CME Japanese Yen Future December 2009


Trading Metrics calculated at close of trading on 01-Dec-2009
Day Change Summary
Previous Current
30-Nov-2009 01-Dec-2009 Change Change % Previous Week
Open 1.1543 1.1586 0.0043 0.4% 1.1259
High 1.1647 1.1607 -0.0040 -0.3% 1.1790
Low 1.1513 1.1425 -0.0088 -0.8% 1.1211
Close 1.1591 1.1540 -0.0051 -0.4% 1.1523
Range 0.0134 0.0182 0.0048 35.8% 0.0579
ATR 0.0130 0.0134 0.0004 2.9% 0.0000
Volume 190,246 106,155 -84,091 -44.2% 347,434
Daily Pivots for day following 01-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.2070 1.1987 1.1640
R3 1.1888 1.1805 1.1590
R2 1.1706 1.1706 1.1573
R1 1.1623 1.1623 1.1557 1.1574
PP 1.1524 1.1524 1.1524 1.1499
S1 1.1441 1.1441 1.1523 1.1392
S2 1.1342 1.1342 1.1507
S3 1.1160 1.1259 1.1490
S4 1.0978 1.1077 1.1440
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 1.1229 0.0561 4.9% 0.0190 1.6% 55% False False 115,024
10 1.1790 1.1169 0.0621 5.4% 0.0136 1.2% 60% False False 98,043
20 1.1790 1.0942 0.0848 7.3% 0.0123 1.1% 71% False False 95,245
40 1.1790 1.0834 0.0956 8.3% 0.0126 1.1% 74% False False 96,535
60 1.1790 1.0727 0.1063 9.2% 0.0128 1.1% 76% False False 93,028
80 1.1790 1.0275 0.1515 13.1% 0.0120 1.0% 83% False False 69,966
100 1.1790 1.0244 0.1546 13.4% 0.0113 1.0% 84% False False 55,991
120 1.1790 1.0210 0.1580 13.7% 0.0105 0.9% 84% False False 46,665
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2381
2.618 1.2083
1.618 1.1901
1.000 1.1789
0.618 1.1719
HIGH 1.1607
0.618 1.1537
0.500 1.1516
0.382 1.1495
LOW 1.1425
0.618 1.1313
1.000 1.1243
1.618 1.1131
2.618 1.0949
4.250 1.0652
Fisher Pivots for day following 01-Dec-2009
Pivot 1 day 3 day
R1 1.1532 1.1608
PP 1.1524 1.1585
S1 1.1516 1.1563

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

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