CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 04-Nov-2008
Day Change Summary
Previous Current
03-Nov-2008 04-Nov-2008 Change Change % Previous Week
Open 1.0144 1.0085 -0.0059 -0.6% 1.0710
High 1.0200 1.0175 -0.0025 -0.2% 1.0920
Low 1.0039 0.9953 -0.0086 -0.9% 1.0060
Close 1.0112 1.0036 -0.0076 -0.8% 1.0140
Range 0.0161 0.0222 0.0061 37.9% 0.0860
ATR 0.0280 0.0276 -0.0004 -1.5% 0.0000
Volume 116,701 74,400 -42,301 -36.2% 684,647
Daily Pivots for day following 04-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.0721 1.0600 1.0158
R3 1.0499 1.0378 1.0097
R2 1.0277 1.0277 1.0077
R1 1.0156 1.0156 1.0056 1.0106
PP 1.0055 1.0055 1.0055 1.0029
S1 0.9934 0.9934 1.0016 0.9884
S2 0.9833 0.9833 0.9995
S3 0.9611 0.9712 0.9975
S4 0.9389 0.9490 0.9914
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.2953 1.2407 1.0613
R3 1.2093 1.1547 1.0377
R2 1.1233 1.1233 1.0298
R1 1.0687 1.0687 1.0219 1.0530
PP 1.0373 1.0373 1.0373 1.0295
S1 0.9827 0.9827 1.0061 0.9670
S2 0.9513 0.9513 0.9982
S3 0.8653 0.8967 0.9904
S4 0.7793 0.8107 0.9667
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0435 0.9953 0.0482 4.8% 0.0252 2.5% 17% False True 113,673
10 1.1033 0.9953 0.1080 10.8% 0.0364 3.6% 8% False True 129,809
20 1.1033 0.9754 0.1279 12.7% 0.0293 2.9% 22% False False 132,715
40 1.1033 0.9306 0.1727 17.2% 0.0242 2.4% 42% False False 126,393
60 1.1033 0.9069 0.1964 19.6% 0.0192 1.9% 49% False False 84,705
80 1.1033 0.9069 0.1964 19.6% 0.0160 1.6% 49% False False 63,565
100 1.1033 0.9069 0.1964 19.6% 0.0136 1.4% 49% False False 50,872
120 1.1033 0.9069 0.1964 19.6% 0.0116 1.2% 49% False False 42,568
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 0.0049
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1119
2.618 1.0756
1.618 1.0534
1.000 1.0397
0.618 1.0312
HIGH 1.0175
0.618 1.0090
0.500 1.0064
0.382 1.0038
LOW 0.9953
0.618 0.9816
1.000 0.9731
1.618 0.9594
2.618 0.9372
4.250 0.9010
Fisher Pivots for day following 04-Nov-2008
Pivot 1 day 3 day
R1 1.0064 1.0175
PP 1.0055 1.0128
S1 1.0045 1.0082

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

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