CME Japanese Yen Future June 2009


Trading Metrics calculated at close of trading on 19-Mar-2009
Day Change Summary
Previous Current
18-Mar-2009 19-Mar-2009 Change Change % Previous Week
Open 1.0152 1.0421 0.0269 2.6% 1.0182
High 1.0470 1.0703 0.0233 2.2% 1.0474
Low 1.0134 1.0363 0.0229 2.3% 1.0104
Close 1.0396 1.0593 0.0197 1.9% 1.0220
Range 0.0336 0.0340 0.0004 1.2% 0.0370
ATR 0.0180 0.0191 0.0011 6.4% 0.0000
Volume 48,542 76,764 28,222 58.1% 169,043
Daily Pivots for day following 19-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.1573 1.1423 1.0780
R3 1.1233 1.1083 1.0687
R2 1.0893 1.0893 1.0655
R1 1.0743 1.0743 1.0624 1.0818
PP 1.0553 1.0553 1.0553 1.0591
S1 1.0403 1.0403 1.0562 1.0478
S2 1.0213 1.0213 1.0531
S3 0.9873 1.0063 1.0500
S4 0.9533 0.9723 1.0406
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 1.0703 1.0119 0.0584 5.5% 0.0245 2.3% 81% True False 61,989
10 1.0703 1.0054 0.0649 6.1% 0.0211 2.0% 83% True False 34,880
20 1.0882 1.0054 0.0828 7.8% 0.0194 1.8% 65% False False 17,947
40 1.1510 1.0054 0.1456 13.7% 0.0167 1.6% 37% False False 9,070
60 1.1510 1.0054 0.1456 13.7% 0.0140 1.3% 37% False False 6,070
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 0.0039
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 1.2148
2.618 1.1593
1.618 1.1253
1.000 1.1043
0.618 1.0913
HIGH 1.0703
0.618 1.0573
0.500 1.0533
0.382 1.0493
LOW 1.0363
0.618 1.0153
1.000 1.0023
1.618 0.9813
2.618 0.9473
4.250 0.8918
Fisher Pivots for day following 19-Mar-2009
Pivot 1 day 3 day
R1 1.0573 1.0532
PP 1.0553 1.0472
S1 1.0533 1.0411

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

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