CME Japanese Yen Future June 2009


Trading Metrics calculated at close of trading on 21-May-2009
Day Change Summary
Previous Current
20-May-2009 21-May-2009 Change Change % Previous Week
Open 1.0424 1.0542 0.0118 1.1% 1.0137
High 1.0563 1.0643 0.0080 0.8% 1.0560
Low 1.0395 1.0498 0.0103 1.0% 1.0122
Close 1.0536 1.0615 0.0079 0.7% 1.0522
Range 0.0168 0.0145 -0.0023 -13.7% 0.0438
ATR 0.0143 0.0143 0.0000 0.1% 0.0000
Volume 68,585 86,926 18,341 26.7% 392,297
Daily Pivots for day following 21-May-2009
Classic Woodie Camarilla DeMark
R4 1.1020 1.0963 1.0695
R3 1.0875 1.0818 1.0655
R2 1.0730 1.0730 1.0642
R1 1.0673 1.0673 1.0628 1.0702
PP 1.0585 1.0585 1.0585 1.0600
S1 1.0528 1.0528 1.0602 1.0557
S2 1.0440 1.0440 1.0588
S3 1.0295 1.0383 1.0575
S4 1.0150 1.0238 1.0535
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 1.1715 1.1557 1.0763
R3 1.1277 1.1119 1.0642
R2 1.0839 1.0839 1.0602
R1 1.0681 1.0681 1.0562 1.0760
PP 1.0401 1.0401 1.0401 1.0441
S1 1.0243 1.0243 1.0482 1.0322
S2 0.9963 0.9963 1.0442
S3 0.9525 0.9805 1.0402
S4 0.9087 0.9367 1.0281
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0643 1.0344 0.0299 2.8% 0.0154 1.4% 91% True False 79,384
10 1.0643 1.0043 0.0600 5.7% 0.0150 1.4% 95% True False 80,793
20 1.0643 1.0025 0.0618 5.8% 0.0137 1.3% 95% True False 74,500
40 1.0643 0.9867 0.0776 7.3% 0.0141 1.3% 96% True False 70,012
60 1.0703 0.9867 0.0836 7.9% 0.0159 1.5% 89% False False 57,298
80 1.1331 0.9867 0.1464 13.8% 0.0156 1.5% 51% False False 43,060
100 1.1510 0.9867 0.1643 15.5% 0.0147 1.4% 46% False False 34,468
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.0035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1259
2.618 1.1023
1.618 1.0878
1.000 1.0788
0.618 1.0733
HIGH 1.0643
0.618 1.0588
0.500 1.0571
0.382 1.0553
LOW 1.0498
0.618 1.0408
1.000 1.0353
1.618 1.0263
2.618 1.0118
4.250 0.9882
Fisher Pivots for day following 21-May-2009
Pivot 1 day 3 day
R1 1.0600 1.0575
PP 1.0585 1.0534
S1 1.0571 1.0494

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

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