CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 11-Dec-2008
Day Change Summary
Previous Current
10-Dec-2008 11-Dec-2008 Change Change % Previous Week
Open 1.0839 1.0775 -0.0064 -0.6% 1.0466
High 1.0864 1.0970 0.0106 1.0% 1.0920
Low 1.0749 1.0766 0.0017 0.2% 1.0461
Close 1.0797 1.0896 0.0099 0.9% 1.0749
Range 0.0115 0.0204 0.0089 77.4% 0.0459
ATR 0.0200 0.0200 0.0000 0.1% 0.0000
Volume 97,092 98,409 1,317 1.4% 437,445
Daily Pivots for day following 11-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.1489 1.1397 1.1008
R3 1.1285 1.1193 1.0952
R2 1.1081 1.1081 1.0933
R1 1.0989 1.0989 1.0915 1.1035
PP 1.0877 1.0877 1.0877 1.0901
S1 1.0785 1.0785 1.0877 1.0831
S2 1.0673 1.0673 1.0859
S3 1.0469 1.0581 1.0840
S4 1.0265 1.0377 1.0784
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 1.0970 1.0647 0.0323 3.0% 0.0165 1.5% 77% True False 99,222
10 1.0970 1.0444 0.0526 4.8% 0.0163 1.5% 86% True False 91,412
20 1.0970 1.0180 0.0790 7.3% 0.0198 1.8% 91% True False 102,506
40 1.1033 0.9800 0.1233 11.3% 0.0239 2.2% 89% False False 110,955
60 1.1033 0.9322 0.1711 15.7% 0.0230 2.1% 92% False False 115,901
80 1.1033 0.9069 0.1964 18.0% 0.0205 1.9% 93% False False 96,323
100 1.1033 0.9069 0.1964 18.0% 0.0176 1.6% 93% False False 77,082
120 1.1033 0.9069 0.1964 18.0% 0.0155 1.4% 93% False False 64,262
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0029
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1837
2.618 1.1504
1.618 1.1300
1.000 1.1174
0.618 1.1096
HIGH 1.0970
0.618 1.0892
0.500 1.0868
0.382 1.0844
LOW 1.0766
0.618 1.0640
1.000 1.0562
1.618 1.0436
2.618 1.0232
4.250 0.9899
Fisher Pivots for day following 11-Dec-2008
Pivot 1 day 3 day
R1 1.0887 1.0883
PP 1.0877 1.0870
S1 1.0868 1.0857

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

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