CME Japanese Yen Future June 2009


Trading Metrics calculated at close of trading on 07-Apr-2009
Day Change Summary
Previous Current
06-Apr-2009 07-Apr-2009 Change Change % Previous Week
Open 0.9976 0.9902 -0.0074 -0.7% 1.0218
High 0.9990 1.0024 0.0034 0.3% 1.0435
Low 0.9867 0.9902 0.0035 0.4% 0.9972
Close 0.9917 0.9965 0.0048 0.5% 0.9985
Range 0.0123 0.0122 -0.0001 -0.8% 0.0463
ATR 0.0180 0.0176 -0.0004 -2.3% 0.0000
Volume 69,334 61,168 -8,166 -11.8% 326,089
Daily Pivots for day following 07-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.0330 1.0269 1.0032
R3 1.0208 1.0147 0.9999
R2 1.0086 1.0086 0.9987
R1 1.0025 1.0025 0.9976 1.0056
PP 0.9964 0.9964 0.9964 0.9979
S1 0.9903 0.9903 0.9954 0.9934
S2 0.9842 0.9842 0.9943
S3 0.9720 0.9781 0.9931
S4 0.9598 0.9659 0.9898
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.1520 1.1215 1.0240
R3 1.1057 1.0752 1.0112
R2 1.0594 1.0594 1.0070
R1 1.0289 1.0289 1.0027 1.0210
PP 1.0131 1.0131 1.0131 1.0091
S1 0.9826 0.9826 0.9943 0.9747
S2 0.9668 0.9668 0.9900
S3 0.9205 0.9363 0.9858
S4 0.8742 0.8900 0.9730
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0195 0.9867 0.0328 3.3% 0.0130 1.3% 30% False False 66,069
10 1.0435 0.9867 0.0568 5.7% 0.0161 1.6% 17% False False 63,774
20 1.0703 0.9867 0.0836 8.4% 0.0191 1.9% 12% False False 59,855
40 1.1173 0.9867 0.1306 13.1% 0.0175 1.8% 8% False False 30,391
60 1.1510 0.9867 0.1643 16.5% 0.0164 1.6% 6% False False 20,314
80 1.1510 0.9867 0.1643 16.5% 0.0144 1.4% 6% False False 15,241
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0543
2.618 1.0343
1.618 1.0221
1.000 1.0146
0.618 1.0099
HIGH 1.0024
0.618 0.9977
0.500 0.9963
0.382 0.9949
LOW 0.9902
0.618 0.9827
1.000 0.9780
1.618 0.9705
2.618 0.9583
4.250 0.9384
Fisher Pivots for day following 07-Apr-2009
Pivot 1 day 3 day
R1 0.9964 0.9973
PP 0.9964 0.9970
S1 0.9963 0.9968

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

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