CME Japanese Yen Future March 2009


Trading Metrics calculated at close of trading on 17-Oct-2008
Day Change Summary
Previous Current
16-Oct-2008 17-Oct-2008 Change Change % Previous Week
Open 1.0180 1.0026 -0.0154 -1.5% 1.0085
High 1.0180 1.0026 -0.0154 -1.5% 1.0180
Low 1.0035 0.9950 -0.0085 -0.8% 0.9850
Close 1.0027 0.9946 -0.0081 -0.8% 0.9946
Range 0.0145 0.0076 -0.0069 -47.6% 0.0330
ATR 0.0147 0.0142 -0.0005 -3.4% 0.0000
Volume 17 34 17 100.0% 104
Daily Pivots for day following 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.0202 1.0150 0.9988
R3 1.0126 1.0074 0.9967
R2 1.0050 1.0050 0.9960
R1 0.9998 0.9998 0.9953 0.9986
PP 0.9974 0.9974 0.9974 0.9968
S1 0.9922 0.9922 0.9939 0.9910
S2 0.9898 0.9898 0.9932
S3 0.9822 0.9846 0.9925
S4 0.9746 0.9770 0.9904
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.0982 1.0794 1.0128
R3 1.0652 1.0464 1.0037
R2 1.0322 1.0322 1.0007
R1 1.0134 1.0134 0.9976 1.0063
PP 0.9992 0.9992 0.9992 0.9957
S1 0.9804 0.9804 0.9916 0.9733
S2 0.9662 0.9662 0.9886
S3 0.9332 0.9474 0.9855
S4 0.9002 0.9144 0.9765
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0180 0.9850 0.0330 3.3% 0.0095 1.0% 29% False False 20
10 1.0327 0.9809 0.0518 5.2% 0.0150 1.5% 26% False False 61
20 1.0327 0.9535 0.0792 8.0% 0.0097 1.0% 52% False False 51
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0349
2.618 1.0225
1.618 1.0149
1.000 1.0102
0.618 1.0073
HIGH 1.0026
0.618 0.9997
0.500 0.9988
0.382 0.9979
LOW 0.9950
0.618 0.9903
1.000 0.9874
1.618 0.9827
2.618 0.9751
4.250 0.9627
Fisher Pivots for day following 17-Oct-2008
Pivot 1 day 3 day
R1 0.9988 1.0065
PP 0.9974 1.0025
S1 0.9960 0.9986

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

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