CME Japanese Yen Future June 2009


Trading Metrics calculated at close of trading on 12-Jun-2009
Day Change Summary
Previous Current
11-Jun-2009 12-Jun-2009 Change Change % Previous Week
Open 1.0178 1.0234 0.0056 0.6% 1.0153
High 1.0281 1.0259 -0.0022 -0.2% 1.0300
Low 1.0144 1.0157 0.0013 0.1% 1.0116
Close 1.0253 1.0181 -0.0072 -0.7% 1.0181
Range 0.0137 0.0102 -0.0035 -25.5% 0.0184
ATR 0.0147 0.0144 -0.0003 -2.2% 0.0000
Volume 86,058 46,602 -39,456 -45.8% 402,844
Daily Pivots for day following 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.0505 1.0445 1.0237
R3 1.0403 1.0343 1.0209
R2 1.0301 1.0301 1.0200
R1 1.0241 1.0241 1.0190 1.0220
PP 1.0199 1.0199 1.0199 1.0189
S1 1.0139 1.0139 1.0172 1.0118
S2 1.0097 1.0097 1.0162
S3 0.9995 1.0037 1.0153
S4 0.9893 0.9935 1.0125
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.0751 1.0650 1.0282
R3 1.0567 1.0466 1.0232
R2 1.0383 1.0383 1.0215
R1 1.0282 1.0282 1.0198 1.0333
PP 1.0199 1.0199 1.0199 1.0224
S1 1.0098 1.0098 1.0164 1.0149
S2 1.0015 1.0015 1.0147
S3 0.9831 0.9914 1.0130
S4 0.9647 0.9730 1.0080
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0300 1.0116 0.0184 1.8% 0.0117 1.2% 35% False False 80,568
10 1.0590 1.0112 0.0478 4.7% 0.0147 1.4% 14% False False 84,156
20 1.0657 1.0112 0.0545 5.4% 0.0149 1.5% 13% False False 83,536
40 1.0657 1.0025 0.0632 6.2% 0.0139 1.4% 25% False False 78,589
60 1.0703 0.9867 0.0836 8.2% 0.0150 1.5% 38% False False 73,887
80 1.0954 0.9867 0.1087 10.7% 0.0158 1.6% 29% False False 58,946
100 1.1510 0.9867 0.1643 16.1% 0.0155 1.5% 19% False False 47,193
120 1.1510 0.9867 0.1643 16.1% 0.0142 1.4% 19% False False 39,339
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0029
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0693
2.618 1.0526
1.618 1.0424
1.000 1.0361
0.618 1.0322
HIGH 1.0259
0.618 1.0220
0.500 1.0208
0.382 1.0196
LOW 1.0157
0.618 1.0094
1.000 1.0055
1.618 0.9992
2.618 0.9890
4.250 0.9724
Fisher Pivots for day following 12-Jun-2009
Pivot 1 day 3 day
R1 1.0208 1.0222
PP 1.0199 1.0208
S1 1.0190 1.0195

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

View Archives - Comment on this page... - Back to Index of Symbols