CME Japanese Yen Future June 2009


Trading Metrics calculated at close of trading on 20-Jan-2009
Day Change Summary
Previous Current
19-Jan-2009 20-Jan-2009 Change Change % Previous Week
Open 1.1031 1.1031 0.0000 0.0% 1.1110
High 1.1117 1.1191 0.0074 0.7% 1.1311
Low 1.1014 1.1014 0.0000 0.0% 1.1058
Close 1.1091 1.1160 0.0069 0.6% 1.1094
Range 0.0103 0.0177 0.0074 71.8% 0.0253
ATR 0.0123 0.0127 0.0004 3.2% 0.0000
Volume 165 46 -119 -72.1% 796
Daily Pivots for day following 20-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.1653 1.1583 1.1257
R3 1.1476 1.1406 1.1209
R2 1.1299 1.1299 1.1192
R1 1.1229 1.1229 1.1176 1.1264
PP 1.1122 1.1122 1.1122 1.1139
S1 1.1052 1.1052 1.1144 1.1087
S2 1.0945 1.0945 1.1128
S3 1.0768 1.0875 1.1111
S4 1.0591 1.0698 1.1063
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.1913 1.1757 1.1233
R3 1.1660 1.1504 1.1164
R2 1.1407 1.1407 1.1140
R1 1.1251 1.1251 1.1117 1.1203
PP 1.1154 1.1154 1.1154 1.1130
S1 1.0998 1.0998 1.1071 1.0950
S2 1.0901 1.0901 1.1048
S3 1.0648 1.0745 1.1024
S4 1.0395 1.0492 1.0955
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1311 1.1014 0.0297 2.7% 0.0126 1.1% 49% False True 185
10 1.1311 1.0721 0.0590 5.3% 0.0130 1.2% 74% False False 112
20 1.1311 1.0632 0.0679 6.1% 0.0085 0.8% 78% False False 70
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.1943
2.618 1.1654
1.618 1.1477
1.000 1.1368
0.618 1.1300
HIGH 1.1191
0.618 1.1123
0.500 1.1103
0.382 1.1082
LOW 1.1014
0.618 1.0905
1.000 1.0837
1.618 1.0728
2.618 1.0551
4.250 1.0262
Fisher Pivots for day following 20-Jan-2009
Pivot 1 day 3 day
R1 1.1141 1.1141
PP 1.1122 1.1122
S1 1.1103 1.1103

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

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