CME Japanese Yen Future March 2009


Trading Metrics calculated at close of trading on 16-Oct-2008
Day Change Summary
Previous Current
15-Oct-2008 16-Oct-2008 Change Change % Previous Week
Open 0.9970 1.0180 0.0210 2.1% 0.9809
High 0.9970 1.0180 0.0210 2.1% 1.0327
Low 0.9970 1.0035 0.0065 0.7% 0.9809
Close 1.0050 1.0027 -0.0023 -0.2% 1.0196
Range 0.0000 0.0145 0.0145 0.0518
ATR 0.0147 0.0147 0.0000 -0.1% 0.0000
Volume 21 17 -4 -19.0% 510
Daily Pivots for day following 16-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.0516 1.0416 1.0107
R3 1.0371 1.0271 1.0067
R2 1.0226 1.0226 1.0054
R1 1.0126 1.0126 1.0040 1.0104
PP 1.0081 1.0081 1.0081 1.0069
S1 0.9981 0.9981 1.0014 0.9959
S2 0.9936 0.9936 1.0000
S3 0.9791 0.9836 0.9987
S4 0.9646 0.9691 0.9947
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% 0.0127 1.3% 37% False False 18
10 1.0327 0.9641 0.0686 6.8% 0.0143 1.4% 56% False False 58
20 1.0327 0.9394 0.0933 9.3% 0.0099 1.0% 68% False False 52
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0796
2.618 1.0560
1.618 1.0415
1.000 1.0325
0.618 1.0270
HIGH 1.0180
0.618 1.0125
0.500 1.0108
0.382 1.0090
LOW 1.0035
0.618 0.9945
1.000 0.9890
1.618 0.9800
2.618 0.9655
4.250 0.9419
Fisher Pivots for day following 16-Oct-2008
Pivot 1 day 3 day
R1 1.0108 1.0023
PP 1.0081 1.0019
S1 1.0054 1.0015

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

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