CME Japanese Yen Future March 2009


Trading Metrics calculated at close of trading on 22-Dec-2008
Day Change Summary
Previous Current
19-Dec-2008 22-Dec-2008 Change Change % Previous Week
Open 1.1171 1.1239 0.0068 0.6% 1.0965
High 1.1328 1.1240 -0.0088 -0.8% 1.1492
Low 1.1142 1.1071 -0.0071 -0.6% 1.0958
Close 1.1198 1.1125 -0.0073 -0.7% 1.1198
Range 0.0186 0.0169 -0.0017 -9.1% 0.0534
ATR 0.0206 0.0203 -0.0003 -1.3% 0.0000
Volume 79,988 50,004 -29,984 -37.5% 381,597
Daily Pivots for day following 22-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.1652 1.1558 1.1218
R3 1.1483 1.1389 1.1171
R2 1.1314 1.1314 1.1156
R1 1.1220 1.1220 1.1140 1.1183
PP 1.1145 1.1145 1.1145 1.1127
S1 1.1051 1.1051 1.1110 1.1014
S2 1.0976 1.0976 1.1094
S3 1.0807 1.0882 1.1079
S4 1.0638 1.0713 1.1032
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 1.2818 1.2542 1.1492
R3 1.2284 1.2008 1.1345
R2 1.1750 1.1750 1.1296
R1 1.1474 1.1474 1.1247 1.1612
PP 1.1216 1.1216 1.1216 1.1285
S1 1.0940 1.0940 1.1149 1.1078
S2 1.0682 1.0682 1.1100
S3 1.0148 1.0406 1.1051
S4 0.9614 0.9872 1.0904
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1492 1.1039 0.0453 4.1% 0.0248 2.2% 19% False False 65,379
10 1.1492 1.0777 0.0715 6.4% 0.0230 2.1% 49% False False 59,670
20 1.1492 1.0414 0.1078 9.7% 0.0183 1.6% 66% False False 31,270
40 1.1492 1.0001 0.1491 13.4% 0.0185 1.7% 75% False False 15,707
60 1.1492 0.9567 0.1925 17.3% 0.0176 1.6% 81% False False 10,507
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0019
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1958
2.618 1.1682
1.618 1.1513
1.000 1.1409
0.618 1.1344
HIGH 1.1240
0.618 1.1175
0.500 1.1156
0.382 1.1136
LOW 1.1071
0.618 1.0967
1.000 1.0902
1.618 1.0798
2.618 1.0629
4.250 1.0353
Fisher Pivots for day following 22-Dec-2008
Pivot 1 day 3 day
R1 1.1156 1.1271
PP 1.1145 1.1222
S1 1.1135 1.1174

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

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