CME Japanese Yen Future June 2009


Trading Metrics calculated at close of trading on 07-May-2009
Day Change Summary
Previous Current
06-May-2009 07-May-2009 Change Change % Previous Week
Open 1.0110 1.0164 0.0054 0.5% 1.0329
High 1.0217 1.0176 -0.0041 -0.4% 1.0464
Low 1.0095 1.0025 -0.0070 -0.7% 1.0047
Close 1.0176 1.0104 -0.0072 -0.7% 1.0069
Range 0.0122 0.0151 0.0029 23.8% 0.0417
ATR 0.0135 0.0136 0.0001 0.9% 0.0000
Volume 50,737 85,391 34,654 68.3% 386,452
Daily Pivots for day following 07-May-2009
Classic Woodie Camarilla DeMark
R4 1.0555 1.0480 1.0187
R3 1.0404 1.0329 1.0146
R2 1.0253 1.0253 1.0132
R1 1.0178 1.0178 1.0118 1.0140
PP 1.0102 1.0102 1.0102 1.0083
S1 1.0027 1.0027 1.0090 0.9989
S2 0.9951 0.9951 1.0076
S3 0.9800 0.9876 1.0062
S4 0.9649 0.9725 1.0021
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 1.0217 1.0025 0.0192 1.9% 0.0106 1.1% 41% False True 65,525
10 1.0464 1.0025 0.0439 4.3% 0.0124 1.2% 18% False True 68,206
20 1.0464 0.9932 0.0532 5.3% 0.0125 1.2% 32% False False 67,858
40 1.0703 0.9867 0.0836 8.3% 0.0160 1.6% 28% False False 65,266
60 1.1173 0.9867 0.1306 12.9% 0.0160 1.6% 18% False False 43,919
80 1.1510 0.9867 0.1643 16.3% 0.0155 1.5% 14% False False 32,981
100 1.1510 0.9867 0.1643 16.3% 0.0141 1.4% 14% False False 26,390
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0818
2.618 1.0571
1.618 1.0420
1.000 1.0327
0.618 1.0269
HIGH 1.0176
0.618 1.0118
0.500 1.0101
0.382 1.0083
LOW 1.0025
0.618 0.9932
1.000 0.9874
1.618 0.9781
2.618 0.9630
4.250 0.9383
Fisher Pivots for day following 07-May-2009
Pivot 1 day 3 day
R1 1.0103 1.0121
PP 1.0102 1.0115
S1 1.0101 1.0110

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

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