CME Japanese Yen Future March 2009


Trading Metrics calculated at close of trading on 05-Nov-2008
Day Change Summary
Previous Current
04-Nov-2008 05-Nov-2008 Change Change % Previous Week
Open 1.0169 1.0086 -0.0083 -0.8% 1.0900
High 1.0169 1.0212 0.0043 0.4% 1.0975
Low 1.0001 1.0068 0.0067 0.7% 1.0133
Close 1.0074 1.0151 0.0077 0.8% 1.0186
Range 0.0168 0.0144 -0.0024 -14.3% 0.0842
ATR 0.0213 0.0208 -0.0005 -2.3% 0.0000
Volume 82 14 -68 -82.9% 252
Daily Pivots for day following 05-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.0576 1.0507 1.0230
R3 1.0432 1.0363 1.0191
R2 1.0288 1.0288 1.0177
R1 1.0219 1.0219 1.0164 1.0254
PP 1.0144 1.0144 1.0144 1.0161
S1 1.0075 1.0075 1.0138 1.0110
S2 1.0000 1.0000 1.0125
S3 0.9856 0.9931 1.0111
S4 0.9712 0.9787 1.0072
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.2957 1.2414 1.0649
R3 1.2115 1.1572 1.0418
R2 1.1273 1.1273 1.0340
R1 1.0730 1.0730 1.0263 1.0581
PP 1.0431 1.0431 1.0431 1.0357
S1 0.9888 0.9888 1.0109 0.9739
S2 0.9589 0.9589 1.0032
S3 0.8747 0.9046 0.9954
S4 0.7905 0.8204 0.9723
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0432 1.0001 0.0431 4.2% 0.0147 1.4% 35% False False 44
10 1.1055 1.0001 0.1054 10.4% 0.0263 2.6% 14% False False 137
20 1.1055 0.9850 0.1205 11.9% 0.0194 1.9% 25% False False 103
40 1.1055 0.9360 0.1695 16.7% 0.0135 1.3% 47% False False 74
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0824
2.618 1.0589
1.618 1.0445
1.000 1.0356
0.618 1.0301
HIGH 1.0212
0.618 1.0157
0.500 1.0140
0.382 1.0123
LOW 1.0068
0.618 0.9979
1.000 0.9924
1.618 0.9835
2.618 0.9691
4.250 0.9456
Fisher Pivots for day following 05-Nov-2008
Pivot 1 day 3 day
R1 1.0147 1.0137
PP 1.0144 1.0123
S1 1.0140 1.0109

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

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