CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 29-Oct-2008
Day Change Summary
Previous Current
28-Oct-2008 29-Oct-2008 Change Change % Previous Week
Open 1.0802 1.0100 -0.0702 -6.5% 0.9888
High 1.0846 1.0435 -0.0411 -3.8% 1.1033
Low 1.0182 1.0060 -0.0122 -1.2% 0.9800
Close 1.0270 1.0319 0.0049 0.5% 1.0624
Range 0.0664 0.0375 -0.0289 -43.5% 0.1233
ATR 0.0288 0.0295 0.0006 2.1% 0.0000
Volume 133,094 149,607 16,513 12.4% 642,813
Daily Pivots for day following 29-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.1396 1.1233 1.0525
R3 1.1021 1.0858 1.0422
R2 1.0646 1.0646 1.0388
R1 1.0483 1.0483 1.0353 1.0565
PP 1.0271 1.0271 1.0271 1.0312
S1 1.0108 1.0108 1.0285 1.0190
S2 0.9896 0.9896 1.0250
S3 0.9521 0.9733 1.0216
S4 0.9146 0.9358 1.0113
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 1.0060 0.0973 9.4% 0.0480 4.7% 27% False True 152,781
10 1.1033 0.9800 0.1233 11.9% 0.0343 3.3% 42% False False 139,496
20 1.1033 0.9484 0.1549 15.0% 0.0297 2.9% 54% False False 136,435
40 1.1033 0.9219 0.1814 17.6% 0.0232 2.3% 61% False False 116,429
60 1.1033 0.9069 0.1964 19.0% 0.0182 1.8% 64% False False 77,729
80 1.1033 0.9069 0.1964 19.0% 0.0151 1.5% 64% False False 58,335
100 1.1033 0.9069 0.1964 19.0% 0.0128 1.2% 64% False False 46,886
120 1.1033 0.9069 0.1964 19.0% 0.0109 1.1% 64% False False 39,079
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 True
Bull Hook False
Stretch 0.0036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2029
2.618 1.1417
1.618 1.1042
1.000 1.0810
0.618 1.0667
HIGH 1.0435
0.618 1.0292
0.500 1.0248
0.382 1.0203
LOW 1.0060
0.618 0.9828
1.000 0.9685
1.618 0.9453
2.618 0.9078
4.250 0.8466
Fisher Pivots for day following 29-Oct-2008
Pivot 1 day 3 day
R1 1.0295 1.0490
PP 1.0271 1.0433
S1 1.0248 1.0376

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

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