CME Japanese Yen Future June 2009


Trading Metrics calculated at close of trading on 08-Jun-2009
Day Change Summary
Previous Current
05-Jun-2009 08-Jun-2009 Change Change % Previous Week
Open 1.0344 1.0153 -0.0191 -1.8% 1.0494
High 1.0356 1.0183 -0.0173 -1.7% 1.0590
Low 1.0112 1.0116 0.0004 0.0% 1.0112
Close 1.0167 1.0165 -0.0002 0.0% 1.0167
Range 0.0244 0.0067 -0.0177 -72.5% 0.0478
ATR 0.0155 0.0149 -0.0006 -4.1% 0.0000
Volume 77,523 110,488 32,965 42.5% 438,721
Daily Pivots for day following 08-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.0356 1.0327 1.0202
R3 1.0289 1.0260 1.0183
R2 1.0222 1.0222 1.0177
R1 1.0193 1.0193 1.0171 1.0208
PP 1.0155 1.0155 1.0155 1.0162
S1 1.0126 1.0126 1.0159 1.0141
S2 1.0088 1.0088 1.0153
S3 1.0021 1.0059 1.0147
S4 0.9954 0.9992 1.0128
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.1724 1.1423 1.0430
R3 1.1246 1.0945 1.0298
R2 1.0768 1.0768 1.0255
R1 1.0467 1.0467 1.0211 1.0379
PP 1.0290 1.0290 1.0290 1.0245
S1 0.9989 0.9989 1.0123 0.9901
S2 0.9812 0.9812 1.0079
S3 0.9334 0.9511 1.0036
S4 0.8856 0.9033 0.9904
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0493 1.0112 0.0381 3.7% 0.0139 1.4% 14% False False 91,612
10 1.0592 1.0112 0.0480 4.7% 0.0156 1.5% 11% False False 87,624
20 1.0657 1.0112 0.0545 5.4% 0.0153 1.5% 10% False False 84,747
40 1.0657 0.9932 0.0725 7.1% 0.0140 1.4% 32% False False 77,053
60 1.0703 0.9867 0.0836 8.2% 0.0156 1.5% 36% False False 72,900
80 1.1173 0.9867 0.1306 12.8% 0.0158 1.5% 23% False False 55,305
100 1.1510 0.9867 0.1643 16.2% 0.0154 1.5% 18% False False 44,278
120 1.1510 0.9867 0.1643 16.2% 0.0144 1.4% 18% False False 36,903
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 1.0468
2.618 1.0358
1.618 1.0291
1.000 1.0250
0.618 1.0224
HIGH 1.0183
0.618 1.0157
0.500 1.0150
0.382 1.0142
LOW 1.0116
0.618 1.0075
1.000 1.0049
1.618 1.0008
2.618 0.9941
4.250 0.9831
Fisher Pivots for day following 08-Jun-2009
Pivot 1 day 3 day
R1 1.0160 1.0274
PP 1.0155 1.0237
S1 1.0150 1.0201

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

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