CME Japanese Yen Future June 2009


Trading Metrics calculated at close of trading on 12-Jan-2009
Day Change Summary
Previous Current
09-Jan-2009 12-Jan-2009 Change Change % Previous Week
Open 1.1028 1.1110 0.0082 0.7% 1.0880
High 1.1106 1.1264 0.0158 1.4% 1.1106
Low 1.0950 1.1110 0.0160 1.5% 1.0632
Close 1.1071 1.1245 0.0174 1.6% 1.1071
Range 0.0156 0.0154 -0.0002 -1.3% 0.0474
ATR 0.0118 0.0123 0.0005 4.6% 0.0000
Volume 5 64 59 1,180.0% 335
Daily Pivots for day following 12-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.1668 1.1611 1.1330
R3 1.1514 1.1457 1.1287
R2 1.1360 1.1360 1.1273
R1 1.1303 1.1303 1.1259 1.1332
PP 1.1206 1.1206 1.1206 1.1221
S1 1.1149 1.1149 1.1231 1.1178
S2 1.1052 1.1052 1.1217
S3 1.0898 1.0995 1.1203
S4 1.0744 1.0841 1.1160
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 1.1264 1.0632 0.0632 5.6% 0.0129 1.2% 97% True False 79
10 1.1264 1.0632 0.0632 5.6% 0.0085 0.8% 97% True False 44
20 1.1509 1.0632 0.0877 7.8% 0.0089 0.8% 70% False False 27
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1919
2.618 1.1667
1.618 1.1513
1.000 1.1418
0.618 1.1359
HIGH 1.1264
0.618 1.1205
0.500 1.1187
0.382 1.1169
LOW 1.1110
0.618 1.1015
1.000 1.0956
1.618 1.0861
2.618 1.0707
4.250 1.0456
Fisher Pivots for day following 12-Jan-2009
Pivot 1 day 3 day
R1 1.1226 1.1180
PP 1.1206 1.1115
S1 1.1187 1.1050

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

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