CME Japanese Yen Future December 2009


Trading Metrics calculated at close of trading on 03-Jul-2009
Day Change Summary
Previous Current
02-Jul-2009 03-Jul-2009 Change Change % Previous Week
Open 1.0416 1.0436 0.0020 0.2% 1.0509
High 1.0454 1.0436 -0.0018 -0.2% 1.0509
Low 1.0406 1.0436 0.0030 0.3% 1.0360
Close 1.0459 1.0459 0.0000 0.0% 1.0459
Range 0.0048 0.0000 -0.0048 -100.0% 0.0149
ATR 0.0060 0.0058 -0.0003 -4.4% 0.0000
Volume 7 90 83 1,185.7% 209
Daily Pivots for day following 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.0444 1.0451 1.0459
R3 1.0444 1.0451 1.0459
R2 1.0444 1.0444 1.0459
R1 1.0451 1.0451 1.0459 1.0448
PP 1.0444 1.0444 1.0444 1.0442
S1 1.0451 1.0451 1.0459 1.0448
S2 1.0444 1.0444 1.0459
S3 1.0444 1.0451 1.0459
S4 1.0444 1.0451 1.0459
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 1.0890 1.0823 1.0541
R3 1.0741 1.0674 1.0500
R2 1.0592 1.0592 1.0486
R1 1.0525 1.0525 1.0473 1.0484
PP 1.0443 1.0443 1.0443 1.0422
S1 1.0376 1.0376 1.0445 1.0335
S2 1.0294 1.0294 1.0432
S3 1.0145 1.0227 1.0418
S4 0.9996 1.0078 1.0377
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0509 1.0360 0.0149 1.4% 0.0043 0.4% 66% False False 41
10 1.0562 1.0360 0.0202 1.9% 0.0044 0.4% 49% False False 26
20 1.0562 1.0186 0.0376 3.6% 0.0032 0.3% 73% False False 20
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 0.0009
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0436
2.618 1.0436
1.618 1.0436
1.000 1.0436
0.618 1.0436
HIGH 1.0436
0.618 1.0436
0.500 1.0436
0.382 1.0436
LOW 1.0436
0.618 1.0436
1.000 1.0436
1.618 1.0436
2.618 1.0436
4.250 1.0436
Fisher Pivots for day following 03-Jul-2009
Pivot 1 day 3 day
R1 1.0451 1.0442
PP 1.0444 1.0424
S1 1.0436 1.0407

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

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