CME Japanese Yen Future March 2009


Trading Metrics calculated at close of trading on 03-Oct-2008
Day Change Summary
Previous Current
02-Oct-2008 03-Oct-2008 Change Change % Previous Week
Open 0.9625 0.9641 0.0016 0.2% 0.9728
High 0.9681 0.9641 -0.0040 -0.4% 0.9778
Low 0.9625 0.9641 0.0016 0.2% 0.9567
Close 0.9657 0.9637 -0.0020 -0.2% 0.9637
Range 0.0056 0.0000 -0.0056 -100.0% 0.0211
ATR 0.0112 0.0106 -0.0007 -6.1% 0.0000
Volume 3 3 0 0.0% 33
Daily Pivots for day following 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 0.9640 0.9638 0.9637
R3 0.9640 0.9638 0.9637
R2 0.9640 0.9640 0.9637
R1 0.9638 0.9638 0.9637 0.9639
PP 0.9640 0.9640 0.9640 0.9640
S1 0.9638 0.9638 0.9637 0.9639
S2 0.9640 0.9640 0.9637
S3 0.9640 0.9638 0.9637
S4 0.9640 0.9638 0.9637
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.0294 1.0176 0.9753
R3 1.0083 0.9965 0.9695
R2 0.9872 0.9872 0.9676
R1 0.9754 0.9754 0.9656 0.9708
PP 0.9661 0.9661 0.9661 0.9637
S1 0.9543 0.9543 0.9618 0.9497
S2 0.9450 0.9450 0.9598
S3 0.9239 0.9332 0.9579
S4 0.9028 0.9121 0.9521
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9778 0.9567 0.0211 2.2% 0.0044 0.5% 33% False False 6
10 0.9778 0.9535 0.0243 2.5% 0.0043 0.4% 42% False False 41
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9641
2.618 0.9641
1.618 0.9641
1.000 0.9641
0.618 0.9641
HIGH 0.9641
0.618 0.9641
0.500 0.9641
0.382 0.9641
LOW 0.9641
0.618 0.9641
1.000 0.9641
1.618 0.9641
2.618 0.9641
4.250 0.9641
Fisher Pivots for day following 03-Oct-2008
Pivot 1 day 3 day
R1 0.9641 0.9646
PP 0.9640 0.9643
S1 0.9638 0.9640

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

View Archives - Comment on this page... - Back to Index of Symbols