CME Japanese Yen Future March 2009


Trading Metrics calculated at close of trading on 22-Oct-2008
Day Change Summary
Previous Current
21-Oct-2008 22-Oct-2008 Change Change % Previous Week
Open 0.9910 1.0025 0.0115 1.2% 1.0085
High 1.0064 1.0255 0.0191 1.9% 1.0180
Low 0.9910 1.0025 0.0115 1.2% 0.9850
Close 1.0026 1.0313 0.0287 2.9% 0.9946
Range 0.0154 0.0230 0.0076 49.4% 0.0330
ATR 0.0136 0.0143 0.0007 4.9% 0.0000
Volume 60 376 316 526.7% 104
Daily Pivots for day following 22-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.0888 1.0830 1.0440
R3 1.0658 1.0600 1.0376
R2 1.0428 1.0428 1.0355
R1 1.0370 1.0370 1.0334 1.0399
PP 1.0198 1.0198 1.0198 1.0212
S1 1.0140 1.0140 1.0292 1.0169
S2 0.9968 0.9968 1.0271
S3 0.9738 0.9910 1.0250
S4 0.9508 0.9680 1.0187
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 1.0255 0.9910 0.0345 3.3% 0.0129 1.2% 117% True False 111
10 1.0327 0.9850 0.0477 4.6% 0.0125 1.2% 97% False False 69
20 1.0327 0.9535 0.0792 7.7% 0.0111 1.1% 98% False False 63
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1233
2.618 1.0857
1.618 1.0627
1.000 1.0485
0.618 1.0397
HIGH 1.0255
0.618 1.0167
0.500 1.0140
0.382 1.0113
LOW 1.0025
0.618 0.9883
1.000 0.9795
1.618 0.9653
2.618 0.9423
4.250 0.9048
Fisher Pivots for day following 22-Oct-2008
Pivot 1 day 3 day
R1 1.0255 1.0236
PP 1.0198 1.0159
S1 1.0140 1.0083

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

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