CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 07-Apr-2008
Day Change Summary
Previous Current
04-Apr-2008 07-Apr-2008 Change Change % Previous Week
Open 0.9946 0.9842 -0.0104 -1.0% 1.0141
High 0.9946 0.9889 -0.0057 -0.6% 1.0141
Low 0.9946 0.9842 -0.0104 -1.0% 0.9888
Close 0.9946 0.9878 -0.0068 -0.7% 0.9946
Range 0.0000 0.0047 0.0047 0.0253
ATR 0.0080 0.0082 0.0002 2.1% 0.0000
Volume
Daily Pivots for day following 07-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.0011 0.9991 0.9904
R3 0.9964 0.9944 0.9891
R2 0.9917 0.9917 0.9887
R1 0.9897 0.9897 0.9882 0.9907
PP 0.9870 0.9870 0.9870 0.9875
S1 0.9850 0.9850 0.9874 0.9860
S2 0.9823 0.9823 0.9869
S3 0.9776 0.9803 0.9865
S4 0.9729 0.9756 0.9852
Weekly Pivots for week ending 04-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.0751 1.0601 1.0085
R3 1.0498 1.0348 1.0016
R2 1.0245 1.0245 0.9992
R1 1.0095 1.0095 0.9969 1.0044
PP 0.9992 0.9992 0.9992 0.9966
S1 0.9842 0.9842 0.9923 0.9791
S2 0.9739 0.9739 0.9900
S3 0.9486 0.9589 0.9876
S4 0.9233 0.9336 0.9807
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9946 0.9842 0.0104 1.1% 0.0009 0.1% 35% False True
10 1.0171 0.9842 0.0329 3.3% 0.0005 0.0% 11% False True 50
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 0.0000
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.0089
2.618 1.0012
1.618 0.9965
1.000 0.9936
0.618 0.9918
HIGH 0.9889
0.618 0.9871
0.500 0.9866
0.382 0.9860
LOW 0.9842
0.618 0.9813
1.000 0.9795
1.618 0.9766
2.618 0.9719
4.250 0.9642
Fisher Pivots for day following 07-Apr-2008
Pivot 1 day 3 day
R1 0.9874 0.9894
PP 0.9870 0.9889
S1 0.9866 0.9883

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

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