CME Japanese Yen Future March 2009


Trading Metrics calculated at close of trading on 03-Feb-2009
Day Change Summary
Previous Current
02-Feb-2009 03-Feb-2009 Change Change % Previous Week
Open 1.1120 1.1201 0.0081 0.7% 1.1284
High 1.1275 1.1300 0.0025 0.2% 1.1340
Low 1.1106 1.1124 0.0018 0.2% 1.1019
Close 1.1177 1.1216 0.0039 0.3% 1.1138
Range 0.0169 0.0176 0.0007 4.1% 0.0321
ATR 0.0191 0.0190 -0.0001 -0.6% 0.0000
Volume 71,717 75,827 4,110 5.7% 382,445
Daily Pivots for day following 03-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.1741 1.1655 1.1313
R3 1.1565 1.1479 1.1264
R2 1.1389 1.1389 1.1248
R1 1.1303 1.1303 1.1232 1.1346
PP 1.1213 1.1213 1.1213 1.1235
S1 1.1127 1.1127 1.1200 1.1170
S2 1.1037 1.1037 1.1184
S3 1.0861 1.0951 1.1168
S4 1.0685 1.0775 1.1119
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.2129 1.1954 1.1315
R3 1.1808 1.1633 1.1226
R2 1.1487 1.1487 1.1197
R1 1.1312 1.1312 1.1167 1.1239
PP 1.1166 1.1166 1.1166 1.1129
S1 1.0991 1.0991 1.1109 1.0918
S2 1.0845 1.0845 1.1079
S3 1.0524 1.0670 1.1050
S4 1.0203 1.0349 1.0961
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1300 1.1019 0.0281 2.5% 0.0170 1.5% 70% True False 75,183
10 1.1496 1.1019 0.0477 4.3% 0.0205 1.8% 41% False False 86,387
20 1.1496 1.0567 0.0929 8.3% 0.0197 1.8% 70% False False 82,723
40 1.1496 1.0567 0.0929 8.3% 0.0194 1.7% 70% False False 61,192
60 1.1496 1.0111 0.1385 12.3% 0.0180 1.6% 80% False False 41,151
80 1.1496 0.9850 0.1646 14.7% 0.0183 1.6% 83% False False 30,893
100 1.1496 0.9360 0.2136 19.0% 0.0163 1.5% 87% False False 24,724
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0046
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2048
2.618 1.1761
1.618 1.1585
1.000 1.1476
0.618 1.1409
HIGH 1.1300
0.618 1.1233
0.500 1.1212
0.382 1.1191
LOW 1.1124
0.618 1.1015
1.000 1.0948
1.618 1.0839
2.618 1.0663
4.250 1.0376
Fisher Pivots for day following 03-Feb-2009
Pivot 1 day 3 day
R1 1.1215 1.1212
PP 1.1213 1.1207
S1 1.1212 1.1203

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

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