CME Japanese Yen Future June 2009


Trading Metrics calculated at close of trading on 27-Mar-2009
Day Change Summary
Previous Current
26-Mar-2009 27-Mar-2009 Change Change % Previous Week
Open 1.0255 1.0128 -0.0127 -1.2% 1.0474
High 1.0277 1.0314 0.0037 0.4% 1.0495
Low 1.0125 1.0128 0.0003 0.0% 1.0125
Close 1.0163 1.0212 0.0049 0.5% 1.0212
Range 0.0152 0.0186 0.0034 22.4% 0.0370
ATR 0.0189 0.0189 0.0000 -0.1% 0.0000
Volume 66,025 50,259 -15,766 -23.9% 300,369
Daily Pivots for day following 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.0776 1.0680 1.0314
R3 1.0590 1.0494 1.0263
R2 1.0404 1.0404 1.0246
R1 1.0308 1.0308 1.0229 1.0356
PP 1.0218 1.0218 1.0218 1.0242
S1 1.0122 1.0122 1.0195 1.0170
S2 1.0032 1.0032 1.0178
S3 0.9846 0.9936 1.0161
S4 0.9660 0.9750 1.0110
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.1387 1.1170 1.0416
R3 1.1017 1.0800 1.0314
R2 1.0647 1.0647 1.0280
R1 1.0430 1.0430 1.0246 1.0354
PP 1.0277 1.0277 1.0277 1.0239
S1 1.0060 1.0060 1.0178 0.9984
S2 0.9907 0.9907 1.0144
S3 0.9537 0.9690 1.0110
S4 0.9167 0.9320 1.0009
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0495 1.0125 0.0370 3.6% 0.0175 1.7% 24% False False 60,073
10 1.0703 1.0119 0.0584 5.7% 0.0203 2.0% 16% False False 66,411
20 1.0703 1.0054 0.0649 6.4% 0.0190 1.9% 24% False False 37,637
40 1.1300 1.0054 0.1246 12.2% 0.0171 1.7% 13% False False 19,012
60 1.1510 1.0054 0.1456 14.3% 0.0156 1.5% 11% False False 12,710
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0027
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1105
2.618 1.0801
1.618 1.0615
1.000 1.0500
0.618 1.0429
HIGH 1.0314
0.618 1.0243
0.500 1.0221
0.382 1.0199
LOW 1.0128
0.618 1.0013
1.000 0.9942
1.618 0.9827
2.618 0.9641
4.250 0.9338
Fisher Pivots for day following 27-Mar-2009
Pivot 1 day 3 day
R1 1.0221 1.0229
PP 1.0218 1.0223
S1 1.0215 1.0218

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

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