CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 26-Nov-2008
Day Change Summary
Previous Current
25-Nov-2008 26-Nov-2008 Change Change % Previous Week
Open 1.0301 1.0495 0.0194 1.9% 1.0404
High 1.0539 1.0581 0.0042 0.4% 1.0696
Low 1.0301 1.0428 0.0127 1.2% 1.0259
Close 1.0461 1.0478 0.0017 0.2% 1.0502
Range 0.0238 0.0153 -0.0085 -35.7% 0.0437
ATR 0.0249 0.0242 -0.0007 -2.7% 0.0000
Volume 97,140 110,831 13,691 14.1% 537,351
Daily Pivots for day following 26-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.0955 1.0869 1.0562
R3 1.0802 1.0716 1.0520
R2 1.0649 1.0649 1.0506
R1 1.0563 1.0563 1.0492 1.0530
PP 1.0496 1.0496 1.0496 1.0479
S1 1.0410 1.0410 1.0464 1.0377
S2 1.0343 1.0343 1.0450
S3 1.0190 1.0257 1.0436
S4 1.0037 1.0104 1.0394
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.1797 1.1586 1.0742
R3 1.1360 1.1149 1.0622
R2 1.0923 1.0923 1.0582
R1 1.0712 1.0712 1.0542 1.0818
PP 1.0486 1.0486 1.0486 1.0538
S1 1.0275 1.0275 1.0462 1.0381
S2 1.0049 1.0049 1.0422
S3 0.9612 0.9838 1.0382
S4 0.9175 0.9401 1.0262
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0696 1.0282 0.0414 4.0% 0.0243 2.3% 47% False False 119,994
10 1.0696 1.0180 0.0516 4.9% 0.0233 2.2% 58% False False 113,600
20 1.0696 0.9953 0.0743 7.1% 0.0224 2.1% 71% False False 106,456
40 1.1033 0.9484 0.1549 14.8% 0.0261 2.5% 64% False False 121,445
60 1.1033 0.9219 0.1814 17.3% 0.0230 2.2% 69% False False 113,105
80 1.1033 0.9069 0.1964 18.7% 0.0193 1.8% 72% False False 84,911
100 1.1033 0.9069 0.1964 18.7% 0.0165 1.6% 72% False False 67,959
120 1.1033 0.9069 0.1964 18.7% 0.0144 1.4% 72% False False 56,814
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0042
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.1231
2.618 1.0982
1.618 1.0829
1.000 1.0734
0.618 1.0676
HIGH 1.0581
0.618 1.0523
0.500 1.0505
0.382 1.0486
LOW 1.0428
0.618 1.0333
1.000 1.0275
1.618 1.0180
2.618 1.0027
4.250 0.9778
Fisher Pivots for day following 26-Nov-2008
Pivot 1 day 3 day
R1 1.0505 1.0463
PP 1.0496 1.0447
S1 1.0487 1.0432

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

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