CME Japanese Yen Future June 2009


Trading Metrics calculated at close of trading on 05-Mar-2009
Day Change Summary
Previous Current
04-Mar-2009 05-Mar-2009 Change Change % Previous Week
Open 1.0199 1.0101 -0.0098 -1.0% 1.0710
High 1.0201 1.0256 0.0055 0.5% 1.0804
Low 1.0072 1.0054 -0.0018 -0.2% 1.0157
Close 1.0102 1.0198 0.0096 1.0% 1.0242
Range 0.0129 0.0202 0.0073 56.6% 0.0647
ATR 0.0155 0.0158 0.0003 2.2% 0.0000
Volume 1,687 1,107 -580 -34.4% 4,500
Daily Pivots for day following 05-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.0775 1.0689 1.0309
R3 1.0573 1.0487 1.0254
R2 1.0371 1.0371 1.0235
R1 1.0285 1.0285 1.0217 1.0328
PP 1.0169 1.0169 1.0169 1.0191
S1 1.0083 1.0083 1.0179 1.0126
S2 0.9967 0.9967 1.0161
S3 0.9765 0.9881 1.0142
S4 0.9563 0.9679 1.0087
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 1.0350 1.0054 0.0296 2.9% 0.0153 1.5% 49% False True 1,529
10 1.0822 1.0054 0.0768 7.5% 0.0178 1.7% 19% False True 985
20 1.1173 1.0054 0.1119 11.0% 0.0159 1.6% 13% False True 768
40 1.1510 1.0054 0.1456 14.3% 0.0149 1.5% 10% False True 445
60 1.1510 1.0054 0.1456 14.3% 0.0125 1.2% 10% False True 304
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0029
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1115
2.618 1.0785
1.618 1.0583
1.000 1.0458
0.618 1.0381
HIGH 1.0256
0.618 1.0179
0.500 1.0155
0.382 1.0131
LOW 1.0054
0.618 0.9929
1.000 0.9852
1.618 0.9727
2.618 0.9525
4.250 0.9196
Fisher Pivots for day following 05-Mar-2009
Pivot 1 day 3 day
R1 1.0184 1.0196
PP 1.0169 1.0195
S1 1.0155 1.0193

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

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