CME Japanese Yen Future March 2009


Trading Metrics calculated at close of trading on 22-Jan-2009
Day Change Summary
Previous Current
21-Jan-2009 22-Jan-2009 Change Change % Previous Week
Open 1.1153 1.1199 0.0046 0.4% 1.1095
High 1.1496 1.1382 -0.0114 -1.0% 1.1314
Low 1.1101 1.1176 0.0075 0.7% 1.1011
Close 1.1226 1.1236 0.0010 0.1% 1.1074
Range 0.0395 0.0206 -0.0189 -47.8% 0.0303
ATR 0.0199 0.0200 0.0000 0.2% 0.0000
Volume 115,810 129,997 14,187 12.3% 392,783
Daily Pivots for day following 22-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.1883 1.1765 1.1349
R3 1.1677 1.1559 1.1293
R2 1.1471 1.1471 1.1274
R1 1.1353 1.1353 1.1255 1.1412
PP 1.1265 1.1265 1.1265 1.1294
S1 1.1147 1.1147 1.1217 1.1206
S2 1.1059 1.1059 1.1198
S3 1.0853 1.0941 1.1179
S4 1.0647 1.0735 1.1123
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.2042 1.1861 1.1241
R3 1.1739 1.1558 1.1157
R2 1.1436 1.1436 1.1130
R1 1.1255 1.1255 1.1102 1.1194
PP 1.1133 1.1133 1.1133 1.1103
S1 1.0952 1.0952 1.1046 1.0891
S2 1.0830 1.0830 1.1018
S3 1.0527 1.0649 1.0991
S4 1.0224 1.0346 1.0907
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1496 1.0964 0.0532 4.7% 0.0228 2.0% 51% False False 98,769
10 1.1496 1.0768 0.0728 6.5% 0.0206 1.8% 64% False False 89,294
20 1.1496 1.0567 0.0929 8.3% 0.0181 1.6% 72% False False 61,174
40 1.1496 1.0414 0.1082 9.6% 0.0182 1.6% 76% False False 46,222
60 1.1496 1.0001 0.1495 13.3% 0.0184 1.6% 83% False False 30,862
80 1.1496 0.9567 0.1929 17.2% 0.0177 1.6% 87% False False 23,174
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0044
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2258
2.618 1.1921
1.618 1.1715
1.000 1.1588
0.618 1.1509
HIGH 1.1382
0.618 1.1303
0.500 1.1279
0.382 1.1255
LOW 1.1176
0.618 1.1049
1.000 1.0970
1.618 1.0843
2.618 1.0637
4.250 1.0301
Fisher Pivots for day following 22-Jan-2009
Pivot 1 day 3 day
R1 1.1279 1.1234
PP 1.1265 1.1232
S1 1.1250 1.1230

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

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