CME Japanese Yen Future June 2009


Trading Metrics calculated at close of trading on 09-Jan-2009
Day Change Summary
Previous Current
08-Jan-2009 09-Jan-2009 Change Change % Previous Week
Open 1.0836 1.1028 0.0192 1.8% 1.0880
High 1.0987 1.1106 0.0119 1.1% 1.1106
Low 1.0836 1.0950 0.0114 1.1% 1.0632
Close 1.0972 1.1071 0.0099 0.9% 1.1071
Range 0.0151 0.0156 0.0005 3.3% 0.0474
ATR 0.0115 0.0118 0.0003 2.6% 0.0000
Volume 27 5 -22 -81.5% 335
Daily Pivots for day following 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.1510 1.1447 1.1157
R3 1.1354 1.1291 1.1114
R2 1.1198 1.1198 1.1100
R1 1.1135 1.1135 1.1085 1.1167
PP 1.1042 1.1042 1.1042 1.1058
S1 1.0979 1.0979 1.1057 1.1011
S2 1.0886 1.0886 1.1042
S3 1.0730 1.0823 1.1028
S4 1.0574 1.0667 1.0985
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.2358 1.2189 1.1332
R3 1.1884 1.1715 1.1201
R2 1.1410 1.1410 1.1158
R1 1.1241 1.1241 1.1114 1.1326
PP 1.0936 1.0936 1.0936 1.0979
S1 1.0767 1.0767 1.1028 1.0852
S2 1.0462 1.0462 1.0984
S3 0.9988 1.0293 1.0941
S4 0.9514 0.9819 1.0810
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1106 1.0632 0.0474 4.3% 0.0134 1.2% 93% True False 67
10 1.1111 1.0632 0.0479 4.3% 0.0072 0.6% 92% False False 38
20 1.1509 1.0632 0.0877 7.9% 0.0085 0.8% 50% False False 24
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0014
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1769
2.618 1.1514
1.618 1.1358
1.000 1.1262
0.618 1.1202
HIGH 1.1106
0.618 1.1046
0.500 1.1028
0.382 1.1010
LOW 1.0950
0.618 1.0854
1.000 1.0794
1.618 1.0698
2.618 1.0542
4.250 1.0287
Fisher Pivots for day following 09-Jan-2009
Pivot 1 day 3 day
R1 1.1057 1.1019
PP 1.1042 1.0966
S1 1.1028 1.0914

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

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