CME Japanese Yen Future March 2009


Trading Metrics calculated at close of trading on 15-Dec-2008
Day Change Summary
Previous Current
12-Dec-2008 15-Dec-2008 Change Change % Previous Week
Open 1.0962 1.0965 0.0003 0.0% 1.0810
High 1.1373 1.1106 -0.0267 -2.3% 1.1373
Low 1.0909 1.0958 0.0049 0.4% 1.0683
Close 1.1004 1.1060 0.0056 0.5% 1.1004
Range 0.0464 0.0148 -0.0316 -68.1% 0.0690
ATR 0.0187 0.0184 -0.0003 -1.5% 0.0000
Volume 73,151 104,703 31,552 43.1% 171,058
Daily Pivots for day following 15-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.1485 1.1421 1.1141
R3 1.1337 1.1273 1.1101
R2 1.1189 1.1189 1.1087
R1 1.1125 1.1125 1.1074 1.1157
PP 1.1041 1.1041 1.1041 1.1058
S1 1.0977 1.0977 1.1046 1.1009
S2 1.0893 1.0893 1.1033
S3 1.0745 1.0829 1.1019
S4 1.0597 1.0681 1.0979
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.3090 1.2737 1.1384
R3 1.2400 1.2047 1.1194
R2 1.1710 1.1710 1.1131
R1 1.1357 1.1357 1.1067 1.1534
PP 1.1020 1.1020 1.1020 1.1108
S1 1.0667 1.0667 1.0941 1.0844
S2 1.0330 1.0330 1.0878
S3 0.9640 0.9977 1.0814
S4 0.8950 0.9287 1.0625
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1373 1.0777 0.0596 5.4% 0.0212 1.9% 47% False False 53,961
10 1.1373 1.0683 0.0690 6.2% 0.0180 1.6% 55% False False 29,257
20 1.1373 1.0333 0.1040 9.4% 0.0168 1.5% 70% False False 14,996
40 1.1373 0.9910 0.1463 13.2% 0.0190 1.7% 79% False False 7,571
60 1.1373 0.9535 0.1838 16.6% 0.0159 1.4% 83% False False 5,065
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0035
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1735
2.618 1.1493
1.618 1.1345
1.000 1.1254
0.618 1.1197
HIGH 1.1106
0.618 1.1049
0.500 1.1032
0.382 1.1015
LOW 1.0958
0.618 1.0867
1.000 1.0810
1.618 1.0719
2.618 1.0571
4.250 1.0329
Fisher Pivots for day following 15-Dec-2008
Pivot 1 day 3 day
R1 1.1051 1.1085
PP 1.1041 1.1077
S1 1.1032 1.1068

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

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