CME Japanese Yen Future June 2009


Trading Metrics calculated at close of trading on 16-Feb-2009
Day Change Summary
Previous Current
13-Feb-2009 16-Feb-2009 Change Change % Previous Week
Open 1.1064 1.0941 -0.0123 -1.1% 1.0900
High 1.1084 1.0954 -0.0130 -1.2% 1.1173
Low 1.0895 1.0910 0.0015 0.1% 1.0895
Close 1.0924 1.0928 0.0004 0.0% 1.0924
Range 0.0189 0.0044 -0.0145 -76.7% 0.0278
ATR 0.0145 0.0137 -0.0007 -5.0% 0.0000
Volume 173 173 0 0.0% 1,167
Daily Pivots for day following 16-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.1063 1.1039 1.0952
R3 1.1019 1.0995 1.0940
R2 1.0975 1.0975 1.0936
R1 1.0951 1.0951 1.0932 1.0941
PP 1.0931 1.0931 1.0931 1.0926
S1 1.0907 1.0907 1.0924 1.0897
S2 1.0887 1.0887 1.0920
S3 1.0843 1.0863 1.0916
S4 1.0799 1.0819 1.0904
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.1831 1.1656 1.1077
R3 1.1553 1.1378 1.1000
R2 1.1275 1.1275 1.0975
R1 1.1100 1.1100 1.0949 1.1188
PP 1.0997 1.0997 1.0997 1.1041
S1 1.0822 1.0822 1.0899 1.0910
S2 1.0719 1.0719 1.0873
S3 1.0441 1.0544 1.0848
S4 1.0163 1.0266 1.0771
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1173 1.0895 0.0278 2.5% 0.0125 1.1% 12% False False 235
10 1.1299 1.0880 0.0419 3.8% 0.0146 1.3% 11% False False 255
20 1.1510 1.0880 0.0630 5.8% 0.0142 1.3% 8% False False 179
40 1.1510 1.0632 0.0878 8.0% 0.0110 1.0% 34% False False 124
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 1.1141
2.618 1.1069
1.618 1.1025
1.000 1.0998
0.618 1.0981
HIGH 1.0954
0.618 1.0937
0.500 1.0932
0.382 1.0927
LOW 1.0910
0.618 1.0883
1.000 1.0866
1.618 1.0839
2.618 1.0795
4.250 1.0723
Fisher Pivots for day following 16-Feb-2009
Pivot 1 day 3 day
R1 1.0932 1.1025
PP 1.0931 1.0993
S1 1.0929 1.0960

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

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