CME Japanese Yen Future December 2009


Trading Metrics calculated at close of trading on 17-Aug-2009
Day Change Summary
Previous Current
14-Aug-2009 17-Aug-2009 Change Change % Previous Week
Open 1.0522 1.0573 0.0051 0.5% 1.0294
High 1.0603 1.0620 0.0017 0.2% 1.0603
Low 1.0514 1.0563 0.0049 0.5% 1.0275
Close 1.0552 1.0595 0.0043 0.4% 1.0552
Range 0.0089 0.0057 -0.0032 -36.0% 0.0328
ATR 0.0105 0.0102 -0.0003 -2.5% 0.0000
Volume 79 85 6 7.6% 406
Daily Pivots for day following 17-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.0764 1.0736 1.0626
R3 1.0707 1.0679 1.0611
R2 1.0650 1.0650 1.0605
R1 1.0622 1.0622 1.0600 1.0636
PP 1.0593 1.0593 1.0593 1.0600
S1 1.0565 1.0565 1.0590 1.0579
S2 1.0536 1.0536 1.0585
S3 1.0479 1.0508 1.0579
S4 1.0422 1.0451 1.0564
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 1.1461 1.1334 1.0732
R3 1.1133 1.1006 1.0642
R2 1.0805 1.0805 1.0612
R1 1.0678 1.0678 1.0582 1.0742
PP 1.0477 1.0477 1.0477 1.0508
S1 1.0350 1.0350 1.0522 1.0414
S2 1.0149 1.0149 1.0492
S3 0.9821 1.0022 1.0462
S4 0.9493 0.9694 1.0372
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0620 1.0329 0.0291 2.7% 0.0108 1.0% 91% True False 73
10 1.0620 1.0244 0.0376 3.5% 0.0109 1.0% 93% True False 61
20 1.0735 1.0244 0.0491 4.6% 0.0097 0.9% 71% False False 106
40 1.0895 1.0244 0.0651 6.1% 0.0084 0.8% 54% False False 71
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.0016
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0862
2.618 1.0769
1.618 1.0712
1.000 1.0677
0.618 1.0655
HIGH 1.0620
0.618 1.0598
0.500 1.0592
0.382 1.0585
LOW 1.0563
0.618 1.0528
1.000 1.0506
1.618 1.0471
2.618 1.0414
4.250 1.0321
Fisher Pivots for day following 17-Aug-2009
Pivot 1 day 3 day
R1 1.0594 1.0567
PP 1.0593 1.0539
S1 1.0592 1.0511

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

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