CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 28-Oct-2008
Day Change Summary
Previous Current
27-Oct-2008 28-Oct-2008 Change Change % Previous Week
Open 1.0710 1.0802 0.0092 0.9% 0.9888
High 1.0920 1.0846 -0.0074 -0.7% 1.1033
Low 1.0611 1.0182 -0.0429 -4.0% 0.9800
Close 1.0690 1.0270 -0.0420 -3.9% 1.0624
Range 0.0309 0.0664 0.0355 114.9% 0.1233
ATR 0.0260 0.0288 0.0029 11.1% 0.0000
Volume 174,288 133,094 -41,194 -23.6% 642,813
Daily Pivots for day following 28-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.2425 1.2011 1.0635
R3 1.1761 1.1347 1.0453
R2 1.1097 1.1097 1.0392
R1 1.0683 1.0683 1.0331 1.0558
PP 1.0433 1.0433 1.0433 1.0370
S1 1.0019 1.0019 1.0209 0.9894
S2 0.9769 0.9769 1.0148
S3 0.9105 0.9355 1.0087
S4 0.8441 0.8691 0.9905
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.4185 1.3637 1.1302
R3 1.2952 1.2404 1.0963
R2 1.1719 1.1719 1.0850
R1 1.1171 1.1171 1.0737 1.1445
PP 1.0486 1.0486 1.0486 1.0623
S1 0.9938 0.9938 1.0511 1.0212
S2 0.9253 0.9253 1.0398
S3 0.8020 0.8705 1.0285
S4 0.6787 0.7472 0.9946
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1033 0.9973 0.1060 10.3% 0.0476 4.6% 28% False False 145,945
10 1.1033 0.9800 0.1233 12.0% 0.0329 3.2% 38% False False 138,562
20 1.1033 0.9484 0.1549 15.1% 0.0283 2.8% 51% False False 135,279
40 1.1033 0.9214 0.1819 17.7% 0.0226 2.2% 58% False False 112,711
60 1.1033 0.9069 0.1964 19.1% 0.0177 1.7% 61% False False 75,240
80 1.1033 0.9069 0.1964 19.1% 0.0146 1.4% 61% False False 56,466
100 1.1033 0.9069 0.1964 19.1% 0.0125 1.2% 61% False False 45,391
120 1.1033 0.9069 0.1964 19.1% 0.0105 1.0% 61% False False 37,833
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 0.0033
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3668
2.618 1.2584
1.618 1.1920
1.000 1.1510
0.618 1.1256
HIGH 1.0846
0.618 1.0592
0.500 1.0514
0.382 1.0436
LOW 1.0182
0.618 0.9772
1.000 0.9518
1.618 0.9108
2.618 0.8444
4.250 0.7360
Fisher Pivots for day following 28-Oct-2008
Pivot 1 day 3 day
R1 1.0514 1.0608
PP 1.0433 1.0495
S1 1.0351 1.0383

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

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