CME Japanese Yen Future March 2009


Trading Metrics calculated at close of trading on 14-Oct-2008
Day Change Summary
Previous Current
13-Oct-2008 14-Oct-2008 Change Change % Previous Week
Open 1.0085 0.9854 -0.0231 -2.3% 0.9809
High 1.0089 0.9970 -0.0119 -1.2% 1.0327
Low 0.9954 0.9850 -0.0104 -1.0% 0.9809
Close 1.0012 0.9960 -0.0052 -0.5% 1.0196
Range 0.0135 0.0120 -0.0015 -11.1% 0.0518
ATR 0.0158 0.0158 0.0000 0.2% 0.0000
Volume 17 15 -2 -11.8% 510
Daily Pivots for day following 14-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.0287 1.0243 1.0026
R3 1.0167 1.0123 0.9993
R2 1.0047 1.0047 0.9982
R1 1.0003 1.0003 0.9971 1.0025
PP 0.9927 0.9927 0.9927 0.9938
S1 0.9883 0.9883 0.9949 0.9905
S2 0.9807 0.9807 0.9938
S3 0.9687 0.9763 0.9927
S4 0.9567 0.9643 0.9894
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 0.9850 0.0477 4.8% 0.0174 1.8% 23% False True 90
10 1.0327 0.9610 0.0717 7.2% 0.0134 1.3% 49% False False 56
20 1.0327 0.9394 0.0933 9.4% 0.0094 0.9% 61% False False 50
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 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0480
2.618 1.0284
1.618 1.0164
1.000 1.0090
0.618 1.0044
HIGH 0.9970
0.618 0.9924
0.500 0.9910
0.382 0.9896
LOW 0.9850
0.618 0.9776
1.000 0.9730
1.618 0.9656
2.618 0.9536
4.250 0.9340
Fisher Pivots for day following 14-Oct-2008
Pivot 1 day 3 day
R1 0.9943 1.0089
PP 0.9927 1.0046
S1 0.9910 1.0003

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

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