CME Japanese Yen Future March 2009


Trading Metrics calculated at close of trading on 07-Oct-2008
Day Change Summary
Previous Current
06-Oct-2008 07-Oct-2008 Change Change % Previous Week
Open 0.9809 1.0000 0.0191 1.9% 0.9728
High 1.0109 1.0000 -0.0109 -1.1% 0.9778
Low 0.9809 0.9890 0.0081 0.8% 0.9567
Close 1.0065 0.9976 -0.0089 -0.9% 0.9637
Range 0.0300 0.0110 -0.0190 -63.3% 0.0211
ATR 0.0132 0.0135 0.0003 2.3% 0.0000
Volume 13 77 64 492.3% 33
Daily Pivots for day following 07-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.0285 1.0241 1.0037
R3 1.0175 1.0131 1.0006
R2 1.0065 1.0065 0.9996
R1 1.0021 1.0021 0.9986 0.9988
PP 0.9955 0.9955 0.9955 0.9939
S1 0.9911 0.9911 0.9966 0.9878
S2 0.9845 0.9845 0.9956
S3 0.9735 0.9801 0.9946
S4 0.9625 0.9691 0.9916
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 1.0109 0.9610 0.0499 5.0% 0.0093 0.9% 73% False False 22
10 1.0109 0.9535 0.0574 5.8% 0.0076 0.8% 77% False False 49
20 1.0109 0.9357 0.0752 7.5% 0.0063 0.6% 82% False False 29
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0468
2.618 1.0288
1.618 1.0178
1.000 1.0110
0.618 1.0068
HIGH 1.0000
0.618 0.9958
0.500 0.9945
0.382 0.9932
LOW 0.9890
0.618 0.9822
1.000 0.9780
1.618 0.9712
2.618 0.9602
4.250 0.9423
Fisher Pivots for day following 07-Oct-2008
Pivot 1 day 3 day
R1 0.9966 0.9942
PP 0.9955 0.9909
S1 0.9945 0.9875

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

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