CME Japanese Yen Future December 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 1.0531 1.0489 -0.0042 -0.4% 1.0576
High 1.0531 1.0517 -0.0014 -0.1% 1.0610
Low 1.0467 1.0244 -0.0223 -2.1% 1.0244
Close 1.0491 1.0260 -0.0231 -2.2% 1.0260
Range 0.0064 0.0273 0.0209 326.6% 0.0366
ATR 0.0090 0.0103 0.0013 14.6% 0.0000
Volume 9 34 25 277.8% 229
Daily Pivots for day following 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.1159 1.0983 1.0410
R3 1.0886 1.0710 1.0335
R2 1.0613 1.0613 1.0310
R1 1.0437 1.0437 1.0285 1.0389
PP 1.0340 1.0340 1.0340 1.0316
S1 1.0164 1.0164 1.0235 1.0116
S2 1.0067 1.0067 1.0210
S3 0.9794 0.9891 1.0185
S4 0.9521 0.9618 1.0110
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.1469 1.1231 1.0461
R3 1.1103 1.0865 1.0361
R2 1.0737 1.0737 1.0327
R1 1.0499 1.0499 1.0294 1.0435
PP 1.0371 1.0371 1.0371 1.0340
S1 1.0133 1.0133 1.0226 1.0069
S2 1.0005 1.0005 1.0193
S3 0.9639 0.9767 1.0159
S4 0.9273 0.9401 1.0059
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0610 1.0244 0.0366 3.6% 0.0119 1.2% 4% False True 45
10 1.0645 1.0244 0.0401 3.9% 0.0111 1.1% 4% False True 138
20 1.0875 1.0244 0.0631 6.2% 0.0088 0.9% 3% False True 88
40 1.0895 1.0210 0.0685 6.7% 0.0075 0.7% 7% False False 61
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 0.0014
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1.1677
2.618 1.1232
1.618 1.0959
1.000 1.0790
0.618 1.0686
HIGH 1.0517
0.618 1.0413
0.500 1.0381
0.382 1.0348
LOW 1.0244
0.618 1.0075
1.000 0.9971
1.618 0.9802
2.618 0.9529
4.250 0.9084
Fisher Pivots for day following 07-Aug-2009
Pivot 1 day 3 day
R1 1.0381 1.0408
PP 1.0340 1.0359
S1 1.0300 1.0309

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

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