CME Japanese Yen Future June 2009


Trading Metrics calculated at close of trading on 11-May-2009
Day Change Summary
Previous Current
08-May-2009 11-May-2009 Change Change % Previous Week
Open 1.0073 1.0137 0.0064 0.6% 1.0076
High 1.0177 1.0286 0.0109 1.1% 1.0217
Low 1.0043 1.0122 0.0079 0.8% 1.0025
Close 1.0168 1.0268 0.0100 1.0% 1.0168
Range 0.0134 0.0164 0.0030 22.4% 0.0192
ATR 0.0136 0.0138 0.0002 1.5% 0.0000
Volume 94,439 62,726 -31,713 -33.6% 320,894
Daily Pivots for day following 11-May-2009
Classic Woodie Camarilla DeMark
R4 1.0717 1.0657 1.0358
R3 1.0553 1.0493 1.0313
R2 1.0389 1.0389 1.0298
R1 1.0329 1.0329 1.0283 1.0359
PP 1.0225 1.0225 1.0225 1.0241
S1 1.0165 1.0165 1.0253 1.0195
S2 1.0061 1.0061 1.0238
S3 0.9897 1.0001 1.0223
S4 0.9733 0.9837 1.0178
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 1.0713 1.0632 1.0274
R3 1.0521 1.0440 1.0221
R2 1.0329 1.0329 1.0203
R1 1.0248 1.0248 1.0186 1.0289
PP 1.0137 1.0137 1.0137 1.0157
S1 1.0056 1.0056 1.0150 1.0097
S2 0.9945 0.9945 1.0133
S3 0.9753 0.9864 1.0115
S4 0.9561 0.9672 1.0062
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0286 1.0025 0.0261 2.5% 0.0127 1.2% 93% True False 67,571
10 1.0464 1.0025 0.0439 4.3% 0.0132 1.3% 55% False False 68,662
20 1.0464 0.9966 0.0498 4.9% 0.0130 1.3% 61% False False 69,945
40 1.0703 0.9867 0.0836 8.1% 0.0154 1.5% 48% False False 67,438
60 1.1155 0.9867 0.1288 12.5% 0.0160 1.6% 31% False False 46,529
80 1.1510 0.9867 0.1643 16.0% 0.0155 1.5% 24% False False 34,941
100 1.1510 0.9867 0.1643 16.0% 0.0143 1.4% 24% False False 27,961
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 True
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0983
2.618 1.0715
1.618 1.0551
1.000 1.0450
0.618 1.0387
HIGH 1.0286
0.618 1.0223
0.500 1.0204
0.382 1.0185
LOW 1.0122
0.618 1.0021
1.000 0.9958
1.618 0.9857
2.618 0.9693
4.250 0.9425
Fisher Pivots for day following 11-May-2009
Pivot 1 day 3 day
R1 1.0247 1.0231
PP 1.0225 1.0193
S1 1.0204 1.0156

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

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