CME Japanese Yen Future June 2009


Trading Metrics calculated at close of trading on 23-Mar-2009
Day Change Summary
Previous Current
20-Mar-2009 23-Mar-2009 Change Change % Previous Week
Open 1.0598 1.0474 -0.0124 -1.2% 1.0201
High 1.0633 1.0495 -0.0138 -1.3% 1.0703
Low 1.0399 1.0283 -0.0116 -1.1% 1.0119
Close 1.0433 1.0334 -0.0099 -0.9% 1.0433
Range 0.0234 0.0212 -0.0022 -9.4% 0.0584
ATR 0.0194 0.0195 0.0001 0.7% 0.0000
Volume 98,086 56,655 -41,431 -42.2% 271,108
Daily Pivots for day following 23-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.1007 1.0882 1.0451
R3 1.0795 1.0670 1.0392
R2 1.0583 1.0583 1.0373
R1 1.0458 1.0458 1.0353 1.0415
PP 1.0371 1.0371 1.0371 1.0349
S1 1.0246 1.0246 1.0315 1.0203
S2 1.0159 1.0159 1.0295
S3 0.9947 1.0034 1.0276
S4 0.9735 0.9822 1.0217
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.2170 1.1886 1.0754
R3 1.1586 1.1302 1.0594
R2 1.1002 1.1002 1.0540
R1 1.0718 1.0718 1.0487 1.0860
PP 1.0418 1.0418 1.0418 1.0490
S1 1.0134 1.0134 1.0379 1.0276
S2 0.9834 0.9834 1.0326
S3 0.9250 0.9550 1.0272
S4 0.8666 0.8966 1.0112
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 5.7% 0.0241 2.3% 37% False False 65,552
10 1.0703 1.0104 0.0599 5.8% 0.0223 2.2% 38% False False 50,074
20 1.0822 1.0054 0.0768 7.4% 0.0201 1.9% 36% False False 25,529
40 1.1350 1.0054 0.1296 12.5% 0.0165 1.6% 22% False False 12,927
60 1.1510 1.0054 0.1456 14.1% 0.0146 1.4% 19% False False 8,649
Crabel Price Patterns
NR True
NR4 True
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 0.0040
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1396
2.618 1.1050
1.618 1.0838
1.000 1.0707
0.618 1.0626
HIGH 1.0495
0.618 1.0414
0.500 1.0389
0.382 1.0364
LOW 1.0283
0.618 1.0152
1.000 1.0071
1.618 0.9940
2.618 0.9728
4.250 0.9382
Fisher Pivots for day following 23-Mar-2009
Pivot 1 day 3 day
R1 1.0389 1.0493
PP 1.0371 1.0440
S1 1.0352 1.0387

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

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