CME Japanese Yen Future December 2009


Trading Metrics calculated at close of trading on 12-Aug-2009
Day Change Summary
Previous Current
11-Aug-2009 12-Aug-2009 Change Change % Previous Week
Open 1.0329 1.0459 0.0130 1.3% 1.0576
High 1.0452 1.0499 0.0047 0.4% 1.0610
Low 1.0329 1.0351 0.0022 0.2% 1.0244
Close 1.0428 1.0408 -0.0020 -0.2% 1.0260
Range 0.0123 0.0148 0.0025 20.3% 0.0366
ATR 0.0102 0.0105 0.0003 3.3% 0.0000
Volume 77 95 18 23.4% 229
Daily Pivots for day following 12-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.0863 1.0784 1.0489
R3 1.0715 1.0636 1.0449
R2 1.0567 1.0567 1.0435
R1 1.0488 1.0488 1.0422 1.0454
PP 1.0419 1.0419 1.0419 1.0402
S1 1.0340 1.0340 1.0394 1.0306
S2 1.0271 1.0271 1.0381
S3 1.0123 1.0192 1.0367
S4 0.9975 1.0044 1.0327
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 1.0531 1.0244 0.0287 2.8% 0.0129 1.2% 57% False False 68
10 1.0610 1.0244 0.0366 3.5% 0.0112 1.1% 45% False False 111
20 1.0735 1.0244 0.0491 4.7% 0.0091 0.9% 33% False False 98
40 1.0895 1.0244 0.0651 6.3% 0.0078 0.7% 25% False False 68
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1128
2.618 1.0886
1.618 1.0738
1.000 1.0647
0.618 1.0590
HIGH 1.0499
0.618 1.0442
0.500 1.0425
0.382 1.0408
LOW 1.0351
0.618 1.0260
1.000 1.0203
1.618 1.0112
2.618 0.9964
4.250 0.9722
Fisher Pivots for day following 12-Aug-2009
Pivot 1 day 3 day
R1 1.0425 1.0401
PP 1.0419 1.0394
S1 1.0414 1.0387

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

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