CME Japanese Yen Future June 2009


Trading Metrics calculated at close of trading on 27-Feb-2009
Day Change Summary
Previous Current
26-Feb-2009 27-Feb-2009 Change Change % Previous Week
Open 1.0280 1.0178 -0.0102 -1.0% 1.0710
High 1.0294 1.0350 0.0056 0.5% 1.0804
Low 1.0157 1.0178 0.0021 0.2% 1.0157
Close 1.0187 1.0242 0.0055 0.5% 1.0242
Range 0.0137 0.0172 0.0035 25.5% 0.0647
ATR 0.0160 0.0160 0.0001 0.6% 0.0000
Volume 646 2,712 2,066 319.8% 4,500
Daily Pivots for day following 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.0773 1.0679 1.0337
R3 1.0601 1.0507 1.0289
R2 1.0429 1.0429 1.0274
R1 1.0335 1.0335 1.0258 1.0382
PP 1.0257 1.0257 1.0257 1.0280
S1 1.0163 1.0163 1.0226 1.0210
S2 1.0085 1.0085 1.0210
S3 0.9913 0.9991 1.0195
S4 0.9741 0.9819 1.0147
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 1.2342 1.1939 1.0598
R3 1.1695 1.1292 1.0420
R2 1.1048 1.1048 1.0361
R1 1.0645 1.0645 1.0301 1.0523
PP 1.0401 1.0401 1.0401 1.0340
S1 0.9998 0.9998 1.0183 0.9876
S2 0.9754 0.9754 1.0123
S3 0.9107 0.9351 1.0064
S4 0.8460 0.8704 0.9886
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0804 1.0157 0.0647 6.3% 0.0198 1.9% 13% False False 900
10 1.0954 1.0157 0.0797 7.8% 0.0170 1.7% 11% False False 849
20 1.1300 1.0157 0.1143 11.2% 0.0162 1.6% 7% False False 548
40 1.1510 1.0157 0.1353 13.2% 0.0147 1.4% 6% False False 330
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 0.0029
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1081
2.618 1.0800
1.618 1.0628
1.000 1.0522
0.618 1.0456
HIGH 1.0350
0.618 1.0284
0.500 1.0264
0.382 1.0244
LOW 1.0178
0.618 1.0072
1.000 1.0006
1.618 0.9900
2.618 0.9728
4.250 0.9447
Fisher Pivots for day following 27-Feb-2009
Pivot 1 day 3 day
R1 1.0264 1.0282
PP 1.0257 1.0269
S1 1.0249 1.0255

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

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