CME Japanese Yen Future March 2009


Trading Metrics calculated at close of trading on 09-Feb-2009
Day Change Summary
Previous Current
06-Feb-2009 09-Feb-2009 Change Change % Previous Week
Open 1.0977 1.0860 -0.0117 -1.1% 1.1120
High 1.1028 1.1011 -0.0017 -0.2% 1.1300
Low 1.0850 1.0829 -0.0021 -0.2% 1.0846
Close 1.0860 1.0943 0.0083 0.8% 1.0860
Range 0.0178 0.0182 0.0004 2.2% 0.0454
ATR 0.0197 0.0196 -0.0001 -0.6% 0.0000
Volume 118,841 97,819 -21,022 -17.7% 455,449
Daily Pivots for day following 09-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.1474 1.1390 1.1043
R3 1.1292 1.1208 1.0993
R2 1.1110 1.1110 1.0976
R1 1.1026 1.1026 1.0960 1.1068
PP 1.0928 1.0928 1.0928 1.0949
S1 1.0844 1.0844 1.0926 1.0886
S2 1.0746 1.0746 1.0910
S3 1.0564 1.0662 1.0893
S4 1.0382 1.0480 1.0843
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.2364 1.2066 1.1110
R3 1.1910 1.1612 1.0985
R2 1.1456 1.1456 1.0943
R1 1.1158 1.1158 1.0902 1.1080
PP 1.1002 1.1002 1.1002 1.0963
S1 1.0704 1.0704 1.0818 1.0626
S2 1.0548 1.0548 1.0777
S3 1.0094 1.0250 1.0735
S4 0.9640 0.9796 1.0610
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1300 1.0829 0.0471 4.3% 0.0206 1.9% 24% False True 96,310
10 1.1319 1.0829 0.0490 4.5% 0.0192 1.8% 23% False True 85,575
20 1.1496 1.0829 0.0667 6.1% 0.0197 1.8% 17% False True 87,169
40 1.1496 1.0567 0.0929 8.5% 0.0200 1.8% 40% False False 69,777
60 1.1496 1.0286 0.1210 11.1% 0.0184 1.7% 54% False False 47,909
80 1.1496 0.9910 0.1586 14.5% 0.0188 1.7% 65% False False 35,964
100 1.1496 0.9394 0.2102 19.2% 0.0168 1.5% 74% False False 28,781
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 0.0038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1785
2.618 1.1487
1.618 1.1305
1.000 1.1193
0.618 1.1123
HIGH 1.1011
0.618 1.0941
0.500 1.0920
0.382 1.0899
LOW 1.0829
0.618 1.0717
1.000 1.0647
1.618 1.0535
2.618 1.0353
4.250 1.0056
Fisher Pivots for day following 09-Feb-2009
Pivot 1 day 3 day
R1 1.0935 1.1025
PP 1.0928 1.0997
S1 1.0920 1.0970

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

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