72% True False 94,125
60 1.1790 1.0727 0.1063 9.2% 0.0127 1.1% 75% True False 88,182
80 1.1790 1.0244 0.1546 13.4% 0.0120 1.0% 83% True False 66,262
100 1.1790 1.0244 0.1546 13.4% 0.0112 1.0% 83% True False 53,028
120 1.1790 1.0186 0.1604 13.9% 0.0102 0.9% 83% True False 44,195
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 0.0031
Widest range in 124 trading days
Fibonacci Retracements and Extensions
4.250 1.3316
2.618 1.2730
1.618 1.2371
1.000 1.2149
0.618 1.2012
HIGH 1.1790
0.618 1.1653
0.500 1.1611
0.382 1.1568
LOW 1.1431
0.618 1.1209
1.000 1.1072
1.618 1.0850
2.618 1.0491
4.250 0.9905
Fisher Pivots for day following 27-Nov-2009
Pivot 1 day 3 day
R1 1.1611 1.1519
PP 1.1581 1.1514
S1 1.1552 1.1510

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

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