CME Japanese Yen Future June 2009


Trading Metrics calculated at close of trading on 19-Dec-2008
Day Change Summary
Previous Current
18-Dec-2008 19-Dec-2008 Change Change % Previous Week
Open 1.1388 1.1333 -0.0055 -0.5% 1.1066
High 1.1388 1.1333 -0.0055 -0.5% 1.1509
Low 1.1142 1.1303 0.0161 1.4% 1.1047
Close 1.1220 1.1223 0.0003 0.0% 1.1223
Range 0.0246 0.0030 -0.0216 -87.8% 0.0462
ATR
Volume 16 27 11 68.8% 79
Daily Pivots for day following 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.1376 1.1330 1.1240
R3 1.1346 1.1300 1.1231
R2 1.1316 1.1316 1.1229
R1 1.1270 1.1270 1.1226 1.1278
PP 1.1286 1.1286 1.1286 1.1291
S1 1.1240 1.1240 1.1220 1.1248
S2 1.1256 1.1256 1.1218
S3 1.1226 1.1210 1.1215
S4 1.1196 1.1180 1.1207
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.2646 1.2396 1.1477
R3 1.2184 1.1934 1.1350
R2 1.1722 1.1722 1.1308
R1 1.1472 1.1472 1.1265 1.1597
PP 1.1260 1.1260 1.1260 1.1322
S1 1.1010 1.1010 1.1181 1.1135
S2 1.0798 1.0798 1.1138
S3 1.0336 1.0548 1.1096
S4 0.9874 1.0086 1.0969
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1509 1.1047 0.0462 4.1% 0.0144 1.3% 38% False False 15
10 1.1509 1.0762 0.0747 6.7% 0.0098 0.9% 62% False False 10
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1461
2.618 1.1412
1.618 1.1382
1.000 1.1363
0.618 1.1352
HIGH 1.1333
0.618 1.1322
0.500 1.1318
0.382 1.1314
LOW 1.1303
0.618 1.1284
1.000 1.1273
1.618 1.1254
2.618 1.1224
4.250 1.1176
Fisher Pivots for day following 19-Dec-2008
Pivot 1 day 3 day
R1 1.1318 1.1326
PP 1.1286 1.1291
S1 1.1255 1.1257

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

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