CME Japanese Yen Future March 2009


Trading Metrics calculated at close of trading on 24-Oct-2008
Day Change Summary
Previous Current
23-Oct-2008 24-Oct-2008 Change Change % Previous Week
Open 1.0332 1.0373 0.0041 0.4% 0.9957
High 1.0512 1.1055 0.0543 5.2% 1.1055
Low 1.0332 1.0373 0.0041 0.4% 0.9910
Close 1.0520 1.0689 0.0169 1.6% 1.0689
Range 0.0180 0.0682 0.0502 278.9% 0.1145
ATR 0.0147 0.0185 0.0038 26.0% 0.0000
Volume 31 947 916 2,954.8% 1,485
Daily Pivots for day following 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.2752 1.2402 1.1064
R3 1.2070 1.1720 1.0877
R2 1.1388 1.1388 1.0814
R1 1.1038 1.1038 1.0752 1.1213
PP 1.0706 1.0706 1.0706 1.0793
S1 1.0356 1.0356 1.0626 1.0531
S2 1.0024 1.0024 1.0564
S3 0.9342 0.9674 1.0501
S4 0.8660 0.8992 1.0314
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.3986 1.3483 1.1319
R3 1.2841 1.2338 1.1004
R2 1.1696 1.1696 1.0899
R1 1.1193 1.1193 1.0794 1.1445
PP 1.0551 1.0551 1.0551 1.0677
S1 1.0048 1.0048 1.0584 1.0300
S2 0.9406 0.9406 1.0479
S3 0.8261 0.8903 1.0374
S4 0.7116 0.7758 1.0059
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1055 0.9910 0.1145 10.7% 0.0257 2.4% 68% True False 297
10 1.1055 0.9850 0.1205 11.3% 0.0176 1.6% 70% True False 158
20 1.1055 0.9567 0.1488 13.9% 0.0150 1.4% 75% True False 106
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 0.0001
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 1.3954
2.618 1.2840
1.618 1.2158
1.000 1.1737
0.618 1.1476
HIGH 1.1055
0.618 1.0794
0.500 1.0714
0.382 1.0634
LOW 1.0373
0.618 0.9952
1.000 0.9691
1.618 0.9270
2.618 0.8588
4.250 0.7475
Fisher Pivots for day following 24-Oct-2008
Pivot 1 day 3 day
R1 1.0714 1.0639
PP 1.0706 1.0590
S1 1.0697 1.0540

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

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