CME Japanese Yen Future March 2009


Trading Metrics calculated at close of trading on 09-Jan-2009
Day Change Summary
Previous Current
08-Jan-2009 09-Jan-2009 Change Change % Previous Week
Open 1.0808 1.0970 0.0162 1.5% 1.0876
High 1.1017 1.1102 0.0085 0.8% 1.1102
Low 1.0768 1.0915 0.0147 1.4% 1.0567
Close 1.0958 1.1060 0.0102 0.9% 1.1060
Range 0.0249 0.0187 -0.0062 -24.9% 0.0535
ATR 0.0188 0.0188 0.0000 0.0% 0.0000
Volume 75,601 97,730 22,129 29.3% 349,667
Daily Pivots for day following 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.1587 1.1510 1.1163
R3 1.1400 1.1323 1.1111
R2 1.1213 1.1213 1.1094
R1 1.1136 1.1136 1.1077 1.1175
PP 1.1026 1.1026 1.1026 1.1045
S1 1.0949 1.0949 1.1043 1.0988
S2 1.0839 1.0839 1.1026
S3 1.0652 1.0762 1.1009
S4 1.0465 1.0575 1.0957
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.2515 1.2322 1.1354
R3 1.1980 1.1787 1.1207
R2 1.1445 1.1445 1.1158
R1 1.1252 1.1252 1.1109 1.1349
PP 1.0910 1.0910 1.0910 1.0958
S1 1.0717 1.0717 1.1011 1.0814
S2 1.0375 1.0375 1.0962
S3 0.9840 1.0182 1.0913
S4 0.9305 0.9647 1.0766
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1102 1.0567 0.0535 4.8% 0.0215 1.9% 92% True False 69,933
10 1.1162 1.0567 0.0595 5.4% 0.0177 1.6% 83% False False 44,687
20 1.1492 1.0567 0.0925 8.4% 0.0203 1.8% 53% False False 52,384
40 1.1492 1.0286 0.1206 10.9% 0.0177 1.6% 64% False False 28,279
60 1.1492 0.9910 0.1582 14.3% 0.0185 1.7% 73% False False 18,895
80 1.1492 0.9394 0.2098 19.0% 0.0161 1.5% 79% False False 14,184
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 0.0041
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1897
2.618 1.1592
1.618 1.1405
1.000 1.1289
0.618 1.1218
HIGH 1.1102
0.618 1.1031
0.500 1.1009
0.382 1.0986
LOW 1.0915
0.618 1.0799
1.000 1.0728
1.618 1.0612
2.618 1.0425
4.250 1.0120
Fisher Pivots for day following 09-Jan-2009
Pivot 1 day 3 day
R1 1.1043 1.0995
PP 1.1026 1.0929
S1 1.1009 1.0864

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

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