CME Japanese Yen Future December 2009


Trading Metrics calculated at close of trading on 19-Jun-2009
Day Change Summary
Previous Current
18-Jun-2009 19-Jun-2009 Change Change % Previous Week
Open 1.0414 1.0417 0.0003 0.0% 1.0210
High 1.0414 1.0417 0.0003 0.0% 1.0489
Low 1.0414 1.0417 0.0003 0.0% 1.0210
Close 1.0375 1.0417 0.0042 0.4% 1.0417
Range
ATR
Volume 72 4 -68 -94.4% 111
Daily Pivots for day following 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.0417 1.0417 1.0417
R3 1.0417 1.0417 1.0417
R2 1.0417 1.0417 1.0417
R1 1.0417 1.0417 1.0417 1.0417
PP 1.0417 1.0417 1.0417 1.0417
S1 1.0417 1.0417 1.0417 1.0417
S2 1.0417 1.0417 1.0417
S3 1.0417 1.0417 1.0417
S4 1.0417 1.0417 1.0417
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 1.1209 1.1092 1.0570
R3 1.0930 1.0813 1.0494
R2 1.0651 1.0651 1.0468
R1 1.0534 1.0534 1.0443 1.0593
PP 1.0372 1.0372 1.0372 1.0401
S1 1.0255 1.0255 1.0391 1.0314
S2 1.0093 1.0093 1.0366
S3 0.9814 0.9976 1.0340
S4 0.9535 0.9697 1.0264
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0489 1.0210 0.0279 2.7% 0.0040 0.4% 74% False False 22
10 1.0489 1.0186 0.0303 2.9% 0.0020 0.2% 76% False False 14
Crabel Price Patterns
NR False
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 0.0003
Fibonacci Retracements and Extensions
4.250 1.0417
2.618 1.0417
1.618 1.0417
1.000 1.0417
0.618 1.0417
HIGH 1.0417
0.618 1.0417
0.500 1.0417
0.382 1.0417
LOW 1.0417
0.618 1.0417
1.000 1.0417
1.618 1.0417
2.618 1.0417
4.250 1.0417
Fisher Pivots for day following 19-Jun-2009
Pivot 1 day 3 day
R1 1.0417 1.0430
PP 1.0417 1.0425
S1 1.0417 1.0421

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

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