CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 21-Oct-2008
Day Change Summary
Previous Current
20-Oct-2008 21-Oct-2008 Change Change % Previous Week
Open 0.9888 0.9832 -0.0056 -0.6% 0.9998
High 0.9904 1.0024 0.0120 1.2% 1.0127
Low 0.9800 0.9816 0.0016 0.2% 0.9754
Close 0.9856 0.9966 0.0110 1.1% 0.9880
Range 0.0104 0.0208 0.0104 100.0% 0.0373
ATR 0.0199 0.0199 0.0001 0.3% 0.0000
Volume 117,054 103,416 -13,638 -11.7% 666,964
Daily Pivots for day following 21-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.0559 1.0471 1.0080
R3 1.0351 1.0263 1.0023
R2 1.0143 1.0143 1.0004
R1 1.0055 1.0055 0.9985 1.0099
PP 0.9935 0.9935 0.9935 0.9958
S1 0.9847 0.9847 0.9947 0.9891
S2 0.9727 0.9727 0.9928
S3 0.9519 0.9639 0.9909
S4 0.9311 0.9431 0.9852
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 0.9800 0.0321 3.2% 0.0181 1.8% 52% False False 131,179
10 1.0288 0.9754 0.0534 5.4% 0.0221 2.2% 40% False False 135,620
20 1.0288 0.9419 0.0869 8.7% 0.0210 2.1% 63% False False 124,110
40 1.0288 0.9069 0.1219 12.2% 0.0179 1.8% 74% False False 94,546
60 1.0288 0.9069 0.1219 12.2% 0.0141 1.4% 74% False False 63,094
80 1.0288 0.9069 0.1219 12.2% 0.0119 1.2% 74% False False 47,359
100 1.0288 0.9069 0.1219 12.2% 0.0102 1.0% 74% False False 38,096
120 1.0288 0.9069 0.1219 12.2% 0.0086 0.9% 74% False False 31,752
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 0.0044
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0908
2.618 1.0569
1.618 1.0361
1.000 1.0232
0.618 1.0153
HIGH 1.0024
0.618 0.9945
0.500 0.9920
0.382 0.9895
LOW 0.9816
0.618 0.9687
1.000 0.9608
1.618 0.9479
2.618 0.9271
4.250 0.8932
Fisher Pivots for day following 21-Oct-2008
Pivot 1 day 3 day
R1 0.9951 0.9948
PP 0.9935 0.9930
S1 0.9920 0.9912

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

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