CME Japanese Yen Future June 2009


Trading Metrics calculated at close of trading on 22-May-2009
Day Change Summary
Previous Current
21-May-2009 22-May-2009 Change Change % Previous Week
Open 1.0542 1.0602 0.0060 0.6% 1.0520
High 1.0643 1.0657 0.0014 0.1% 1.0657
Low 1.0498 1.0535 0.0037 0.4% 1.0344
Close 1.0615 1.0593 -0.0022 -0.2% 1.0593
Range 0.0145 0.0122 -0.0023 -15.9% 0.0313
ATR 0.0143 0.0142 -0.0002 -1.1% 0.0000
Volume 86,926 105,197 18,271 21.0% 426,397
Daily Pivots for day following 22-May-2009
Classic Woodie Camarilla DeMark
R4 1.0961 1.0899 1.0660
R3 1.0839 1.0777 1.0627
R2 1.0717 1.0717 1.0615
R1 1.0655 1.0655 1.0604 1.0625
PP 1.0595 1.0595 1.0595 1.0580
S1 1.0533 1.0533 1.0582 1.0503
S2 1.0473 1.0473 1.0571
S3 1.0351 1.0411 1.0559
S4 1.0229 1.0289 1.0526
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 1.1470 1.1345 1.0765
R3 1.1157 1.1032 1.0679
R2 1.0844 1.0844 1.0650
R1 1.0719 1.0719 1.0622 1.0782
PP 1.0531 1.0531 1.0531 1.0563
S1 1.0406 1.0406 1.0564 1.0469
S2 1.0218 1.0218 1.0536
S3 0.9905 1.0093 1.0507
S4 0.9592 0.9780 1.0421
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0657 1.0344 0.0313 3.0% 0.0146 1.4% 80% True False 85,279
10 1.0657 1.0122 0.0535 5.1% 0.0149 1.4% 88% True False 81,869
20 1.0657 1.0025 0.0632 6.0% 0.0136 1.3% 90% True False 76,302
40 1.0657 0.9867 0.0790 7.5% 0.0141 1.3% 92% True False 70,991
60 1.0703 0.9867 0.0836 7.9% 0.0157 1.5% 87% False False 59,046
80 1.1300 0.9867 0.1433 13.5% 0.0156 1.5% 51% False False 44,374
100 1.1510 0.9867 0.1643 15.5% 0.0148 1.4% 44% False False 35,520
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 0.0037
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1176
2.618 1.0976
1.618 1.0854
1.000 1.0779
0.618 1.0732
HIGH 1.0657
0.618 1.0610
0.500 1.0596
0.382 1.0582
LOW 1.0535
0.618 1.0460
1.000 1.0413
1.618 1.0338
2.618 1.0216
4.250 1.0017
Fisher Pivots for day following 22-May-2009
Pivot 1 day 3 day
R1 1.0596 1.0571
PP 1.0595 1.0548
S1 1.0594 1.0526

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

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