CME Japanese Yen Future March 2009


Trading Metrics calculated at close of trading on 18-Dec-2008
Day Change Summary
Previous Current
17-Dec-2008 18-Dec-2008 Change Change % Previous Week
Open 1.1244 1.1467 0.0223 2.0% 1.0810
High 1.1492 1.1471 -0.0021 -0.2% 1.1373
Low 1.1221 1.1116 -0.0105 -0.9% 1.0683
Close 1.1379 1.1197 -0.0182 -1.6% 1.1004
Range 0.0271 0.0355 0.0084 31.0% 0.0690
ATR 0.0196 0.0207 0.0011 5.8% 0.0000
Volume 64,376 77,377 13,001 20.2% 171,058
Daily Pivots for day following 18-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.2326 1.2117 1.1392
R3 1.1971 1.1762 1.1295
R2 1.1616 1.1616 1.1262
R1 1.1407 1.1407 1.1230 1.1334
PP 1.1261 1.1261 1.1261 1.1225
S1 1.1052 1.1052 1.1164 1.0979
S2 1.0906 1.0906 1.1132
S3 1.0551 1.0697 1.1099
S4 1.0196 1.0342 1.1002
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 1.1492 1.0909 0.0583 5.2% 0.0299 2.7% 49% False False 74,952
10 1.1492 1.0683 0.0809 7.2% 0.0231 2.1% 64% False False 47,615
20 1.1492 1.0375 0.1117 10.0% 0.0187 1.7% 74% False False 24,817
40 1.1492 1.0001 0.1491 13.3% 0.0198 1.8% 80% False False 12,482
60 1.1492 0.9567 0.1925 17.2% 0.0171 1.5% 85% False False 8,342
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0028
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2980
2.618 1.2400
1.618 1.2045
1.000 1.1826
0.618 1.1690
HIGH 1.1471
0.618 1.1335
0.500 1.1294
0.382 1.1252
LOW 1.1116
0.618 1.0897
1.000 1.0761
1.618 1.0542
2.618 1.0187
4.250 0.9607
Fisher Pivots for day following 18-Dec-2008
Pivot 1 day 3 day
R1 1.1294 1.1266
PP 1.1261 1.1243
S1 1.1229 1.1220

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

View Archives - Comment on this page... - Back to Index of Symbols