CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 01-Oct-2008
Day Change Summary
Previous Current
30-Sep-2008 01-Oct-2008 Change Change % Previous Week
Open 0.9681 0.9533 -0.0148 -1.5% 0.9415
High 0.9740 0.9578 -0.0162 -1.7% 0.9599
Low 0.9487 0.9485 -0.0002 0.0% 0.9399
Close 0.9498 0.9531 0.0033 0.3% 0.9503
Range 0.0253 0.0093 -0.0160 -63.2% 0.0200
ATR 0.0163 0.0158 -0.0005 -3.1% 0.0000
Volume 147,645 126,493 -21,152 -14.3% 471,122
Daily Pivots for day following 01-Oct-2008
Classic Woodie Camarilla DeMark
R4 0.9810 0.9764 0.9582
R3 0.9717 0.9671 0.9557
R2 0.9624 0.9624 0.9548
R1 0.9578 0.9578 0.9540 0.9555
PP 0.9531 0.9531 0.9531 0.9520
S1 0.9485 0.9485 0.9522 0.9462
S2 0.9438 0.9438 0.9514
S3 0.9345 0.9392 0.9505
S4 0.9252 0.9299 0.9480
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.0100 1.0002 0.9613
R3 0.9900 0.9802 0.9558
R2 0.9700 0.9700 0.9540
R1 0.9602 0.9602 0.9521 0.9651
PP 0.9500 0.9500 0.9500 0.9525
S1 0.9402 0.9402 0.9485 0.9451
S2 0.9300 0.9300 0.9466
S3 0.9100 0.9202 0.9448
S4 0.8900 0.9002 0.9393
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9740 0.9419 0.0321 3.4% 0.0181 1.9% 35% False False 110,898
10 0.9740 0.9322 0.0418 4.4% 0.0172 1.8% 50% False False 118,215
20 0.9740 0.9219 0.0521 5.5% 0.0167 1.8% 60% False False 96,424
40 0.9740 0.9069 0.0671 7.0% 0.0125 1.3% 69% False False 48,377
60 0.9740 0.9069 0.0671 7.0% 0.0102 1.1% 69% False False 32,302
80 0.9740 0.9069 0.0671 7.0% 0.0086 0.9% 69% False False 24,499
100 0.9803 0.9069 0.0734 7.7% 0.0071 0.7% 63% False False 19,608
120 0.9952 0.9069 0.0883 9.3% 0.0059 0.6% 52% False False 16,340
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 0.0043
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9973
2.618 0.9821
1.618 0.9728
1.000 0.9671
0.618 0.9635
HIGH 0.9578
0.618 0.9542
0.500 0.9532
0.382 0.9521
LOW 0.9485
0.618 0.9428
1.000 0.9392
1.618 0.9335
2.618 0.9242
4.250 0.9090
Fisher Pivots for day following 01-Oct-2008
Pivot 1 day 3 day
R1 0.9532 0.9580
PP 0.9531 0.9564
S1 0.9531 0.9547

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

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