CME Japanese Yen Future March 2009


Trading Metrics calculated at close of trading on 27-Feb-2009
Day Change Summary
Previous Current
26-Feb-2009 27-Feb-2009 Change Change % Previous Week
Open 1.0268 1.0149 -0.0119 -1.2% 1.0699
High 1.0278 1.0328 0.0050 0.5% 1.0784
Low 1.0132 1.0148 0.0016 0.2% 1.0132
Close 1.0165 1.0219 0.0054 0.5% 1.0219
Range 0.0146 0.0180 0.0034 23.3% 0.0652
ATR 0.0193 0.0192 -0.0001 -0.5% 0.0000
Volume 67,882 80,939 13,057 19.2% 429,014
Daily Pivots for day following 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.0772 1.0675 1.0318
R3 1.0592 1.0495 1.0269
R2 1.0412 1.0412 1.0252
R1 1.0315 1.0315 1.0236 1.0364
PP 1.0232 1.0232 1.0232 1.0256
S1 1.0135 1.0135 1.0203 1.0184
S2 1.0052 1.0052 1.0186
S3 0.9872 0.9955 1.0170
S4 0.9692 0.9775 1.0120
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.2334 1.1929 1.0578
R3 1.1682 1.1277 1.0398
R2 1.1030 1.1030 1.0339
R1 1.0625 1.0625 1.0279 1.0502
PP 1.0378 1.0378 1.0378 1.0317
S1 0.9973 0.9973 1.0159 0.9850
S2 0.9726 0.9726 1.0099
S3 0.9074 0.9321 1.0040
S4 0.8422 0.8669 0.9860
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0784 1.0132 0.0652 6.4% 0.0205 2.0% 13% False False 85,802
10 1.1059 1.0132 0.0927 9.1% 0.0195 1.9% 9% False False 80,756
20 1.1300 1.0132 0.1168 11.4% 0.0187 1.8% 7% False False 84,804
40 1.1496 1.0132 0.1364 13.3% 0.0193 1.9% 6% False False 80,349
60 1.1496 1.0132 0.1364 13.3% 0.0190 1.9% 6% False False 65,635
80 1.1496 1.0001 0.1495 14.6% 0.0181 1.8% 15% False False 49,333
100 1.1496 0.9850 0.1646 16.1% 0.0184 1.8% 22% False False 39,490
120 1.1496 0.9357 0.2139 20.9% 0.0163 1.6% 40% False False 32,914
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 0.0037
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1093
2.618 1.0799
1.618 1.0619
1.000 1.0508
0.618 1.0439
HIGH 1.0328
0.618 1.0259
0.500 1.0238
0.382 1.0217
LOW 1.0148
0.618 1.0037
1.000 0.9968
1.618 0.9857
2.618 0.9677
4.250 0.9383
Fisher Pivots for day following 27-Feb-2009
Pivot 1 day 3 day
R1 1.0238 1.0257
PP 1.0232 1.0244
S1 1.0225 1.0232

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

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