CME Japanese Yen Future March 2009


Trading Metrics calculated at close of trading on 10-Oct-2008
Day Change Summary
Previous Current
09-Oct-2008 10-Oct-2008 Change Change % Previous Week
Open 1.0085 1.0250 0.0165 1.6% 0.9809
High 1.0130 1.0327 0.0197 1.9% 1.0327
Low 1.0014 1.0091 0.0077 0.8% 0.9809
Close 1.0111 1.0196 0.0085 0.8% 1.0196
Range 0.0116 0.0236 0.0120 103.4% 0.0518
ATR 0.0145 0.0151 0.0007 4.5% 0.0000
Volume 64 20 -44 -68.8% 510
Daily Pivots for day following 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.0913 1.0790 1.0326
R3 1.0677 1.0554 1.0261
R2 1.0441 1.0441 1.0239
R1 1.0318 1.0318 1.0218 1.0262
PP 1.0205 1.0205 1.0205 1.0176
S1 1.0082 1.0082 1.0174 1.0026
S2 0.9969 0.9969 1.0153
S3 0.9733 0.9846 1.0131
S4 0.9497 0.9610 1.0066
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.1665 1.1448 1.0481
R3 1.1147 1.0930 1.0338
R2 1.0629 1.0629 1.0291
R1 1.0412 1.0412 1.0243 1.0521
PP 1.0111 1.0111 1.0111 1.0165
S1 0.9894 0.9894 1.0149 1.0003
S2 0.9593 0.9593 1.0101
S3 0.9075 0.9376 1.0054
S4 0.8557 0.8858 0.9911
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0327 0.9809 0.0518 5.1% 0.0205 2.0% 75% True False 102
10 1.0327 0.9567 0.0760 7.5% 0.0125 1.2% 83% True False 54
20 1.0327 0.9394 0.0933 9.2% 0.0089 0.9% 86% True False 50
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1330
2.618 1.0945
1.618 1.0709
1.000 1.0563
0.618 1.0473
HIGH 1.0327
0.618 1.0237
0.500 1.0209
0.382 1.0181
LOW 1.0091
0.618 0.9945
1.000 0.9855
1.618 0.9709
2.618 0.9473
4.250 0.9088
Fisher Pivots for day following 10-Oct-2008
Pivot 1 day 3 day
R1 1.0209 1.0187
PP 1.0205 1.0178
S1 1.0200 1.0169

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

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