CME Japanese Yen Future June 2009


Trading Metrics calculated at close of trading on 08-Apr-2009
Day Change Summary
Previous Current
07-Apr-2009 08-Apr-2009 Change Change % Previous Week
Open 0.9902 0.9960 0.0058 0.6% 1.0218
High 1.0024 1.0084 0.0060 0.6% 1.0435
Low 0.9902 0.9876 -0.0026 -0.3% 0.9972
Close 0.9965 1.0039 0.0074 0.7% 0.9985
Range 0.0122 0.0208 0.0086 70.5% 0.0463
ATR 0.0176 0.0178 0.0002 1.3% 0.0000
Volume 61,168 62,525 1,357 2.2% 326,089
Daily Pivots for day following 08-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.0624 1.0539 1.0153
R3 1.0416 1.0331 1.0096
R2 1.0208 1.0208 1.0077
R1 1.0123 1.0123 1.0058 1.0166
PP 1.0000 1.0000 1.0000 1.0021
S1 0.9915 0.9915 1.0020 0.9958
S2 0.9792 0.9792 1.0001
S3 0.9584 0.9707 0.9982
S4 0.9376 0.9499 0.9925
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 1.0177 0.9867 0.0310 3.1% 0.0144 1.4% 55% False False 63,451
10 1.0435 0.9867 0.0568 5.7% 0.0167 1.7% 30% False False 63,540
20 1.0703 0.9867 0.0836 8.3% 0.0195 1.9% 21% False False 62,675
40 1.1173 0.9867 0.1306 13.0% 0.0177 1.8% 13% False False 31,950
60 1.1510 0.9867 0.1643 16.4% 0.0165 1.6% 10% False False 21,355
80 1.1510 0.9867 0.1643 16.4% 0.0146 1.5% 10% False False 16,023
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0968
2.618 1.0629
1.618 1.0421
1.000 1.0292
0.618 1.0213
HIGH 1.0084
0.618 1.0005
0.500 0.9980
0.382 0.9955
LOW 0.9876
0.618 0.9747
1.000 0.9668
1.618 0.9539
2.618 0.9331
4.250 0.8992
Fisher Pivots for day following 08-Apr-2009
Pivot 1 day 3 day
R1 1.0019 1.0018
PP 1.0000 0.9997
S1 0.9980 0.9976

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

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