CME Japanese Yen Future March 2009


Trading Metrics calculated at close of trading on 20-Oct-2008
Day Change Summary
Previous Current
17-Oct-2008 20-Oct-2008 Change Change % Previous Week
Open 1.0026 0.9957 -0.0069 -0.7% 1.0085
High 1.0026 0.9962 -0.0064 -0.6% 1.0180
Low 0.9950 0.9923 -0.0027 -0.3% 0.9850
Close 0.9946 0.9919 -0.0027 -0.3% 0.9946
Range 0.0076 0.0039 -0.0037 -48.7% 0.0330
ATR 0.0142 0.0135 -0.0007 -5.2% 0.0000
Volume 34 71 37 108.8% 104
Daily Pivots for day following 20-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.0052 1.0024 0.9940
R3 1.0013 0.9985 0.9930
R2 0.9974 0.9974 0.9926
R1 0.9946 0.9946 0.9923 0.9941
PP 0.9935 0.9935 0.9935 0.9932
S1 0.9907 0.9907 0.9915 0.9902
S2 0.9896 0.9896 0.9912
S3 0.9857 0.9868 0.9908
S4 0.9818 0.9829 0.9898
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% 0.0076 0.8% 21% False False 31
10 1.0327 0.9850 0.0477 4.8% 0.0124 1.3% 14% False False 67
20 1.0327 0.9535 0.0792 8.0% 0.0096 1.0% 48% False False 54
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 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0128
2.618 1.0064
1.618 1.0025
1.000 1.0001
0.618 0.9986
HIGH 0.9962
0.618 0.9947
0.500 0.9943
0.382 0.9938
LOW 0.9923
0.618 0.9899
1.000 0.9884
1.618 0.9860
2.618 0.9821
4.250 0.9757
Fisher Pivots for day following 20-Oct-2008
Pivot 1 day 3 day
R1 0.9943 1.0052
PP 0.9935 1.0007
S1 0.9927 0.9963

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

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