CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 10-Oct-2008
Day Change Summary
Previous Current
09-Oct-2008 10-Oct-2008 Change Change % Previous Week
Open 1.0165 1.0110 -0.0055 -0.5% 0.9583
High 1.0175 1.0288 0.0113 1.1% 1.0288
Low 0.9930 0.9980 0.0050 0.5% 0.9571
Close 1.0026 1.0111 0.0085 0.8% 1.0111
Range 0.0245 0.0308 0.0063 25.7% 0.0717
ATR 0.0198 0.0206 0.0008 4.0% 0.0000
Volume 184,007 128,074 -55,933 -30.4% 782,315
Daily Pivots for day following 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.1050 1.0889 1.0280
R3 1.0742 1.0581 1.0196
R2 1.0434 1.0434 1.0167
R1 1.0273 1.0273 1.0139 1.0354
PP 1.0126 1.0126 1.0126 1.0167
S1 0.9965 0.9965 1.0083 1.0046
S2 0.9818 0.9818 1.0055
S3 0.9510 0.9657 1.0026
S4 0.9202 0.9349 0.9942
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.2141 1.1843 1.0505
R3 1.1424 1.1126 1.0308
R2 1.0707 1.0707 1.0242
R1 1.0409 1.0409 1.0177 1.0558
PP 0.9990 0.9990 0.9990 1.0065
S1 0.9692 0.9692 1.0045 0.9841
S2 0.9273 0.9273 0.9980
S3 0.8556 0.8975 0.9914
S4 0.7839 0.8258 0.9717
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0288 0.9571 0.0717 7.1% 0.0319 3.2% 75% True False 156,463
10 1.0288 0.9420 0.0868 8.6% 0.0248 2.5% 80% True False 134,628
20 1.0288 0.9322 0.0966 9.6% 0.0215 2.1% 82% True False 132,408
40 1.0288 0.9069 0.1219 12.1% 0.0159 1.6% 85% True False 72,408
60 1.0288 0.9069 0.1219 12.1% 0.0127 1.3% 85% True False 48,313
80 1.0288 0.9069 0.1219 12.1% 0.0106 1.1% 85% True False 36,270
100 1.0288 0.9069 0.1219 12.1% 0.0088 0.9% 85% True False 29,226
120 1.0288 0.9069 0.1219 12.1% 0.0075 0.7% 85% True False 24,356
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 0.0057
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1597
2.618 1.1094
1.618 1.0786
1.000 1.0596
0.618 1.0478
HIGH 1.0288
0.618 1.0170
0.500 1.0134
0.382 1.0098
LOW 0.9980
0.618 0.9790
1.000 0.9672
1.618 0.9482
2.618 0.9174
4.250 0.8671
Fisher Pivots for day following 10-Oct-2008
Pivot 1 day 3 day
R1 1.0134 1.0107
PP 1.0126 1.0103
S1 1.0119 1.0099

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

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