CME Japanese Yen Future September 2009


Trading Metrics calculated at close of trading on 07-Aug-2009
Day Change Summary
Previous Current
06-Aug-2009 07-Aug-2009 Change Change % Previous Week
Open 1.0539 1.0481 -0.0058 -0.6% 1.0556
High 1.0555 1.0525 -0.0030 -0.3% 1.0604
Low 1.0440 1.0228 -0.0212 -2.0% 1.0228
Close 1.0481 1.0250 -0.0231 -2.2% 1.0250
Range 0.0115 0.0297 0.0182 158.3% 0.0376
ATR 0.0123 0.0136 0.0012 10.0% 0.0000
Volume 95,993 99,926 3,933 4.1% 478,965
Daily Pivots for day following 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.1225 1.1035 1.0413
R3 1.0928 1.0738 1.0332
R2 1.0631 1.0631 1.0304
R1 1.0441 1.0441 1.0277 1.0388
PP 1.0334 1.0334 1.0334 1.0308
S1 1.0144 1.0144 1.0223 1.0091
S2 1.0037 1.0037 1.0196
S3 0.9740 0.9847 1.0168
S4 0.9443 0.9550 1.0087
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.1489 1.1245 1.0457
R3 1.1113 1.0869 1.0353
R2 1.0737 1.0737 1.0319
R1 1.0493 1.0493 1.0284 1.0427
PP 1.0361 1.0361 1.0361 1.0328
S1 1.0117 1.0117 1.0216 1.0051
S2 0.9985 0.9985 1.0181
S3 0.9609 0.9741 1.0147
S4 0.9233 0.9365 1.0043
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0604 1.0228 0.0376 3.7% 0.0143 1.4% 6% False True 95,793
10 1.0641 1.0228 0.0413 4.0% 0.0136 1.3% 5% False True 93,024
20 1.0909 1.0228 0.0681 6.6% 0.0129 1.3% 3% False True 89,898
40 1.0909 1.0154 0.0755 7.4% 0.0131 1.3% 13% False False 86,537
60 1.0909 1.0125 0.0784 7.6% 0.0133 1.3% 16% False False 59,390
80 1.0909 1.0052 0.0857 8.4% 0.0121 1.2% 23% False False 44,559
100 1.0909 0.9898 0.1011 9.9% 0.0115 1.1% 35% False False 35,659
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 0.0026
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1.1787
2.618 1.1303
1.618 1.1006
1.000 1.0822
0.618 1.0709
HIGH 1.0525
0.618 1.0412
0.500 1.0377
0.382 1.0341
LOW 1.0228
0.618 1.0044
1.000 0.9931
1.618 0.9747
2.618 0.9450
4.250 0.8966
Fisher Pivots for day following 07-Aug-2009
Pivot 1 day 3 day
R1 1.0377 1.0400
PP 1.0334 1.0350
S1 1.0292 1.0300

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

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