CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 24-Sep-2008
Day Change Summary
Previous Current
23-Sep-2008 24-Sep-2008 Change Change % Previous Week
Open 0.9552 0.9537 -0.0015 -0.2% 0.9505
High 0.9584 0.9574 -0.0010 -0.1% 0.9735
Low 0.9507 0.9478 -0.0029 -0.3% 0.9322
Close 0.9567 0.9524 -0.0043 -0.4% 0.9415
Range 0.0077 0.0096 0.0019 24.7% 0.0413
ATR 0.0151 0.0147 -0.0004 -2.6% 0.0000
Volume 103,543 78,355 -25,188 -24.3% 830,765
Daily Pivots for day following 24-Sep-2008
Classic Woodie Camarilla DeMark
R4 0.9813 0.9765 0.9577
R3 0.9717 0.9669 0.9550
R2 0.9621 0.9621 0.9542
R1 0.9573 0.9573 0.9533 0.9549
PP 0.9525 0.9525 0.9525 0.9514
S1 0.9477 0.9477 0.9515 0.9453
S2 0.9429 0.9429 0.9506
S3 0.9333 0.9381 0.9498
S4 0.9237 0.9285 0.9471
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.0730 1.0485 0.9642
R3 1.0317 1.0072 0.9529
R2 0.9904 0.9904 0.9491
R1 0.9659 0.9659 0.9453 0.9575
PP 0.9491 0.9491 0.9491 0.9449
S1 0.9246 0.9246 0.9377 0.9162
S2 0.9078 0.9078 0.9339
S3 0.8665 0.8833 0.9301
S4 0.8252 0.8420 0.9188
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9735 0.9322 0.0413 4.3% 0.0162 1.7% 49% False False 125,532
10 0.9735 0.9306 0.0429 4.5% 0.0181 1.9% 51% False False 132,168
20 0.9735 0.9158 0.0577 6.1% 0.0145 1.5% 63% False False 68,877
40 0.9735 0.9069 0.0666 7.0% 0.0108 1.1% 68% False False 34,543
60 0.9735 0.9069 0.0666 7.0% 0.0090 0.9% 68% False False 23,074
80 0.9735 0.9069 0.0666 7.0% 0.0076 0.8% 68% False False 17,571
100 0.9812 0.9069 0.0743 7.8% 0.0062 0.6% 61% False False 14,063
120 1.0025 0.9069 0.0956 10.0% 0.0052 0.5% 48% False False 11,720
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 0.0053
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9982
2.618 0.9825
1.618 0.9729
1.000 0.9670
0.618 0.9633
HIGH 0.9574
0.618 0.9537
0.500 0.9526
0.382 0.9515
LOW 0.9478
0.618 0.9419
1.000 0.9382
1.618 0.9323
2.618 0.9227
4.250 0.9070
Fisher Pivots for day following 24-Sep-2008
Pivot 1 day 3 day
R1 0.9526 0.9514
PP 0.9525 0.9504
S1 0.9525 0.9494

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

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