CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 20-Oct-2008
Day Change Summary
Previous Current
17-Oct-2008 20-Oct-2008 Change Change % Previous Week
Open 0.9878 0.9888 0.0010 0.1% 0.9998
High 0.9988 0.9904 -0.0084 -0.8% 1.0127
Low 0.9860 0.9800 -0.0060 -0.6% 0.9754
Close 0.9880 0.9856 -0.0024 -0.2% 0.9880
Range 0.0128 0.0104 -0.0024 -18.8% 0.0373
ATR 0.0206 0.0199 -0.0007 -3.5% 0.0000
Volume 161,678 117,054 -44,624 -27.6% 666,964
Daily Pivots for day following 20-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.0165 1.0115 0.9913
R3 1.0061 1.0011 0.9885
R2 0.9957 0.9957 0.9875
R1 0.9907 0.9907 0.9866 0.9880
PP 0.9853 0.9853 0.9853 0.9840
S1 0.9803 0.9803 0.9846 0.9776
S2 0.9749 0.9749 0.9837
S3 0.9645 0.9699 0.9827
S4 0.9541 0.9595 0.9799
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.1039 1.0833 1.0085
R3 1.0666 1.0460 0.9983
R2 1.0293 1.0293 0.9948
R1 1.0087 1.0087 0.9914 1.0004
PP 0.9920 0.9920 0.9920 0.9879
S1 0.9714 0.9714 0.9846 0.9631
S2 0.9547 0.9547 0.9812
S3 0.9174 0.9341 0.9777
S4 0.8801 0.8968 0.9675
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0121 0.9754 0.0367 3.7% 0.0169 1.7% 28% False False 125,720
10 1.0288 0.9749 0.0539 5.5% 0.0223 2.3% 20% False False 143,799
20 1.0288 0.9419 0.0869 8.8% 0.0203 2.1% 50% False False 124,117
40 1.0288 0.9069 0.1219 12.4% 0.0177 1.8% 65% False False 91,968
60 1.0288 0.9069 0.1219 12.4% 0.0139 1.4% 65% False False 61,371
80 1.0288 0.9069 0.1219 12.4% 0.0118 1.2% 65% False False 46,067
100 1.0288 0.9069 0.1219 12.4% 0.0100 1.0% 65% False False 37,062
120 1.0288 0.9069 0.1219 12.4% 0.0084 0.9% 65% False False 30,890
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0049
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.0346
2.618 1.0176
1.618 1.0072
1.000 1.0008
0.618 0.9968
HIGH 0.9904
0.618 0.9864
0.500 0.9852
0.382 0.9840
LOW 0.9800
0.618 0.9736
1.000 0.9696
1.618 0.9632
2.618 0.9528
4.250 0.9358
Fisher Pivots for day following 20-Oct-2008
Pivot 1 day 3 day
R1 0.9855 0.9961
PP 0.9853 0.9926
S1 0.9852 0.9891

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

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