CME Japanese Yen Future March 2009


Trading Metrics calculated at close of trading on 17-Nov-2008
Day Change Summary
Previous Current
14-Nov-2008 17-Nov-2008 Change Change % Previous Week
Open 1.0361 1.0427 0.0066 0.6% 1.0140
High 1.0429 1.0437 0.0008 0.1% 1.0595
Low 1.0286 1.0350 0.0064 0.6% 1.0111
Close 1.0308 1.0370 0.0062 0.6% 1.0308
Range 0.0143 0.0087 -0.0056 -39.2% 0.0484
ATR 0.0197 0.0192 -0.0005 -2.5% 0.0000
Volume 147 288 141 95.9% 379
Daily Pivots for day following 17-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.0647 1.0595 1.0418
R3 1.0560 1.0508 1.0394
R2 1.0473 1.0473 1.0386
R1 1.0421 1.0421 1.0378 1.0404
PP 1.0386 1.0386 1.0386 1.0377
S1 1.0334 1.0334 1.0362 1.0317
S2 1.0299 1.0299 1.0354
S3 1.0212 1.0247 1.0346
S4 1.0125 1.0160 1.0322
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 1.1790 1.1533 1.0574
R3 1.1306 1.1049 1.0441
R2 1.0822 1.0822 1.0397
R1 1.0565 1.0565 1.0352 1.0694
PP 1.0338 1.0338 1.0338 1.0402
S1 1.0081 1.0081 1.0264 1.0210
S2 0.9854 0.9854 1.0219
S3 0.9370 0.9597 1.0175
S4 0.8886 0.9113 1.0042
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0595 1.0249 0.0346 3.3% 0.0166 1.6% 35% False False 132
10 1.0595 1.0001 0.0594 5.7% 0.0153 1.5% 62% False False 122
20 1.1055 0.9910 0.1145 11.0% 0.0212 2.0% 40% False False 146
40 1.1055 0.9535 0.1520 14.7% 0.0154 1.5% 55% False False 100
Crabel Price Patterns
NR True
NR4 True
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 0.0017
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0807
2.618 1.0665
1.618 1.0578
1.000 1.0524
0.618 1.0491
HIGH 1.0437
0.618 1.0404
0.500 1.0394
0.382 1.0383
LOW 1.0350
0.618 1.0296
1.000 1.0263
1.618 1.0209
2.618 1.0122
4.250 0.9980
Fisher Pivots for day following 17-Nov-2008
Pivot 1 day 3 day
R1 1.0394 1.0418
PP 1.0386 1.0402
S1 1.0378 1.0386

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

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