CME Japanese Yen Future September 2009


Trading Metrics calculated at close of trading on 30-Mar-2009
Day Change Summary
Previous Current
27-Mar-2009 30-Mar-2009 Change Change % Previous Week
Open 1.0240 1.0260 0.0020 0.2% 1.0366
High 1.0266 1.0425 0.0159 1.5% 1.0383
Low 1.0230 1.0260 0.0030 0.3% 1.0188
Close 1.0234 1.0335 0.0101 1.0% 1.0234
Range 0.0036 0.0165 0.0129 358.3% 0.0195
ATR 0.0108 0.0114 0.0006 5.5% 0.0000
Volume 20 55 35 175.0% 314
Daily Pivots for day following 30-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.0835 1.0750 1.0426
R3 1.0670 1.0585 1.0380
R2 1.0505 1.0505 1.0365
R1 1.0420 1.0420 1.0350 1.0463
PP 1.0340 1.0340 1.0340 1.0361
S1 1.0255 1.0255 1.0320 1.0298
S2 1.0175 1.0175 1.0305
S3 1.0010 1.0090 1.0290
S4 0.9845 0.9925 1.0244
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.0853 1.0739 1.0341
R3 1.0658 1.0544 1.0288
R2 1.0463 1.0463 1.0270
R1 1.0349 1.0349 1.0252 1.0309
PP 1.0268 1.0268 1.0268 1.0248
S1 1.0154 1.0154 1.0216 1.0114
S2 1.0073 1.0073 1.0198
S3 0.9878 0.9959 1.0180
S4 0.9683 0.9764 1.0127
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0425 1.0188 0.0237 2.3% 0.0066 0.6% 62% True False 71
10 1.0646 1.0160 0.0486 4.7% 0.0095 0.9% 36% False False 47
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 0.0006
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1126
2.618 1.0857
1.618 1.0692
1.000 1.0590
0.618 1.0527
HIGH 1.0425
0.618 1.0362
0.500 1.0343
0.382 1.0323
LOW 1.0260
0.618 1.0158
1.000 1.0095
1.618 0.9993
2.618 0.9828
4.250 0.9559
Fisher Pivots for day following 30-Mar-2009
Pivot 1 day 3 day
R1 1.0343 1.0326
PP 1.0340 1.0316
S1 1.0338 1.0307

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

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