CME Japanese Yen Future March 2009


Trading Metrics calculated at close of trading on 12-Nov-2008
Day Change Summary
Previous Current
11-Nov-2008 12-Nov-2008 Change Change % Previous Week
Open 1.0251 1.0308 0.0057 0.6% 1.0216
High 1.0298 1.0595 0.0297 2.9% 1.0351
Low 1.0249 1.0308 0.0059 0.6% 1.0001
Close 1.0268 1.0502 0.0234 2.3% 1.0237
Range 0.0049 0.0287 0.0238 485.7% 0.0350
ATR 0.0187 0.0197 0.0010 5.4% 0.0000
Volume 123 35 -88 -71.5% 605
Daily Pivots for day following 12-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.1329 1.1203 1.0660
R3 1.1042 1.0916 1.0581
R2 1.0755 1.0755 1.0555
R1 1.0629 1.0629 1.0528 1.0692
PP 1.0468 1.0468 1.0468 1.0500
S1 1.0342 1.0342 1.0476 1.0405
S2 1.0181 1.0181 1.0449
S3 0.9894 1.0055 1.0423
S4 0.9607 0.9768 1.0344
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.1246 1.1092 1.0430
R3 1.0896 1.0742 1.0333
R2 1.0546 1.0546 1.0301
R1 1.0392 1.0392 1.0269 1.0469
PP 1.0196 1.0196 1.0196 1.0235
S1 1.0042 1.0042 1.0205 1.0119
S2 0.9846 0.9846 1.0173
S3 0.9496 0.9692 1.0141
S4 0.9146 0.9342 1.0045
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0595 1.0111 0.0484 4.6% 0.0144 1.4% 81% True False 124
10 1.0595 1.0001 0.0594 5.7% 0.0146 1.4% 84% True False 84
20 1.1055 0.9910 0.1145 10.9% 0.0200 1.9% 52% False False 127
40 1.1055 0.9394 0.1661 15.8% 0.0146 1.4% 67% False False 89
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 0.0015
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1815
2.618 1.1346
1.618 1.1059
1.000 1.0882
0.618 1.0772
HIGH 1.0595
0.618 1.0485
0.500 1.0452
0.382 1.0418
LOW 1.0308
0.618 1.0131
1.000 1.0021
1.618 0.9844
2.618 0.9557
4.250 0.9088
Fisher Pivots for day following 12-Nov-2008
Pivot 1 day 3 day
R1 1.0485 1.0452
PP 1.0468 1.0403
S1 1.0452 1.0353

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

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