CME Japanese Yen Future March 2009


Trading Metrics calculated at close of trading on 07-Jan-2009
Day Change Summary
Previous Current
06-Jan-2009 07-Jan-2009 Change Change % Previous Week
Open 1.0744 1.0711 -0.0033 -0.3% 1.1043
High 1.0782 1.0839 0.0057 0.5% 1.1162
Low 1.0567 1.0625 0.0058 0.5% 1.0832
Close 1.0645 1.0792 0.0147 1.4% 1.0858
Range 0.0215 0.0214 -0.0001 -0.5% 0.0330
ATR 0.0181 0.0183 0.0002 1.3% 0.0000
Volume 68,634 74,826 6,192 9.0% 86,858
Daily Pivots for day following 07-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.1394 1.1307 1.0910
R3 1.1180 1.1093 1.0851
R2 1.0966 1.0966 1.0831
R1 1.0879 1.0879 1.0812 1.0923
PP 1.0752 1.0752 1.0752 1.0774
S1 1.0665 1.0665 1.0772 1.0709
S2 1.0538 1.0538 1.0753
S3 1.0324 1.0451 1.0733
S4 1.0110 1.0237 1.0674
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 1.1941 1.1729 1.1040
R3 1.1611 1.1399 1.0949
R2 1.1281 1.1281 1.0919
R1 1.1069 1.1069 1.0888 1.1010
PP 1.0951 1.0951 1.0951 1.0921
S1 1.0739 1.0739 1.0828 1.0680
S2 1.0621 1.0621 1.0798
S3 1.0291 1.0409 1.0767
S4 0.9961 1.0079 1.0677
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1111 1.0567 0.0544 5.0% 0.0187 1.7% 41% False False 45,178
10 1.1162 1.0567 0.0595 5.5% 0.0156 1.4% 38% False False 33,054
20 1.1492 1.0567 0.0925 8.6% 0.0193 1.8% 24% False False 46,362
40 1.1492 1.0249 0.1243 11.5% 0.0175 1.6% 44% False False 23,950
60 1.1492 0.9850 0.1642 15.2% 0.0179 1.7% 57% False False 16,007
80 1.1492 0.9394 0.2098 19.4% 0.0158 1.5% 67% False False 12,018
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1749
2.618 1.1399
1.618 1.1185
1.000 1.1053
0.618 1.0971
HIGH 1.0839
0.618 1.0757
0.500 1.0732
0.382 1.0707
LOW 1.0625
0.618 1.0493
1.000 1.0411
1.618 1.0279
2.618 1.0065
4.250 0.9716
Fisher Pivots for day following 07-Jan-2009
Pivot 1 day 3 day
R1 1.0772 1.0773
PP 1.0752 1.0755
S1 1.0732 1.0736

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

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