CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 05-Sep-2008
Day Change Summary
Previous Current
04-Sep-2008 05-Sep-2008 Change Change % Previous Week
Open 0.9290 0.9432 0.0142 1.5% 0.9250
High 0.9400 0.9528 0.0128 1.4% 0.9528
Low 0.9266 0.9338 0.0072 0.8% 0.9214
Close 0.9398 0.9386 -0.0012 -0.1% 0.9386
Range 0.0134 0.0190 0.0056 41.8% 0.0314
ATR 0.0087 0.0094 0.0007 8.5% 0.0000
Volume 3,098 7,175 4,077 131.6% 13,986
Daily Pivots for day following 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 0.9987 0.9877 0.9491
R3 0.9797 0.9687 0.9438
R2 0.9607 0.9607 0.9421
R1 0.9497 0.9497 0.9403 0.9457
PP 0.9417 0.9417 0.9417 0.9398
S1 0.9307 0.9307 0.9369 0.9267
S2 0.9227 0.9227 0.9351
S3 0.9037 0.9117 0.9334
S4 0.8847 0.8927 0.9282
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.0318 1.0166 0.9559
R3 1.0004 0.9852 0.9472
R2 0.9690 0.9690 0.9444
R1 0.9538 0.9538 0.9415 0.9614
PP 0.9376 0.9376 0.9376 0.9414
S1 0.9224 0.9224 0.9357 0.9300
S2 0.9062 0.9062 0.9328
S3 0.8748 0.8910 0.9300
S4 0.8434 0.8596 0.9213
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9528 0.9191 0.0337 3.6% 0.0125 1.3% 58% True False 3,041
10 0.9528 0.9069 0.0459 4.9% 0.0116 1.2% 69% True False 1,740
20 0.9528 0.9069 0.0459 4.9% 0.0092 1.0% 69% True False 978
40 0.9715 0.9069 0.0646 6.9% 0.0076 0.8% 49% False False 564
60 0.9715 0.9069 0.0646 6.9% 0.0065 0.7% 49% False False 406
80 0.9803 0.9069 0.0734 7.8% 0.0052 0.6% 43% False False 567
100 0.9849 0.9069 0.0780 8.3% 0.0041 0.4% 41% False False 454
120 1.0252 0.9069 0.1183 12.6% 0.0035 0.4% 27% False False 383
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0031
Widest range in 124 trading days
Fibonacci Retracements and Extensions
4.250 1.0336
2.618 1.0025
1.618 0.9835
1.000 0.9718
0.618 0.9645
HIGH 0.9528
0.618 0.9455
0.500 0.9433
0.382 0.9411
LOW 0.9338
0.618 0.9221
1.000 0.9148
1.618 0.9031
2.618 0.8841
4.250 0.8531
Fisher Pivots for day following 05-Sep-2008
Pivot 1 day 3 day
R1 0.9433 0.9383
PP 0.9417 0.9380
S1 0.9402 0.9377

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

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