CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 03-Oct-2008
Day Change Summary
Previous Current
02-Oct-2008 03-Oct-2008 Change Change % Previous Week
Open 0.9527 0.9565 0.0038 0.4% 0.9522
High 0.9589 0.9645 0.0056 0.6% 0.9740
Low 0.9484 0.9484 0.0000 0.0% 0.9420
Close 0.9578 0.9563 -0.0015 -0.2% 0.9563
Range 0.0105 0.0161 0.0056 53.3% 0.0320
ATR 0.0154 0.0154 0.0001 0.3% 0.0000
Volume 86,036 93,585 7,549 8.8% 563,970
Daily Pivots for day following 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.0047 0.9966 0.9652
R3 0.9886 0.9805 0.9607
R2 0.9725 0.9725 0.9593
R1 0.9644 0.9644 0.9578 0.9604
PP 0.9564 0.9564 0.9564 0.9544
S1 0.9483 0.9483 0.9548 0.9443
S2 0.9403 0.9403 0.9533
S3 0.9242 0.9322 0.9519
S4 0.9081 0.9161 0.9474
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.0534 1.0369 0.9739
R3 1.0214 1.0049 0.9651
R2 0.9894 0.9894 0.9622
R1 0.9729 0.9729 0.9592 0.9812
PP 0.9574 0.9574 0.9574 0.9616
S1 0.9409 0.9409 0.9534 0.9492
S2 0.9254 0.9254 0.9504
S3 0.8934 0.9089 0.9475
S4 0.8614 0.8769 0.9387
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9740 0.9420 0.0320 3.3% 0.0177 1.8% 45% False False 112,794
10 0.9740 0.9399 0.0341 3.6% 0.0153 1.6% 48% False False 103,509
20 0.9740 0.9219 0.0521 5.4% 0.0170 1.8% 66% False False 105,109
40 0.9740 0.9069 0.0671 7.0% 0.0127 1.3% 74% False False 52,866
60 0.9740 0.9069 0.0671 7.0% 0.0105 1.1% 74% False False 35,293
80 0.9740 0.9069 0.0671 7.0% 0.0089 0.9% 74% False False 26,492
100 0.9803 0.9069 0.0734 7.7% 0.0073 0.8% 67% False False 21,403
120 0.9886 0.9069 0.0817 8.5% 0.0061 0.6% 60% False False 17,837
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0048
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0329
2.618 1.0066
1.618 0.9905
1.000 0.9806
0.618 0.9744
HIGH 0.9645
0.618 0.9583
0.500 0.9565
0.382 0.9546
LOW 0.9484
0.618 0.9385
1.000 0.9323
1.618 0.9224
2.618 0.9063
4.250 0.8800
Fisher Pivots for day following 03-Oct-2008
Pivot 1 day 3 day
R1 0.9565 0.9565
PP 0.9564 0.9564
S1 0.9564 0.9564

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

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