CME Japanese Yen Future June 2009


Trading Metrics calculated at close of trading on 30-Dec-2008
Day Change Summary
Previous Current
29-Dec-2008 30-Dec-2008 Change Change % Previous Week
Open 1.1073 1.1108 0.0035 0.3% 1.1136
High 1.1073 1.1111 0.0038 0.3% 1.1156
Low 1.1063 1.1094 0.0031 0.3% 1.1061
Close 1.1112 1.1114 0.0002 0.0% 1.1082
Range 0.0010 0.0017 0.0007 70.0% 0.0095
ATR 0.0108 0.0102 -0.0006 -6.0% 0.0000
Volume 29 7 -22 -75.9% 18
Daily Pivots for day following 30-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.1157 1.1153 1.1123
R3 1.1140 1.1136 1.1119
R2 1.1123 1.1123 1.1117
R1 1.1119 1.1119 1.1116 1.1121
PP 1.1106 1.1106 1.1106 1.1108
S1 1.1102 1.1102 1.1112 1.1104
S2 1.1089 1.1089 1.1111
S3 1.1072 1.1085 1.1109
S4 1.1055 1.1068 1.1105
Weekly Pivots for week ending 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.1385 1.1328 1.1134
R3 1.1290 1.1233 1.1108
R2 1.1195 1.1195 1.1099
R1 1.1138 1.1138 1.1091 1.1119
PP 1.1100 1.1100 1.1100 1.1090
S1 1.1043 1.1043 1.1073 1.1024
S2 1.1005 1.1005 1.1065
S3 1.0910 1.0948 1.1056
S4 1.0815 1.0853 1.1030
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1145 1.1061 0.0084 0.8% 0.0024 0.2% 63% False False 10
10 1.1509 1.1061 0.0448 4.0% 0.0078 0.7% 12% False False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1183
2.618 1.1156
1.618 1.1139
1.000 1.1128
0.618 1.1122
HIGH 1.1111
0.618 1.1105
0.500 1.1103
0.382 1.1100
LOW 1.1094
0.618 1.1083
1.000 1.1077
1.618 1.1066
2.618 1.1049
4.250 1.1022
Fisher Pivots for day following 30-Dec-2008
Pivot 1 day 3 day
R1 1.1110 1.1105
PP 1.1106 1.1095
S1 1.1103 1.1086

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

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