CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 12-Dec-2008
Day Change Summary
Previous Current
11-Dec-2008 12-Dec-2008 Change Change % Previous Week
Open 1.0775 1.0940 0.0165 1.5% 1.0780
High 1.0970 1.1355 0.0385 3.5% 1.1355
Low 1.0766 1.0884 0.0118 1.1% 1.0647
Close 1.0896 1.0979 0.0083 0.8% 1.0979
Range 0.0204 0.0471 0.0267 130.9% 0.0708
ATR 0.0200 0.0220 0.0019 9.7% 0.0000
Volume 98,409 82,618 -15,791 -16.0% 489,297
Daily Pivots for day following 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.2486 1.2203 1.1238
R3 1.2015 1.1732 1.1109
R2 1.1544 1.1544 1.1065
R1 1.1261 1.1261 1.1022 1.1403
PP 1.1073 1.1073 1.1073 1.1143
S1 1.0790 1.0790 1.0936 1.0932
S2 1.0602 1.0602 1.0893
S3 1.0131 1.0319 1.0849
S4 0.9660 0.9848 1.0720
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.3118 1.2756 1.1368
R3 1.2410 1.2048 1.1174
R2 1.1702 1.1702 1.1109
R1 1.1340 1.1340 1.1044 1.1521
PP 1.0994 1.0994 1.0994 1.1084
S1 1.0632 1.0632 1.0914 1.0813
S2 1.0286 1.0286 1.0849
S3 0.9578 0.9924 1.0784
S4 0.8870 0.9216 1.0590
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1355 1.0647 0.0708 6.4% 0.0216 2.0% 47% True False 97,859
10 1.1355 1.0461 0.0894 8.1% 0.0201 1.8% 58% True False 92,674
20 1.1355 1.0204 0.1151 10.5% 0.0202 1.8% 67% True False 99,766
40 1.1355 0.9800 0.1555 14.2% 0.0244 2.2% 76% True False 109,683
60 1.1355 0.9322 0.2033 18.5% 0.0235 2.1% 82% True False 114,540
80 1.1355 0.9069 0.2286 20.8% 0.0210 1.9% 84% True False 97,347
100 1.1355 0.9069 0.2286 20.8% 0.0180 1.6% 84% True False 77,909
120 1.1355 0.9069 0.2286 20.8% 0.0159 1.4% 84% True False 64,950
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0033
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 1.3357
2.618 1.2588
1.618 1.2117
1.000 1.1826
0.618 1.1646
HIGH 1.1355
0.618 1.1175
0.500 1.1120
0.382 1.1064
LOW 1.0884
0.618 1.0593
1.000 1.0413
1.618 1.0122
2.618 0.9651
4.250 0.8882
Fisher Pivots for day following 12-Dec-2008
Pivot 1 day 3 day
R1 1.1120 1.1052
PP 1.1073 1.1028
S1 1.1026 1.1003

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

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