CME Japanese Yen Future March 2009


Trading Metrics calculated at close of trading on 23-Jan-2009
Day Change Summary
Previous Current
22-Jan-2009 23-Jan-2009 Change Change % Previous Week
Open 1.1199 1.1261 0.0062 0.6% 1.1011
High 1.1382 1.1377 -0.0005 0.0% 1.1496
Low 1.1176 1.1167 -0.0009 -0.1% 1.0964
Close 1.1236 1.1272 0.0036 0.3% 1.1272
Range 0.0206 0.0210 0.0004 1.9% 0.0532
ATR 0.0200 0.0200 0.0001 0.4% 0.0000
Volume 129,997 88,075 -41,922 -32.2% 414,902
Daily Pivots for day following 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.1902 1.1797 1.1388
R3 1.1692 1.1587 1.1330
R2 1.1482 1.1482 1.1311
R1 1.1377 1.1377 1.1291 1.1430
PP 1.1272 1.1272 1.1272 1.1298
S1 1.1167 1.1167 1.1253 1.1220
S2 1.1062 1.1062 1.1234
S3 1.0852 1.0957 1.1214
S4 1.0642 1.0747 1.1157
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.2840 1.2588 1.1565
R3 1.2308 1.2056 1.1418
R2 1.1776 1.1776 1.1370
R1 1.1524 1.1524 1.1321 1.1650
PP 1.1244 1.1244 1.1244 1.1307
S1 1.0992 1.0992 1.1223 1.1118
S2 1.0712 1.0712 1.1174
S3 1.0180 1.0460 1.1126
S4 0.9648 0.9928 1.0979
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% 0.0230 2.0% 58% False False 100,686
10 1.1496 1.0915 0.0581 5.2% 0.0202 1.8% 61% False False 90,541
20 1.1496 1.0567 0.0929 8.2% 0.0185 1.6% 76% False False 63,838
40 1.1496 1.0511 0.0985 8.7% 0.0183 1.6% 77% False False 48,419
60 1.1496 1.0001 0.1495 13.3% 0.0179 1.6% 85% False False 32,329
80 1.1496 0.9610 0.1886 16.7% 0.0178 1.6% 88% False False 24,275
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 0.0049
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2270
2.618 1.1927
1.618 1.1717
1.000 1.1587
0.618 1.1507
HIGH 1.1377
0.618 1.1297
0.500 1.1272
0.382 1.1247
LOW 1.1167
0.618 1.1037
1.000 1.0957
1.618 1.0827
2.618 1.0617
4.250 1.0275
Fisher Pivots for day following 23-Jan-2009
Pivot 1 day 3 day
R1 1.1272 1.1299
PP 1.1272 1.1290
S1 1.1272 1.1281

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

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