CME Japanese Yen Future June 2009

Trading Metrics calculated at close of trading on 24-Feb-2009

Day Change Summary
	Previous	Current
	23-Feb-2009	24-Feb-2009	Change	Change %	Previous Week
Open	1.0710	1.0618	-0.0092	-0.9%	1.0941
High	1.0804	1.0630	-0.0174	-1.6%	1.0954
Low	1.0566	1.0340	-0.0226	-2.1%	1.0620
Close	1.0596	1.0350	-0.0246	-2.3%	1.0754
Range	0.0238	0.0290	0.0052	21.8%	0.0334
ATR	0.0152	0.0162	0.0010	6.5%	0.0000
Volume	222	269	47	21.2%	3,990

Daily Pivots for day following 24-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1310	1.1120	1.0510
R3	1.1020	1.0830	1.0430
R2	1.0730	1.0730	1.0403
R1	1.0540	1.0540	1.0377	1.0490
PP	1.0440	1.0440	1.0440	1.0415
S1	1.0250	1.0250	1.0323	1.0200
S2	1.0150	1.0150	1.0297
S3	0.9860	0.9960	1.0270
S4	0.9570	0.9670	1.0191

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	1.0882	1.0340	0.0542	5.2%	0.0209	2.0%	2%	False	True	801
10	1.1173	1.0340	0.0833	8.0%	0.0165	1.6%	1%	False	True	537
20	1.1300	1.0340	0.0960	9.3%	0.0154	1.5%	1%	False	True	358
40	1.1510	1.0340	0.1170	11.3%	0.0136	1.3%	1%	False	True	230

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	0.0033
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	1.1863
2.618	1.1389
1.618	1.1099
1.000	1.0920
0.618	1.0809
HIGH	1.0630
0.618	1.0519
0.500	1.0485
0.382	1.0451
LOW	1.0340
0.618	1.0161
1.000	1.0050
1.618	0.9871
2.618	0.9581
4.250	0.9108

Fisher Pivots for day following 24-Feb-2009
Pivot	1 day	3 day
R1	1.0485	1.0581
PP	1.0440	1.0504
S1	1.0395	1.0427

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