CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 08-Dec-2008
Day Change Summary
Previous Current
05-Dec-2008 08-Dec-2008 Change Change % Previous Week
Open 1.0837 1.0780 -0.0057 -0.5% 1.0466
High 1.0920 1.0803 -0.0117 -1.1% 1.0920
Low 1.0706 1.0647 -0.0059 -0.6% 1.0461
Close 1.0749 1.0755 0.0006 0.1% 1.0749
Range 0.0214 0.0156 -0.0058 -27.1% 0.0459
ATR 0.0216 0.0212 -0.0004 -2.0% 0.0000
Volume 89,434 104,239 14,805 16.6% 437,445
Daily Pivots for day following 08-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.1203 1.1135 1.0841
R3 1.1047 1.0979 1.0798
R2 1.0891 1.0891 1.0784
R1 1.0823 1.0823 1.0769 1.0779
PP 1.0735 1.0735 1.0735 1.0713
S1 1.0667 1.0667 1.0741 1.0623
S2 1.0579 1.0579 1.0726
S3 1.0423 1.0511 1.0712
S4 1.0267 1.0355 1.0669
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.2087 1.1877 1.1001
R3 1.1628 1.1418 1.0875
R2 1.1169 1.1169 1.0833
R1 1.0959 1.0959 1.0791 1.1064
PP 1.0710 1.0710 1.0710 1.0763
S1 1.0500 1.0500 1.0707 1.0605
S2 1.0251 1.0251 1.0665
S3 0.9792 1.0041 1.0623
S4 0.9333 0.9582 1.0497
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0920 1.0647 0.0273 2.5% 0.0159 1.5% 40% False True 96,985
10 1.0920 1.0282 0.0638 5.9% 0.0182 1.7% 74% False False 94,733
20 1.0920 1.0058 0.0862 8.0% 0.0210 2.0% 81% False False 100,041
40 1.1033 0.9754 0.1279 11.9% 0.0244 2.3% 78% False False 112,689
60 1.1033 0.9322 0.1711 15.9% 0.0234 2.2% 84% False False 119,262
80 1.1033 0.9069 0.1964 18.3% 0.0201 1.9% 86% False False 92,549
100 1.1033 0.9069 0.1964 18.3% 0.0174 1.6% 86% False False 74,063
120 1.1033 0.9069 0.1964 18.3% 0.0152 1.4% 86% False False 61,743
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 False
Bull Hook False
Stretch 0.0040
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1466
2.618 1.1211
1.618 1.1055
1.000 1.0959
0.618 1.0899
HIGH 1.0803
0.618 1.0743
0.500 1.0725
0.382 1.0707
LOW 1.0647
0.618 1.0551
1.000 1.0491
1.618 1.0395
2.618 1.0239
4.250 0.9984
Fisher Pivots for day following 08-Dec-2008
Pivot 1 day 3 day
R1 1.0745 1.0784
PP 1.0735 1.0774
S1 1.0725 1.0765

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

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