CME Japanese Yen Future June 2009


Trading Metrics calculated at close of trading on 11-Mar-2009
Day Change Summary
Previous Current
09-Mar-2009 11-Mar-2009 Change Change % Previous Week
Open 1.0182 1.0149 -0.0033 -0.3% 1.0292
High 1.0235 1.0369 0.0134 1.3% 1.0377
Low 1.0104 1.0139 0.0035 0.3% 1.0054
Close 1.0146 1.0303 0.0157 1.5% 1.0235
Range 0.0131 0.0230 0.0099 75.6% 0.0323
ATR 0.0159 0.0164 0.0005 3.2% 0.0000
Volume 6,127 25,993 19,866 324.2% 8,878
Daily Pivots for day following 11-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.0960 1.0862 1.0430
R3 1.0730 1.0632 1.0366
R2 1.0500 1.0500 1.0345
R1 1.0402 1.0402 1.0324 1.0451
PP 1.0270 1.0270 1.0270 1.0295
S1 1.0172 1.0172 1.0282 1.0221
S2 1.0040 1.0040 1.0261
S3 0.9810 0.9942 1.0240
S4 0.9580 0.9712 1.0177
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.1191 1.1036 1.0413
R3 1.0868 1.0713 1.0324
R2 1.0545 1.0545 1.0294
R1 1.0390 1.0390 1.0265 1.0306
PP 1.0222 1.0222 1.0222 1.0180
S1 1.0067 1.0067 1.0205 0.9983
S2 0.9899 0.9899 1.0176
S3 0.9576 0.9744 1.0146
S4 0.9253 0.9421 1.0057
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0377 1.0054 0.0323 3.1% 0.0177 1.7% 77% False False 7,771
10 1.0407 1.0054 0.0353 3.4% 0.0161 1.6% 71% False False 4,500
20 1.1173 1.0054 0.1119 10.9% 0.0163 1.6% 22% False False 2,519
40 1.1510 1.0054 0.1456 14.1% 0.0152 1.5% 17% False False 1,344
60 1.1510 1.0054 0.1456 14.1% 0.0132 1.3% 17% False False 905
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 0.0026
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1347
2.618 1.0971
1.618 1.0741
1.000 1.0599
0.618 1.0511
HIGH 1.0369
0.618 1.0281
0.500 1.0254
0.382 1.0227
LOW 1.0139
0.618 0.9997
1.000 0.9909
1.618 0.9767
2.618 0.9537
4.250 0.9162
Fisher Pivots for day following 11-Mar-2009
Pivot 1 day 3 day
R1 1.0287 1.0282
PP 1.0270 1.0261
S1 1.0254 1.0241

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

View Archives - Comment on this page... - Back to Index of Symbols