CME Japanese Yen Future June 2009


Trading Metrics calculated at close of trading on 13-Mar-2009
Day Change Summary
Previous Current
12-Mar-2009 13-Mar-2009 Change Change % Previous Week
Open 1.0295 1.0272 -0.0023 -0.2% 1.0182
High 1.0474 1.0314 -0.0160 -1.5% 1.0474
Low 1.0169 1.0153 -0.0016 -0.2% 1.0104
Close 1.0220 1.0220 0.0000 0.0% 1.0220
Range 0.0305 0.0161 -0.0144 -47.2% 0.0370
ATR 0.0174 0.0173 -0.0001 -0.5% 0.0000
Volume 44,290 92,633 48,343 109.2% 169,043
Daily Pivots for day following 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.0712 1.0627 1.0309
R3 1.0551 1.0466 1.0264
R2 1.0390 1.0390 1.0250
R1 1.0305 1.0305 1.0235 1.0267
PP 1.0229 1.0229 1.0229 1.0210
S1 1.0144 1.0144 1.0205 1.0106
S2 1.0068 1.0068 1.0190
S3 0.9907 0.9983 1.0176
S4 0.9746 0.9822 1.0131
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.1376 1.1168 1.0424
R3 1.1006 1.0798 1.0322
R2 1.0636 1.0636 1.0288
R1 1.0428 1.0428 1.0254 1.0532
PP 1.0266 1.0266 1.0266 1.0318
S1 1.0058 1.0058 1.0186 1.0162
S2 0.9896 0.9896 1.0152
S3 0.9526 0.9688 1.0118
S4 0.9156 0.9318 1.0017
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0474 1.0104 0.0370 3.6% 0.0204 2.0% 31% False False 34,597
10 1.0474 1.0054 0.0420 4.1% 0.0179 1.7% 40% False False 18,063
20 1.1084 1.0054 0.1030 10.1% 0.0175 1.7% 16% False False 9,329
40 1.1510 1.0054 0.1456 14.2% 0.0157 1.5% 11% False False 4,754
60 1.1510 1.0054 0.1456 14.2% 0.0135 1.3% 11% False False 3,187
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0037
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0998
2.618 1.0735
1.618 1.0574
1.000 1.0475
0.618 1.0413
HIGH 1.0314
0.618 1.0252
0.500 1.0234
0.382 1.0215
LOW 1.0153
0.618 1.0054
1.000 0.9992
1.618 0.9893
2.618 0.9732
4.250 0.9469
Fisher Pivots for day following 13-Mar-2009
Pivot 1 day 3 day
R1 1.0234 1.0307
PP 1.0229 1.0278
S1 1.0225 1.0249

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

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