CME Japanese Yen Future June 2009


Trading Metrics calculated at close of trading on 20-Feb-2009
Day Change Summary
Previous Current
19-Feb-2009 20-Feb-2009 Change Change % Previous Week
Open 1.0690 1.0641 -0.0049 -0.5% 1.0941
High 1.0742 1.0822 0.0080 0.7% 1.0954
Low 1.0620 1.0625 0.0005 0.0% 1.0620
Close 1.0621 1.0754 0.0133 1.3% 1.0754
Range 0.0122 0.0197 0.0075 61.5% 0.0334
ATR 0.0141 0.0145 0.0004 3.0% 0.0000
Volume 479 415 -64 -13.4% 3,990
Daily Pivots for day following 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.1325 1.1236 1.0862
R3 1.1128 1.1039 1.0808
R2 1.0931 1.0931 1.0790
R1 1.0842 1.0842 1.0772 1.0887
PP 1.0734 1.0734 1.0734 1.0756
S1 1.0645 1.0645 1.0736 1.0690
S2 1.0537 1.0537 1.0718
S3 1.0340 1.0448 1.0700
S4 1.0143 1.0251 1.0646
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.1778 1.1600 1.0938
R3 1.1444 1.1266 1.0846
R2 1.1110 1.1110 1.0815
R1 1.0932 1.0932 1.0785 1.0854
PP 1.0776 1.0776 1.0776 1.0737
S1 1.0598 1.0598 1.0723 1.0520
S2 1.0442 1.0442 1.0693
S3 1.0108 1.0264 1.0662
S4 0.9774 0.9930 1.0570
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0954 1.0620 0.0334 3.1% 0.0142 1.3% 40% False False 798
10 1.1173 1.0620 0.0553 5.1% 0.0142 1.3% 24% False False 515
20 1.1350 1.0620 0.0730 6.8% 0.0136 1.3% 18% False False 342
40 1.1510 1.0620 0.0890 8.3% 0.0124 1.1% 15% False False 218
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1659
2.618 1.1338
1.618 1.1141
1.000 1.1019
0.618 1.0944
HIGH 1.0822
0.618 1.0747
0.500 1.0724
0.382 1.0700
LOW 1.0625
0.618 1.0503
1.000 1.0428
1.618 1.0306
2.618 1.0109
4.250 0.9788
Fisher Pivots for day following 20-Feb-2009
Pivot 1 day 3 day
R1 1.0744 1.0753
PP 1.0734 1.0752
S1 1.0724 1.0751

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

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