CME Japanese Yen Future June 2009


Trading Metrics calculated at close of trading on 26-Jan-2009
Day Change Summary
Previous Current
23-Jan-2009 26-Jan-2009 Change Change % Previous Week
Open 1.1313 1.1350 0.0037 0.3% 1.1031
High 1.1313 1.1350 0.0037 0.3% 1.1510
Low 1.1248 1.1294 0.0046 0.4% 1.1014
Close 1.1299 1.1277 -0.0022 -0.2% 1.1299
Range 0.0065 0.0056 -0.0009 -13.8% 0.0496
ATR 0.0141 0.0135 -0.0006 -4.3% 0.0000
Volume 48 163 115 239.6% 720
Daily Pivots for day following 26-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.1475 1.1432 1.1308
R3 1.1419 1.1376 1.1292
R2 1.1363 1.1363 1.1287
R1 1.1320 1.1320 1.1282 1.1314
PP 1.1307 1.1307 1.1307 1.1304
S1 1.1264 1.1264 1.1272 1.1258
S2 1.1251 1.1251 1.1267
S3 1.1195 1.1208 1.1262
S4 1.1139 1.1152 1.1246
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.2762 1.2527 1.1572
R3 1.2266 1.2031 1.1435
R2 1.1770 1.1770 1.1390
R1 1.1535 1.1535 1.1344 1.1653
PP 1.1274 1.1274 1.1274 1.1333
S1 1.1039 1.1039 1.1254 1.1157
S2 1.0778 1.0778 1.1208
S3 1.0282 1.0543 1.1163
S4 0.9786 1.0047 1.1026
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1510 1.1014 0.0496 4.4% 0.0170 1.5% 53% False False 143
10 1.1510 1.1014 0.0496 4.4% 0.0141 1.3% 53% False False 161
20 1.1510 1.0632 0.0878 7.8% 0.0113 1.0% 73% False False 103
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 True
Stretch 0.0022
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.1588
2.618 1.1497
1.618 1.1441
1.000 1.1406
0.618 1.1385
HIGH 1.1350
0.618 1.1329
0.500 1.1322
0.382 1.1315
LOW 1.1294
0.618 1.1259
1.000 1.1238
1.618 1.1203
2.618 1.1147
4.250 1.1056
Fisher Pivots for day following 26-Jan-2009
Pivot 1 day 3 day
R1 1.1322 1.1313
PP 1.1307 1.1301
S1 1.1292 1.1289

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.