CME Japanese Yen Future June 2009


Trading Metrics calculated at close of trading on 30-Apr-2009
Day Change Summary
Previous Current
29-Apr-2009 30-Apr-2009 Change Change % Previous Week
Open 1.0377 1.0247 -0.0130 -1.3% 1.0087
High 1.0381 1.0303 -0.0078 -0.8% 1.0357
Low 1.0210 1.0107 -0.0103 -1.0% 1.0066
Close 1.0247 1.0137 -0.0110 -1.1% 1.0312
Range 0.0171 0.0196 0.0025 14.6% 0.0291
ATR 0.0145 0.0148 0.0004 2.5% 0.0000
Volume 78,392 65,576 -12,816 -16.3% 380,560
Daily Pivots for day following 30-Apr-2009
Classic Woodie Camarilla DeMark
R4 1.0770 1.0650 1.0245
R3 1.0574 1.0454 1.0191
R2 1.0378 1.0378 1.0173
R1 1.0258 1.0258 1.0155 1.0220
PP 1.0182 1.0182 1.0182 1.0164
S1 1.0062 1.0062 1.0119 1.0024
S2 0.9986 0.9986 1.0101
S3 0.9790 0.9866 1.0083
S4 0.9594 0.9670 1.0029
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 1.0464 1.0107 0.0357 3.5% 0.0142 1.4% 8% False True 70,888
10 1.0464 1.0030 0.0434 4.3% 0.0134 1.3% 25% False False 73,421
20 1.0464 0.9867 0.0597 5.9% 0.0134 1.3% 45% False False 67,339
40 1.0703 0.9867 0.0836 8.2% 0.0167 1.6% 32% False False 57,432
60 1.1299 0.9867 0.1432 14.1% 0.0165 1.6% 19% False False 38,482
80 1.1510 0.9867 0.1643 16.2% 0.0156 1.5% 16% False False 28,890
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.1136
2.618 1.0816
1.618 1.0620
1.000 1.0499
0.618 1.0424
HIGH 1.0303
0.618 1.0228
0.500 1.0205
0.382 1.0182
LOW 1.0107
0.618 0.9986
1.000 0.9911
1.618 0.9790
2.618 0.9594
4.250 0.9274
Fisher Pivots for day following 30-Apr-2009
Pivot 1 day 3 day
R1 1.0205 1.0286
PP 1.0182 1.0236
S1 1.0160 1.0187

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

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