CME Japanese Yen Future December 2008

Trading Metrics calculated at close of trading on 30-Sep-2008

Day Change Summary
	Previous	Current
	29-Sep-2008	30-Sep-2008	Change	Change %	Previous Week
Open	0.9522	0.9681	0.0159	1.7%	0.9415
High	0.9692	0.9740	0.0048	0.5%	0.9599
Low	0.9420	0.9487	0.0067	0.7%	0.9399
Close	0.9661	0.9498	-0.0163	-1.7%	0.9503
Range	0.0272	0.0253	-0.0019	-7.0%	0.0200
ATR	0.0156	0.0163	0.0007	4.5%	0.0000
Volume	110,211	147,645	37,434	34.0%	471,122

Daily Pivots for day following 30-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0334	1.0169	0.9637
R3	1.0081	0.9916	0.9568
R2	0.9828	0.9828	0.9544
R1	0.9663	0.9663	0.9521	0.9619
PP	0.9575	0.9575	0.9575	0.9553
S1	0.9410	0.9410	0.9475	0.9366
S2	0.9322	0.9322	0.9452
S3	0.9069	0.9157	0.9428
S4	0.8816	0.8904	0.9359

Weekly Pivots for week ending 26-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0100	1.0002	0.9613
R3	0.9900	0.9802	0.9558
R2	0.9700	0.9700	0.9540
R1	0.9602	0.9602	0.9521	0.9651
PP	0.9500	0.9500	0.9500	0.9525
S1	0.9402	0.9402	0.9485	0.9451
S2	0.9300	0.9300	0.9466
S3	0.9100	0.9202	0.9448
S4	0.8900	0.9002	0.9393

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9740	0.9419	0.0321	3.4%	0.0181	1.9%	25%	True	False	101,270
10	0.9740	0.9322	0.0418	4.4%	0.0187	2.0%	42%	True	False	123,591
20	0.9740	0.9214	0.0526	5.5%	0.0169	1.8%	54%	True	False	90,144
40	0.9740	0.9069	0.0671	7.1%	0.0124	1.3%	64%	True	False	45,221
60	0.9740	0.9069	0.0671	7.1%	0.0100	1.1%	64%	True	False	30,195
80	0.9740	0.9069	0.0671	7.1%	0.0086	0.9%	64%	True	False	22,918
100	0.9803	0.9069	0.0734	7.7%	0.0070	0.7%	58%	False	False	18,343
120	1.0014	0.9069	0.0945	9.9%	0.0058	0.6%	45%	False	False	15,286

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	0.0050
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0815
2.618	1.0402
1.618	1.0149
1.000	0.9993
0.618	0.9896
HIGH	0.9740
0.618	0.9643
0.500	0.9614
0.382	0.9584
LOW	0.9487
0.618	0.9331
1.000	0.9234
1.618	0.9078
2.618	0.8825
4.250	0.8412

Fisher Pivots for day following 30-Sep-2008
Pivot	1 day	3 day
R1	0.9614	0.9580
PP	0.9575	0.9553
S1	0.9537	0.9525

Download as Excel Spreadsheet

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

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