CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 15-Dec-2008
Day Change Summary
Previous Current
12-Dec-2008 15-Dec-2008 Change Change % Previous Week
Open 1.0940 1.0940 0.0000 0.0% 1.0780
High 1.1355 1.1079 -0.0276 -2.4% 1.1355
Low 1.0884 1.0937 0.0053 0.5% 1.0647
Close 1.0979 1.1050 0.0071 0.6% 1.0979
Range 0.0471 0.0142 -0.0329 -69.9% 0.0708
ATR 0.0220 0.0214 -0.0006 -2.5% 0.0000
Volume 82,618 40,359 -42,259 -51.1% 489,297
Daily Pivots for day following 15-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.1448 1.1391 1.1128
R3 1.1306 1.1249 1.1089
R2 1.1164 1.1164 1.1076
R1 1.1107 1.1107 1.1063 1.1136
PP 1.1022 1.1022 1.1022 1.1036
S1 1.0965 1.0965 1.1037 1.0994
S2 1.0880 1.0880 1.1024
S3 1.0738 1.0823 1.1011
S4 1.0596 1.0681 1.0972
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 1.0743 0.0612 5.5% 0.0213 1.9% 50% False False 85,083
10 1.1355 1.0647 0.0708 6.4% 0.0186 1.7% 57% False False 91,034
20 1.1355 1.0259 0.1096 9.9% 0.0198 1.8% 72% False False 95,505
40 1.1355 0.9800 0.1555 14.1% 0.0245 2.2% 80% False False 106,650
60 1.1355 0.9399 0.1956 17.7% 0.0232 2.1% 84% False False 112,506
80 1.1355 0.9069 0.2286 20.7% 0.0211 1.9% 87% False False 97,848
100 1.1355 0.9069 0.2286 20.7% 0.0181 1.6% 87% False False 78,312
120 1.1355 0.9069 0.2286 20.7% 0.0160 1.4% 87% False False 65,286
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0033
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1683
2.618 1.1451
1.618 1.1309
1.000 1.1221
0.618 1.1167
HIGH 1.1079
0.618 1.1025
0.500 1.1008
0.382 1.0991
LOW 1.0937
0.618 1.0849
1.000 1.0795
1.618 1.0707
2.618 1.0565
4.250 1.0334
Fisher Pivots for day following 15-Dec-2008
Pivot 1 day 3 day
R1 1.1036 1.1061
PP 1.1022 1.1057
S1 1.1008 1.1054

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

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