CME Japanese Yen Future June 2009


Trading Metrics calculated at close of trading on 22-Dec-2008
Day Change Summary
Previous Current
19-Dec-2008 22-Dec-2008 Change Change % Previous Week
Open 1.1333 1.1136 -0.0197 -1.7% 1.1066
High 1.1333 1.1156 -0.0177 -1.6% 1.1509
Low 1.1303 1.1136 -0.0167 -1.5% 1.1047
Close 1.1223 1.1150 -0.0073 -0.7% 1.1223
Range 0.0030 0.0020 -0.0010 -33.3% 0.0462
ATR
Volume 27 2 -25 -92.6% 79
Daily Pivots for day following 22-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.1207 1.1199 1.1161
R3 1.1187 1.1179 1.1156
R2 1.1167 1.1167 1.1154
R1 1.1159 1.1159 1.1152 1.1163
PP 1.1147 1.1147 1.1147 1.1150
S1 1.1139 1.1139 1.1148 1.1143
S2 1.1127 1.1127 1.1146
S3 1.1107 1.1119 1.1145
S4 1.1087 1.1099 1.1139
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 1.1128 0.0381 3.4% 0.0131 1.2% 6% False False 13
10 1.1509 1.0862 0.0647 5.8% 0.0090 0.8% 45% False False 9
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0004
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1241
2.618 1.1208
1.618 1.1188
1.000 1.1176
0.618 1.1168
HIGH 1.1156
0.618 1.1148
0.500 1.1146
0.382 1.1144
LOW 1.1136
0.618 1.1124
1.000 1.1116
1.618 1.1104
2.618 1.1084
4.250 1.1051
Fisher Pivots for day following 22-Dec-2008
Pivot 1 day 3 day
R1 1.1149 1.1262
PP 1.1147 1.1225
S1 1.1146 1.1187

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

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