CME Japanese Yen Future March 2009


Trading Metrics calculated at close of trading on 30-Sep-2008
Day Change Summary
Previous Current
29-Sep-2008 30-Sep-2008 Change Change % Previous Week
Open 0.9728 0.9680 -0.0048 -0.5% 0.9555
High 0.9778 0.9680 -0.0098 -1.0% 0.9659
Low 0.9728 0.9567 -0.0161 -1.7% 0.9535
Close 0.9736 0.9582 -0.0154 -1.6% 0.9578
Range 0.0050 0.0113 0.0063 126.0% 0.0124
ATR 0.0119 0.0122 0.0004 3.0% 0.0000
Volume 1 8 7 700.0% 386
Daily Pivots for day following 30-Sep-2008
Classic Woodie Camarilla DeMark
R4 0.9949 0.9878 0.9644
R3 0.9836 0.9765 0.9613
R2 0.9723 0.9723 0.9603
R1 0.9652 0.9652 0.9592 0.9631
PP 0.9610 0.9610 0.9610 0.9599
S1 0.9539 0.9539 0.9572 0.9518
S2 0.9497 0.9497 0.9561
S3 0.9384 0.9426 0.9551
S4 0.9271 0.9313 0.9520
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 0.9963 0.9894 0.9646
R3 0.9839 0.9770 0.9612
R2 0.9715 0.9715 0.9601
R1 0.9646 0.9646 0.9589 0.9681
PP 0.9591 0.9591 0.9591 0.9608
S1 0.9522 0.9522 0.9567 0.9557
S2 0.9467 0.9467 0.9555
S3 0.9343 0.9398 0.9544
S4 0.9219 0.9274 0.9510
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9778 0.9535 0.0243 2.5% 0.0059 0.6% 19% False False 77
10 0.9778 0.9394 0.0384 4.0% 0.0055 0.6% 49% False False 45
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 0.0004
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.0160
2.618 0.9976
1.618 0.9863
1.000 0.9793
0.618 0.9750
HIGH 0.9680
0.618 0.9637
0.500 0.9624
0.382 0.9610
LOW 0.9567
0.618 0.9497
1.000 0.9454
1.618 0.9384
2.618 0.9271
4.250 0.9087
Fisher Pivots for day following 30-Sep-2008
Pivot 1 day 3 day
R1 0.9624 0.9673
PP 0.9610 0.9642
S1 0.9596 0.9612

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

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