CME Japanese Yen Future June 2009


Trading Metrics calculated at close of trading on 24-Apr-2009
Day Change Summary
Previous Current
23-Apr-2009 24-Apr-2009 Change Change % Previous Week
Open 1.0215 1.0212 -0.0003 0.0% 1.0087
High 1.0250 1.0357 0.0107 1.0% 1.0357
Low 1.0165 1.0206 0.0041 0.4% 1.0066
Close 1.0226 1.0312 0.0086 0.8% 1.0312
Range 0.0085 0.0151 0.0066 77.6% 0.0291
ATR 0.0150 0.0150 0.0000 0.1% 0.0000
Volume 78,622 69,161 -9,461 -12.0% 380,560
Daily Pivots for day following 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.0745 1.0679 1.0395
R3 1.0594 1.0528 1.0354
R2 1.0443 1.0443 1.0340
R1 1.0377 1.0377 1.0326 1.0410
PP 1.0292 1.0292 1.0292 1.0308
S1 1.0226 1.0226 1.0298 1.0259
S2 1.0141 1.0141 1.0284
S3 0.9990 1.0075 1.0270
S4 0.9839 0.9924 1.0229
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.1118 1.1006 1.0472
R3 1.0827 1.0715 1.0392
R2 1.0536 1.0536 1.0365
R1 1.0424 1.0424 1.0339 1.0480
PP 1.0245 1.0245 1.0245 1.0273
S1 1.0133 1.0133 1.0285 1.0189
S2 0.9954 0.9954 1.0259
S3 0.9663 0.9842 1.0232
S4 0.9372 0.9551 1.0152
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0357 1.0066 0.0291 2.8% 0.0133 1.3% 85% True False 76,112
10 1.0357 0.9932 0.0425 4.1% 0.0130 1.3% 89% True False 67,984
20 1.0435 0.9867 0.0568 5.5% 0.0146 1.4% 78% False False 65,681
40 1.0703 0.9867 0.0836 8.1% 0.0167 1.6% 53% False False 50,419
60 1.1300 0.9867 0.1433 13.9% 0.0163 1.6% 31% False False 33,732
80 1.1510 0.9867 0.1643 15.9% 0.0151 1.5% 27% False False 25,324
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 0.0030
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0999
2.618 1.0752
1.618 1.0601
1.000 1.0508
0.618 1.0450
HIGH 1.0357
0.618 1.0299
0.500 1.0282
0.382 1.0264
LOW 1.0206
0.618 1.0113
1.000 1.0055
1.618 0.9962
2.618 0.9811
4.250 0.9564
Fisher Pivots for day following 24-Apr-2009
Pivot 1 day 3 day
R1 1.0302 1.0290
PP 1.0292 1.0268
S1 1.0282 1.0246

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

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