CME Japanese Yen Future June 2009


Trading Metrics calculated at close of trading on 23-Feb-2009
Day Change Summary
Previous Current
20-Feb-2009 23-Feb-2009 Change Change % Previous Week
Open 1.0641 1.0710 0.0069 0.6% 1.0941
High 1.0822 1.0804 -0.0018 -0.2% 1.0954
Low 1.0625 1.0566 -0.0059 -0.6% 1.0620
Close 1.0754 1.0596 -0.0158 -1.5% 1.0754
Range 0.0197 0.0238 0.0041 20.8% 0.0334
ATR 0.0145 0.0152 0.0007 4.6% 0.0000
Volume 415 222 -193 -46.5% 3,990
Daily Pivots for day following 23-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.1369 1.1221 1.0727
R3 1.1131 1.0983 1.0661
R2 1.0893 1.0893 1.0640
R1 1.0745 1.0745 1.0618 1.0700
PP 1.0655 1.0655 1.0655 1.0633
S1 1.0507 1.0507 1.0574 1.0462
S2 1.0417 1.0417 1.0552
S3 1.0179 1.0269 1.0531
S4 0.9941 1.0031 1.0465
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 1.0566 0.0388 3.7% 0.0180 1.7% 8% False True 807
10 1.1173 1.0566 0.0607 5.7% 0.0153 1.4% 5% False True 521
20 1.1331 1.0566 0.0765 7.2% 0.0145 1.4% 4% False True 345
40 1.1510 1.0566 0.0944 8.9% 0.0129 1.2% 3% False True 224
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 0.0032
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.1816
2.618 1.1427
1.618 1.1189
1.000 1.1042
0.618 1.0951
HIGH 1.0804
0.618 1.0713
0.500 1.0685
0.382 1.0657
LOW 1.0566
0.618 1.0419
1.000 1.0328
1.618 1.0181
2.618 0.9943
4.250 0.9555
Fisher Pivots for day following 23-Feb-2009
Pivot 1 day 3 day
R1 1.0685 1.0694
PP 1.0655 1.0661
S1 1.0626 1.0629

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

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