CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 31-Oct-2008
Day Change Summary
Previous Current
30-Oct-2008 31-Oct-2008 Change Change % Previous Week
Open 1.0293 1.0167 -0.0126 -1.2% 1.0710
High 1.0310 1.0396 0.0086 0.8% 1.0920
Low 1.0105 1.0100 -0.0005 0.0% 1.0060
Close 1.0174 1.0140 -0.0034 -0.3% 1.0140
Range 0.0205 0.0296 0.0091 44.4% 0.0860
ATR 0.0289 0.0289 0.0001 0.2% 0.0000
Volume 123,204 104,454 -18,750 -15.2% 684,647
Daily Pivots for day following 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.1100 1.0916 1.0303
R3 1.0804 1.0620 1.0221
R2 1.0508 1.0508 1.0194
R1 1.0324 1.0324 1.0167 1.0268
PP 1.0212 1.0212 1.0212 1.0184
S1 1.0028 1.0028 1.0113 0.9972
S2 0.9916 0.9916 1.0086
S3 0.9620 0.9732 1.0059
S4 0.9324 0.9436 0.9977
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 1.2953 1.2407 1.0613
R3 1.2093 1.1547 1.0377
R2 1.1233 1.1233 1.0298
R1 1.0687 1.0687 1.0219 1.0530
PP 1.0373 1.0373 1.0373 1.0295
S1 0.9827 0.9827 1.0061 0.9670
S2 0.9513 0.9513 0.9982
S3 0.8653 0.8967 0.9904
S4 0.7793 0.8107 0.9667
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0920 1.0060 0.0860 8.5% 0.0370 3.6% 9% False False 136,929
10 1.1033 0.9800 0.1233 12.2% 0.0357 3.5% 28% False False 132,746
20 1.1033 0.9571 0.1462 14.4% 0.0309 3.0% 39% False False 138,836
40 1.1033 0.9219 0.1814 17.9% 0.0239 2.4% 51% False False 121,973
60 1.1033 0.9069 0.1964 19.4% 0.0188 1.8% 55% False False 81,523
80 1.1033 0.9069 0.1964 19.4% 0.0156 1.5% 55% False False 61,179
100 1.1033 0.9069 0.1964 19.4% 0.0133 1.3% 55% False False 48,961
120 1.1033 0.9069 0.1964 19.4% 0.0113 1.1% 55% False False 40,976
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1654
2.618 1.1171
1.618 1.0875
1.000 1.0692
0.618 1.0579
HIGH 1.0396
0.618 1.0283
0.500 1.0248
0.382 1.0213
LOW 1.0100
0.618 0.9917
1.000 0.9804
1.618 0.9621
2.618 0.9325
4.250 0.8842
Fisher Pivots for day following 31-Oct-2008
Pivot 1 day 3 day
R1 1.0248 1.0248
PP 1.0212 1.0212
S1 1.0176 1.0176

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

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