CME Japanese Yen Future March 2009


Trading Metrics calculated at close of trading on 22-Sep-2008
Day Change Summary
Previous Current
19-Sep-2008 22-Sep-2008 Change Change % Previous Week
Open 0.9500 0.9555 0.0055 0.6% 0.9609
High 0.9504 0.9584 0.0080 0.8% 0.9759
Low 0.9394 0.9535 0.0141 1.5% 0.9394
Close 0.9477 0.9619 0.0142 1.5% 0.9477
Range 0.0110 0.0049 -0.0061 -55.5% 0.0365
ATR
Volume 46 6 -40 -87.0% 73
Daily Pivots for day following 22-Sep-2008
Classic Woodie Camarilla DeMark
R4 0.9726 0.9722 0.9646
R3 0.9677 0.9673 0.9632
R2 0.9628 0.9628 0.9628
R1 0.9624 0.9624 0.9623 0.9626
PP 0.9579 0.9579 0.9579 0.9581
S1 0.9575 0.9575 0.9615 0.9577
S2 0.9530 0.9530 0.9610
S3 0.9481 0.9526 0.9606
S4 0.9432 0.9477 0.9592
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.0638 1.0423 0.9678
R3 1.0273 1.0058 0.9577
R2 0.9908 0.9908 0.9544
R1 0.9693 0.9693 0.9510 0.9618
PP 0.9543 0.9543 0.9543 0.9506
S1 0.9328 0.9328 0.9444 0.9253
S2 0.9178 0.9178 0.9410
S3 0.8813 0.8963 0.9377
S4 0.8448 0.8598 0.9276
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9759 0.9394 0.0365 3.8% 0.0064 0.7% 62% False False 14
10 0.9759 0.9357 0.0402 4.2% 0.0047 0.5% 65% False False 21
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9792
2.618 0.9712
1.618 0.9663
1.000 0.9633
0.618 0.9614
HIGH 0.9584
0.618 0.9565
0.500 0.9560
0.382 0.9554
LOW 0.9535
0.618 0.9505
1.000 0.9486
1.618 0.9456
2.618 0.9407
4.250 0.9327
Fisher Pivots for day following 22-Sep-2008
Pivot 1 day 3 day
R1 0.9599 0.9589
PP 0.9579 0.9560
S1 0.9560 0.9530

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

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