CME Japanese Yen Future June 2009


Trading Metrics calculated at close of trading on 01-Jun-2009
Day Change Summary
Previous Current
29-May-2009 01-Jun-2009 Change Change % Previous Week
Open 1.0318 1.0494 0.0176 1.7% 1.0561
High 1.0528 1.0590 0.0062 0.6% 1.0592
Low 1.0317 1.0332 0.0015 0.1% 1.0285
Close 1.0511 1.0363 -0.0148 -1.4% 1.0511
Range 0.0211 0.0258 0.0047 22.3% 0.0307
ATR 0.0146 0.0154 0.0008 5.5% 0.0000
Volume 102,443 91,146 -11,297 -11.0% 327,039
Daily Pivots for day following 01-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.1202 1.1041 1.0505
R3 1.0944 1.0783 1.0434
R2 1.0686 1.0686 1.0410
R1 1.0525 1.0525 1.0387 1.0477
PP 1.0428 1.0428 1.0428 1.0404
S1 1.0267 1.0267 1.0339 1.0219
S2 1.0170 1.0170 1.0316
S3 0.9912 1.0009 1.0292
S4 0.9654 0.9751 1.0221
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 1.1384 1.1254 1.0680
R3 1.1077 1.0947 1.0595
R2 1.0770 1.0770 1.0567
R1 1.0640 1.0640 1.0539 1.0552
PP 1.0463 1.0463 1.0463 1.0418
S1 1.0333 1.0333 1.0483 1.0245
S2 1.0156 1.0156 1.0455
S3 0.9849 1.0026 1.0427
S4 0.9542 0.9719 1.0342
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0592 1.0285 0.0307 3.0% 0.0173 1.7% 25% False False 83,637
10 1.0657 1.0285 0.0372 3.6% 0.0160 1.5% 21% False False 84,458
20 1.0657 1.0025 0.0632 6.1% 0.0146 1.4% 53% False False 77,888
40 1.0657 0.9867 0.0790 7.6% 0.0139 1.3% 63% False False 73,702
60 1.0703 0.9867 0.0836 8.1% 0.0159 1.5% 59% False False 65,914
80 1.1278 0.9867 0.1411 13.6% 0.0160 1.5% 35% False False 49,595
100 1.1510 0.9867 0.1643 15.9% 0.0154 1.5% 30% False False 39,699
120 1.1510 0.9867 0.1643 15.9% 0.0140 1.4% 30% False False 33,086
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 False
Bear Hook False
Bull Hook False
Stretch 0.0039
Widest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 1.1687
2.618 1.1265
1.618 1.1007
1.000 1.0848
0.618 1.0749
HIGH 1.0590
0.618 1.0491
0.500 1.0461
0.382 1.0431
LOW 1.0332
0.618 1.0173
1.000 1.0074
1.618 0.9915
2.618 0.9657
4.250 0.9236
Fisher Pivots for day following 01-Jun-2009
Pivot 1 day 3 day
R1 1.0461 1.0438
PP 1.0428 1.0413
S1 1.0396 1.0388

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

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