CME Japanese Yen Future March 2009


Trading Metrics calculated at close of trading on 21-Oct-2008
Day Change Summary
Previous Current
20-Oct-2008 21-Oct-2008 Change Change % Previous Week
Open 0.9957 0.9910 -0.0047 -0.5% 1.0085
High 0.9962 1.0064 0.0102 1.0% 1.0180
Low 0.9923 0.9910 -0.0013 -0.1% 0.9850
Close 0.9919 1.0026 0.0107 1.1% 0.9946
Range 0.0039 0.0154 0.0115 294.9% 0.0330
ATR 0.0135 0.0136 0.0001 1.0% 0.0000
Volume 71 60 -11 -15.5% 104
Daily Pivots for day following 21-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.0462 1.0398 1.0111
R3 1.0308 1.0244 1.0068
R2 1.0154 1.0154 1.0054
R1 1.0090 1.0090 1.0040 1.0122
PP 1.0000 1.0000 1.0000 1.0016
S1 0.9936 0.9936 1.0012 0.9968
S2 0.9846 0.9846 0.9998
S3 0.9692 0.9782 0.9984
S4 0.9538 0.9628 0.9941
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 0.9910 0.0270 2.7% 0.0083 0.8% 43% False True 40
10 1.0327 0.9850 0.0477 4.8% 0.0129 1.3% 37% False False 65
20 1.0327 0.9535 0.0792 7.9% 0.0102 1.0% 62% False False 57
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0719
2.618 1.0467
1.618 1.0313
1.000 1.0218
0.618 1.0159
HIGH 1.0064
0.618 1.0005
0.500 0.9987
0.382 0.9969
LOW 0.9910
0.618 0.9815
1.000 0.9756
1.618 0.9661
2.618 0.9507
4.250 0.9256
Fisher Pivots for day following 21-Oct-2008
Pivot 1 day 3 day
R1 1.0013 1.0013
PP 1.0000 1.0000
S1 0.9987 0.9987

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

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