CME Japanese Yen Future June 2009


Trading Metrics calculated at close of trading on 05-May-2009
Day Change Summary
Previous Current
04-May-2009 05-May-2009 Change Change % Previous Week
Open 1.0076 1.0112 0.0036 0.4% 1.0329
High 1.0135 1.0147 0.0012 0.1% 1.0464
Low 1.0048 1.0085 0.0037 0.4% 1.0047
Close 1.0114 1.0106 -0.0008 -0.1% 1.0069
Range 0.0087 0.0062 -0.0025 -28.7% 0.0417
ATR 0.0141 0.0136 -0.0006 -4.0% 0.0000
Volume 45,761 44,566 -1,195 -2.6% 386,452
Daily Pivots for day following 05-May-2009
Classic Woodie Camarilla DeMark
R4 1.0299 1.0264 1.0140
R3 1.0237 1.0202 1.0123
R2 1.0175 1.0175 1.0117
R1 1.0140 1.0140 1.0112 1.0127
PP 1.0113 1.0113 1.0113 1.0106
S1 1.0078 1.0078 1.0100 1.0065
S2 1.0051 1.0051 1.0095
S3 0.9989 1.0016 1.0089
S4 0.9927 0.9954 1.0072
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 1.1444 1.1174 1.0298
R3 1.1027 1.0757 1.0184
R2 1.0610 1.0610 1.0145
R1 1.0340 1.0340 1.0107 1.0267
PP 1.0193 1.0193 1.0193 1.0157
S1 0.9923 0.9923 1.0031 0.9850
S2 0.9776 0.9776 0.9993
S3 0.9359 0.9506 0.9954
S4 0.8942 0.9089 0.9840
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0381 1.0047 0.0334 3.3% 0.0125 1.2% 18% False False 67,093
10 1.0464 1.0047 0.0417 4.1% 0.0118 1.2% 14% False False 72,000
20 1.0464 0.9876 0.0588 5.8% 0.0127 1.3% 39% False False 67,236
40 1.0703 0.9867 0.0836 8.3% 0.0161 1.6% 29% False False 62,115
60 1.1173 0.9867 0.1306 12.9% 0.0160 1.6% 18% False False 41,666
80 1.1510 0.9867 0.1643 16.3% 0.0155 1.5% 15% False False 31,280
100 1.1510 0.9867 0.1643 16.3% 0.0139 1.4% 15% False False 25,029
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 1.0411
2.618 1.0309
1.618 1.0247
1.000 1.0209
0.618 1.0185
HIGH 1.0147
0.618 1.0123
0.500 1.0116
0.382 1.0109
LOW 1.0085
0.618 1.0047
1.000 1.0023
1.618 0.9985
2.618 0.9923
4.250 0.9822
Fisher Pivots for day following 05-May-2009
Pivot 1 day 3 day
R1 1.0116 1.0105
PP 1.0113 1.0103
S1 1.0109 1.0102

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

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