CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 10-Dec-2008
Day Change Summary
Previous Current
09-Dec-2008 10-Dec-2008 Change Change % Previous Week
Open 1.0765 1.0839 0.0074 0.7% 1.0466
High 1.0878 1.0864 -0.0014 -0.1% 1.0920
Low 1.0743 1.0749 0.0006 0.1% 1.0461
Close 1.0864 1.0797 -0.0067 -0.6% 1.0749
Range 0.0135 0.0115 -0.0020 -14.8% 0.0459
ATR 0.0207 0.0200 -0.0007 -3.2% 0.0000
Volume 106,939 97,092 -9,847 -9.2% 437,445
Daily Pivots for day following 10-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.1148 1.1088 1.0860
R3 1.1033 1.0973 1.0829
R2 1.0918 1.0918 1.0818
R1 1.0858 1.0858 1.0808 1.0831
PP 1.0803 1.0803 1.0803 1.0790
S1 1.0743 1.0743 1.0786 1.0716
S2 1.0688 1.0688 1.0776
S3 1.0573 1.0628 1.0765
S4 1.0458 1.0513 1.0734
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% 0.0156 1.4% 55% False False 100,187
10 1.0920 1.0428 0.0492 4.6% 0.0158 1.5% 75% False False 92,654
20 1.0920 1.0180 0.0740 6.9% 0.0207 1.9% 83% False False 100,828
40 1.1033 0.9800 0.1233 11.4% 0.0239 2.2% 81% False False 112,001
60 1.1033 0.9322 0.1711 15.8% 0.0230 2.1% 86% False False 117,265
80 1.1033 0.9069 0.1964 18.2% 0.0203 1.9% 88% False False 95,095
100 1.1033 0.9069 0.1964 18.2% 0.0174 1.6% 88% False False 76,098
120 1.1033 0.9069 0.1964 18.2% 0.0154 1.4% 88% False False 63,442
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0035
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1353
2.618 1.1165
1.618 1.1050
1.000 1.0979
0.618 1.0935
HIGH 1.0864
0.618 1.0820
0.500 1.0807
0.382 1.0793
LOW 1.0749
0.618 1.0678
1.000 1.0634
1.618 1.0563
2.618 1.0448
4.250 1.0260
Fisher Pivots for day following 10-Dec-2008
Pivot 1 day 3 day
R1 1.0807 1.0786
PP 1.0803 1.0774
S1 1.0800 1.0763

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

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