CME Japanese Yen Future June 2009


Trading Metrics calculated at close of trading on 29-Dec-2008
Day Change Summary
Previous Current
26-Dec-2008 29-Dec-2008 Change Change % Previous Week
Open 1.1068 1.1073 0.0005 0.0% 1.1136
High 1.1078 1.1073 -0.0005 0.0% 1.1156
Low 1.1061 1.1063 0.0002 0.0% 1.1061
Close 1.1082 1.1112 0.0030 0.3% 1.1082
Range 0.0017 0.0010 -0.0007 -41.2% 0.0095
ATR 0.0115 0.0108 -0.0007 -6.0% 0.0000
Volume 0 29 29 18
Daily Pivots for day following 29-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.1113 1.1122 1.1118
R3 1.1103 1.1112 1.1115
R2 1.1093 1.1093 1.1114
R1 1.1102 1.1102 1.1113 1.1098
PP 1.1083 1.1083 1.1083 1.1080
S1 1.1092 1.1092 1.1111 1.1088
S2 1.1073 1.1073 1.1110
S3 1.1063 1.1082 1.1109
S4 1.1053 1.1072 1.1107
Weekly Pivots for week ending 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.1385 1.1328 1.1134
R3 1.1290 1.1233 1.1108
R2 1.1195 1.1195 1.1099
R1 1.1138 1.1138 1.1091 1.1119
PP 1.1100 1.1100 1.1100 1.1090
S1 1.1043 1.1043 1.1073 1.1024
S2 1.1005 1.1005 1.1065
S3 1.0910 1.0948 1.1056
S4 1.0815 1.0853 1.1030
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1156 1.1061 0.0095 0.9% 0.0024 0.2% 54% False False 9
10 1.1509 1.1047 0.0462 4.2% 0.0084 0.8% 14% False False 12
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1116
2.618 1.1099
1.618 1.1089
1.000 1.1083
0.618 1.1079
HIGH 1.1073
0.618 1.1069
0.500 1.1068
0.382 1.1067
LOW 1.1063
0.618 1.1057
1.000 1.1053
1.618 1.1047
2.618 1.1037
4.250 1.1021
Fisher Pivots for day following 29-Dec-2008
Pivot 1 day 3 day
R1 1.1097 1.1098
PP 1.1083 1.1084
S1 1.1068 1.1070

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

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