CME Japanese Yen Future December 2009


Trading Metrics calculated at close of trading on 10-Dec-2009
Day Change Summary
Previous Current
09-Dec-2009 10-Dec-2009 Change Change % Previous Week
Open 1.1317 1.1361 0.0044 0.4% 1.1543
High 1.1447 1.1399 -0.0048 -0.4% 1.1647
Low 1.1273 1.1306 0.0033 0.3% 1.1016
Close 1.1399 1.1332 -0.0067 -0.6% 1.1023
Range 0.0174 0.0093 -0.0081 -46.6% 0.0631
ATR 0.0155 0.0150 -0.0004 -2.8% 0.0000
Volume 126,118 136,327 10,209 8.1% 641,190
Daily Pivots for day following 10-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.1625 1.1571 1.1383
R3 1.1532 1.1478 1.1358
R2 1.1439 1.1439 1.1349
R1 1.1385 1.1385 1.1341 1.1366
PP 1.1346 1.1346 1.1346 1.1336
S1 1.1292 1.1292 1.1323 1.1273
S2 1.1253 1.1253 1.1315
S3 1.1160 1.1199 1.1306
S4 1.1067 1.1106 1.1281
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.3122 1.2703 1.1370
R3 1.2491 1.2072 1.1197
R2 1.1860 1.1860 1.1139
R1 1.1441 1.1441 1.1081 1.1335
PP 1.1229 1.1229 1.1229 1.1176
S1 1.0810 1.0810 1.0965 1.0704
S2 1.0598 1.0598 1.0907
S3 0.9967 1.0179 1.0849
S4 0.9336 0.9548 1.0676
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1447 1.1016 0.0431 3.8% 0.0189 1.7% 73% False False 136,263
10 1.1790 1.1016 0.0774 6.8% 0.0187 1.6% 41% False False 132,806
20 1.1790 1.1016 0.0774 6.8% 0.0145 1.3% 41% False False 109,692
40 1.1790 1.0834 0.0956 8.4% 0.0133 1.2% 52% False False 103,835
60 1.1790 1.0812 0.0978 8.6% 0.0133 1.2% 53% False False 100,681
80 1.1790 1.0533 0.1257 11.1% 0.0126 1.1% 64% False False 81,348
100 1.1790 1.0244 0.1546 13.6% 0.0121 1.1% 70% False False 65,099
120 1.1790 1.0244 0.1546 13.6% 0.0112 1.0% 70% False False 54,256
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0036
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.1794
2.618 1.1642
1.618 1.1549
1.000 1.1492
0.618 1.1456
HIGH 1.1399
0.618 1.1363
0.500 1.1353
0.382 1.1342
LOW 1.1306
0.618 1.1249
1.000 1.1213
1.618 1.1156
2.618 1.1063
4.250 1.0911
Fisher Pivots for day following 10-Dec-2009
Pivot 1 day 3 day
R1 1.1353 1.1326
PP 1.1346 1.1320
S1 1.1339 1.1314

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

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