CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 18-Nov-2008
Day Change Summary
Previous Current
17-Nov-2008 18-Nov-2008 Change Change % Previous Week
Open 1.0404 1.0392 -0.0012 -0.1% 1.0110
High 1.0440 1.0424 -0.0016 -0.2% 1.0593
Low 1.0259 1.0270 0.0011 0.1% 1.0058
Close 1.0324 1.0377 0.0053 0.5% 1.0259
Range 0.0181 0.0154 -0.0027 -14.9% 0.0535
ATR 0.0256 0.0249 -0.0007 -2.8% 0.0000
Volume 97,767 77,557 -20,210 -20.7% 516,140
Daily Pivots for day following 18-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.0819 1.0752 1.0462
R3 1.0665 1.0598 1.0419
R2 1.0511 1.0511 1.0405
R1 1.0444 1.0444 1.0391 1.0401
PP 1.0357 1.0357 1.0357 1.0335
S1 1.0290 1.0290 1.0363 1.0247
S2 1.0203 1.0203 1.0349
S3 1.0049 1.0136 1.0335
S4 0.9895 0.9982 1.0292
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.1908 1.1619 1.0553
R3 1.1373 1.1084 1.0406
R2 1.0838 1.0838 1.0357
R1 1.0549 1.0549 1.0308 1.0694
PP 1.0303 1.0303 1.0303 1.0376
S1 1.0014 1.0014 1.0210 1.0159
S2 0.9768 0.9768 1.0161
S3 0.9233 0.9479 1.0112
S4 0.8698 0.8944 0.9965
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0593 1.0180 0.0413 4.0% 0.0269 2.6% 48% False False 100,637
10 1.0593 1.0015 0.0578 5.6% 0.0222 2.1% 63% False False 101,268
20 1.1033 0.9953 0.1080 10.4% 0.0293 2.8% 39% False False 115,538
40 1.1033 0.9419 0.1614 15.6% 0.0251 2.4% 59% False False 119,824
60 1.1033 0.9069 0.1964 18.9% 0.0217 2.1% 67% False False 101,543
80 1.1033 0.9069 0.1964 18.9% 0.0179 1.7% 67% False False 76,205
100 1.1033 0.9069 0.1964 18.9% 0.0154 1.5% 67% False False 60,995
120 1.1033 0.9069 0.1964 18.9% 0.0134 1.3% 67% False False 51,003
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0042
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1079
2.618 1.0827
1.618 1.0673
1.000 1.0578
0.618 1.0519
HIGH 1.0424
0.618 1.0365
0.500 1.0347
0.382 1.0329
LOW 1.0270
0.618 1.0175
1.000 1.0116
1.618 1.0021
2.618 0.9867
4.250 0.9616
Fisher Pivots for day following 18-Nov-2008
Pivot 1 day 3 day
R1 1.0367 1.0359
PP 1.0357 1.0340
S1 1.0347 1.0322

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

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