CME Japanese Yen Future March 2009


Trading Metrics calculated at close of trading on 11-Mar-2009
Day Change Summary
Previous Current
10-Mar-2009 11-Mar-2009 Change Change % Previous Week
Open 1.0125 1.0133 0.0008 0.1% 1.0238
High 1.0216 1.0342 0.0126 1.2% 1.0355
Low 1.0087 1.0110 0.0023 0.2% 1.0032
Close 1.0110 1.0282 0.0172 1.7% 1.0213
Range 0.0129 0.0232 0.0103 79.8% 0.0323
ATR 0.0176 0.0180 0.0004 2.3% 0.0000
Volume 70,487 80,758 10,271 14.6% 419,466
Daily Pivots for day following 11-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.0941 1.0843 1.0410
R3 1.0709 1.0611 1.0346
R2 1.0477 1.0477 1.0325
R1 1.0379 1.0379 1.0303 1.0428
PP 1.0245 1.0245 1.0245 1.0269
S1 1.0147 1.0147 1.0261 1.0196
S2 1.0013 1.0013 1.0239
S3 0.9781 0.9915 1.0218
S4 0.9549 0.9683 1.0154
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.1169 1.1014 1.0391
R3 1.0846 1.0691 1.0302
R2 1.0523 1.0523 1.0272
R1 1.0368 1.0368 1.0243 1.0284
PP 1.0200 1.0200 1.0200 1.0158
S1 1.0045 1.0045 1.0183 0.9961
S2 0.9877 0.9877 1.0154
S3 0.9554 0.9722 1.0124
S4 0.9231 0.9399 1.0035
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0355 1.0032 0.0323 3.1% 0.0180 1.7% 77% False False 85,111
10 1.0355 1.0032 0.0323 3.1% 0.0163 1.6% 77% False False 82,757
20 1.1158 1.0032 0.1126 11.0% 0.0177 1.7% 22% False False 83,996
40 1.1496 1.0032 0.1464 14.2% 0.0187 1.8% 17% False False 85,219
60 1.1496 1.0032 0.1464 14.2% 0.0192 1.9% 17% False False 75,035
80 1.1496 1.0032 0.1464 14.2% 0.0181 1.8% 17% False False 57,808
100 1.1496 0.9910 0.1586 15.4% 0.0186 1.8% 23% False False 46,272
120 1.1496 0.9394 0.2102 20.4% 0.0171 1.7% 42% False False 38,569
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.1328
2.618 1.0949
1.618 1.0717
1.000 1.0574
0.618 1.0485
HIGH 1.0342
0.618 1.0253
0.500 1.0226
0.382 1.0199
LOW 1.0110
0.618 0.9967
1.000 0.9878
1.618 0.9735
2.618 0.9503
4.250 0.9124
Fisher Pivots for day following 11-Mar-2009
Pivot 1 day 3 day
R1 1.0263 1.0259
PP 1.0245 1.0235
S1 1.0226 1.0212

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

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