CME Japanese Yen Future March 2009


Trading Metrics calculated at close of trading on 25-Sep-2008
Day Change Summary
Previous Current
24-Sep-2008 25-Sep-2008 Change Change % Previous Week
Open 0.9637 0.9600 -0.0037 -0.4% 0.9609
High 0.9637 0.9600 -0.0037 -0.4% 0.9759
Low 0.9569 0.9535 -0.0034 -0.4% 0.9394
Close 0.9599 0.9548 -0.0051 -0.5% 0.9477
Range 0.0068 0.0065 -0.0003 -4.4% 0.0365
ATR 0.0000 0.0113 0.0113 0.0000
Volume 258 27 -231 -89.5% 73
Daily Pivots for day following 25-Sep-2008
Classic Woodie Camarilla DeMark
R4 0.9756 0.9717 0.9584
R3 0.9691 0.9652 0.9566
R2 0.9626 0.9626 0.9560
R1 0.9587 0.9587 0.9554 0.9574
PP 0.9561 0.9561 0.9561 0.9555
S1 0.9522 0.9522 0.9542 0.9509
S2 0.9496 0.9496 0.9536
S3 0.9431 0.9457 0.9530
S4 0.9366 0.9392 0.9512
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 0.9637 0.9394 0.0243 2.5% 0.0065 0.7% 63% False False 68
10 0.9759 0.9360 0.0399 4.2% 0.0064 0.7% 47% False False 36
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9876
2.618 0.9770
1.618 0.9705
1.000 0.9665
0.618 0.9640
HIGH 0.9600
0.618 0.9575
0.500 0.9568
0.382 0.9560
LOW 0.9535
0.618 0.9495
1.000 0.9470
1.618 0.9430
2.618 0.9365
4.250 0.9259
Fisher Pivots for day following 25-Sep-2008
Pivot 1 day 3 day
R1 0.9568 0.9586
PP 0.9561 0.9573
S1 0.9555 0.9561

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

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