CME Japanese Yen Future March 2009


Trading Metrics calculated at close of trading on 27-Oct-2008
Day Change Summary
Previous Current
24-Oct-2008 27-Oct-2008 Change Change % Previous Week
Open 1.0373 1.0900 0.0527 5.1% 0.9957
High 1.1055 1.0975 -0.0080 -0.7% 1.1055
Low 1.0373 1.0791 0.0418 4.0% 0.9910
Close 1.0689 1.0764 0.0075 0.7% 1.0689
Range 0.0682 0.0184 -0.0498 -73.0% 0.1145
ATR 0.0185 0.0192 0.0007 3.9% 0.0000
Volume 947 59 -888 -93.8% 1,485
Daily Pivots for day following 27-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.1395 1.1264 1.0865
R3 1.1211 1.1080 1.0815
R2 1.1027 1.1027 1.0798
R1 1.0896 1.0896 1.0781 1.0870
PP 1.0843 1.0843 1.0843 1.0830
S1 1.0712 1.0712 1.0747 1.0686
S2 1.0659 1.0659 1.0730
S3 1.0475 1.0528 1.0713
S4 1.0291 1.0344 1.0663
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 10.6% 0.0286 2.7% 75% False False 294
10 1.1055 0.9850 0.1205 11.2% 0.0181 1.7% 76% False False 163
20 1.1055 0.9567 0.1488 13.8% 0.0157 1.5% 80% False False 109
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1757
2.618 1.1457
1.618 1.1273
1.000 1.1159
0.618 1.1089
HIGH 1.0975
0.618 1.0905
0.500 1.0883
0.382 1.0861
LOW 1.0791
0.618 1.0677
1.000 1.0607
1.618 1.0493
2.618 1.0309
4.250 1.0009
Fisher Pivots for day following 27-Oct-2008
Pivot 1 day 3 day
R1 1.0883 1.0741
PP 1.0843 1.0717
S1 1.0804 1.0694

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

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