CME Japanese Yen Future March 2009


Trading Metrics calculated at close of trading on 28-Oct-2008
Day Change Summary
Previous Current
27-Oct-2008 28-Oct-2008 Change Change % Previous Week
Open 1.0900 1.0744 -0.0156 -1.4% 0.9957
High 1.0975 1.0744 -0.0231 -2.1% 1.1055
Low 1.0791 1.0236 -0.0555 -5.1% 0.9910
Close 1.0764 1.0340 -0.0424 -3.9% 1.0689
Range 0.0184 0.0508 0.0324 176.1% 0.1145
ATR 0.0192 0.0216 0.0024 12.5% 0.0000
Volume 59 46 -13 -22.0% 1,485
Daily Pivots for day following 28-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.1964 1.1660 1.0619
R3 1.1456 1.1152 1.0480
R2 1.0948 1.0948 1.0433
R1 1.0644 1.0644 1.0387 1.0542
PP 1.0440 1.0440 1.0440 1.0389
S1 1.0136 1.0136 1.0293 1.0034
S2 0.9932 0.9932 1.0247
S3 0.9424 0.9628 1.0200
S4 0.8916 0.9120 1.0061
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 1.0025 0.1030 10.0% 0.0357 3.5% 31% False False 291
10 1.1055 0.9910 0.1145 11.1% 0.0220 2.1% 38% False False 166
20 1.1055 0.9610 0.1445 14.0% 0.0177 1.7% 51% False False 111
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2903
2.618 1.2074
1.618 1.1566
1.000 1.1252
0.618 1.1058
HIGH 1.0744
0.618 1.0550
0.500 1.0490
0.382 1.0430
LOW 1.0236
0.618 0.9922
1.000 0.9728
1.618 0.9414
2.618 0.8906
4.250 0.8077
Fisher Pivots for day following 28-Oct-2008
Pivot 1 day 3 day
R1 1.0490 1.0646
PP 1.0440 1.0544
S1 1.0390 1.0442

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

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