CME Japanese Yen Future March 2009


Trading Metrics calculated at close of trading on 08-Dec-2008
Day Change Summary
Previous Current
05-Dec-2008 08-Dec-2008 Change Change % Previous Week
Open 1.0861 1.0810 -0.0051 -0.5% 1.0527
High 1.0954 1.0835 -0.0119 -1.1% 1.0954
Low 1.0739 1.0683 -0.0056 -0.5% 1.0527
Close 1.0783 1.0789 0.0006 0.1% 1.0783
Range 0.0215 0.0152 -0.0063 -29.3% 0.0427
ATR 0.0170 0.0168 -0.0001 -0.7% 0.0000
Volume 3,484 5,955 2,471 70.9% 18,585
Daily Pivots for day following 08-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.1225 1.1159 1.0873
R3 1.1073 1.1007 1.0831
R2 1.0921 1.0921 1.0817
R1 1.0855 1.0855 1.0803 1.0812
PP 1.0769 1.0769 1.0769 1.0748
S1 1.0703 1.0703 1.0775 1.0660
S2 1.0617 1.0617 1.0761
S3 1.0465 1.0551 1.0747
S4 1.0313 1.0399 1.0705
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.2036 1.1836 1.1018
R3 1.1609 1.1409 1.0900
R2 1.1182 1.1182 1.0861
R1 1.0982 1.0982 1.0822 1.1082
PP 1.0755 1.0755 1.0755 1.0805
S1 1.0555 1.0555 1.0744 1.0655
S2 1.0328 1.0328 1.0705
S3 0.9901 1.0128 1.0666
S4 0.9474 0.9701 1.0548
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0954 1.0683 0.0271 2.5% 0.0148 1.4% 39% False True 4,554
10 1.0954 1.0414 0.0540 5.0% 0.0137 1.3% 69% False False 2,870
20 1.0954 1.0249 0.0705 6.5% 0.0156 1.4% 77% False False 1,538
40 1.1055 0.9850 0.1205 11.2% 0.0173 1.6% 78% False False 830
60 1.1055 0.9394 0.1661 15.4% 0.0146 1.4% 84% False False 570
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 0.0029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1481
2.618 1.1233
1.618 1.1081
1.000 1.0987
0.618 1.0929
HIGH 1.0835
0.618 1.0777
0.500 1.0759
0.382 1.0741
LOW 1.0683
0.618 1.0589
1.000 1.0531
1.618 1.0437
2.618 1.0285
4.250 1.0037
Fisher Pivots for day following 08-Dec-2008
Pivot 1 day 3 day
R1 1.0779 1.0819
PP 1.0769 1.0809
S1 1.0759 1.0799

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

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