CME Japanese Yen Future September 2009


Trading Metrics calculated at close of trading on 24-Mar-2009
Day Change Summary
Previous Current
23-Mar-2009 24-Mar-2009 Change Change % Previous Week
Open 1.0366 1.0220 -0.0146 -1.4% 1.0225
High 1.0383 1.0268 -0.0115 -1.1% 1.0646
Low 1.0314 1.0211 -0.0103 -1.0% 1.0160
Close 1.0355 1.0260 -0.0095 -0.9% 1.0454
Range 0.0069 0.0057 -0.0012 -17.4% 0.0486
ATR
Volume 13 32 19 146.2% 108
Daily Pivots for day following 24-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.0417 1.0396 1.0291
R3 1.0360 1.0339 1.0276
R2 1.0303 1.0303 1.0270
R1 1.0282 1.0282 1.0265 1.0293
PP 1.0246 1.0246 1.0246 1.0252
S1 1.0225 1.0225 1.0255 1.0236
S2 1.0189 1.0189 1.0250
S3 1.0132 1.0168 1.0244
S4 1.0075 1.0111 1.0229
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 1.1878 1.1652 1.0721
R3 1.1392 1.1166 1.0588
R2 1.0906 1.0906 1.0543
R1 1.0680 1.0680 1.0499 1.0793
PP 1.0420 1.0420 1.0420 1.0477
S1 1.0194 1.0194 1.0409 1.0307
S2 0.9934 0.9934 1.0365
S3 0.9448 0.9708 1.0320
S4 0.8962 0.9222 1.0187
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0646 1.0211 0.0435 4.2% 0.0130 1.3% 11% False True 30
10 1.0646 1.0160 0.0486 4.7% 0.0067 0.7% 21% False False 37
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0005
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0510
2.618 1.0417
1.618 1.0360
1.000 1.0325
0.618 1.0303
HIGH 1.0268
0.618 1.0246
0.500 1.0240
0.382 1.0233
LOW 1.0211
0.618 1.0176
1.000 1.0154
1.618 1.0119
2.618 1.0062
4.250 0.9969
Fisher Pivots for day following 24-Mar-2009
Pivot 1 day 3 day
R1 1.0253 1.0404
PP 1.0246 1.0356
S1 1.0240 1.0308

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

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