CME Japanese Yen Future June 2009


Trading Metrics calculated at close of trading on 23-Dec-2008
Day Change Summary
Previous Current
22-Dec-2008 23-Dec-2008 Change Change % Previous Week
Open 1.1136 1.1145 0.0009 0.1% 1.1066
High 1.1156 1.1145 -0.0011 -0.1% 1.1509
Low 1.1136 1.1070 -0.0066 -0.6% 1.1047
Close 1.1150 1.1073 -0.0077 -0.7% 1.1223
Range 0.0020 0.0075 0.0055 275.0% 0.0462
ATR
Volume 2 4 2 100.0% 79
Daily Pivots for day following 23-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.1321 1.1272 1.1114
R3 1.1246 1.1197 1.1094
R2 1.1171 1.1171 1.1087
R1 1.1122 1.1122 1.1080 1.1109
PP 1.1096 1.1096 1.1096 1.1090
S1 1.1047 1.1047 1.1066 1.1034
S2 1.1021 1.1021 1.1059
S3 1.0946 1.0972 1.1052
S4 1.0871 1.0897 1.1032
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 1.1070 0.0439 4.0% 0.0110 1.0% 1% False True 11
10 1.1509 1.0862 0.0647 5.8% 0.0097 0.9% 33% False False 9
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 0.0004
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1464
2.618 1.1341
1.618 1.1266
1.000 1.1220
0.618 1.1191
HIGH 1.1145
0.618 1.1116
0.500 1.1108
0.382 1.1099
LOW 1.1070
0.618 1.1024
1.000 1.0995
1.618 1.0949
2.618 1.0874
4.250 1.0751
Fisher Pivots for day following 23-Dec-2008
Pivot 1 day 3 day
R1 1.1108 1.1202
PP 1.1096 1.1159
S1 1.1085 1.1116

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

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