CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 03-Dec-2008
Day Change Summary
Previous Current
02-Dec-2008 03-Dec-2008 Change Change % Previous Week
Open 1.0749 1.0733 -0.0016 -0.1% 1.0445
High 1.0799 1.0810 0.0011 0.1% 1.0581
Low 1.0661 1.0685 0.0024 0.2% 1.0282
Close 1.0732 1.0748 0.0016 0.1% 1.0465
Range 0.0138 0.0125 -0.0013 -9.4% 0.0299
ATR 0.0228 0.0221 -0.0007 -3.2% 0.0000
Volume 95,949 92,068 -3,881 -4.0% 405,650
Daily Pivots for day following 03-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.1123 1.1060 1.0817
R3 1.0998 1.0935 1.0782
R2 1.0873 1.0873 1.0771
R1 1.0810 1.0810 1.0759 1.0842
PP 1.0748 1.0748 1.0748 1.0763
S1 1.0685 1.0685 1.0737 1.0717
S2 1.0623 1.0623 1.0725
S3 1.0498 1.0560 1.0714
S4 1.0373 1.0435 1.0679
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.1340 1.1201 1.0629
R3 1.1041 1.0902 1.0547
R2 1.0742 1.0742 1.0520
R1 1.0603 1.0603 1.0492 1.0673
PP 1.0443 1.0443 1.0443 1.0477
S1 1.0304 1.0304 1.0438 1.0374
S2 1.0144 1.0144 1.0410
S3 0.9845 1.0005 1.0383
S4 0.9546 0.9706 1.0301
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0810 1.0428 0.0382 3.6% 0.0159 1.5% 84% True False 85,122
10 1.0810 1.0282 0.0528 4.9% 0.0202 1.9% 88% True False 101,245
20 1.0810 1.0015 0.0795 7.4% 0.0212 2.0% 92% True False 101,257
40 1.1033 0.9754 0.1279 11.9% 0.0252 2.3% 78% False False 116,986
60 1.1033 0.9306 0.1727 16.1% 0.0232 2.2% 83% False False 118,014
80 1.1033 0.9069 0.1964 18.3% 0.0197 1.8% 85% False False 88,843
100 1.1033 0.9069 0.1964 18.3% 0.0171 1.6% 85% False False 71,104
120 1.1033 0.9069 0.1964 18.3% 0.0149 1.4% 85% False False 59,269
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0041
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1341
2.618 1.1137
1.618 1.1012
1.000 1.0935
0.618 1.0887
HIGH 1.0810
0.618 1.0762
0.500 1.0748
0.382 1.0733
LOW 1.0685
0.618 1.0608
1.000 1.0560
1.618 1.0483
2.618 1.0358
4.250 1.0154
Fisher Pivots for day following 03-Dec-2008
Pivot 1 day 3 day
R1 1.0748 1.0711
PP 1.0748 1.0673
S1 1.0748 1.0636

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

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