CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 16-May-2008
Day Change Summary
Previous Current
15-May-2008 16-May-2008 Change Change % Previous Week
Open 0.9651 0.9685 0.0034 0.4% 0.9773
High 0.9651 0.9734 0.0083 0.9% 0.9773
Low 0.9651 0.9685 0.0034 0.4% 0.9605
Close 0.9651 0.9703 0.0052 0.5% 0.9703
Range 0.0000 0.0049 0.0049 0.0168
ATR 0.0060 0.0062 0.0002 2.7% 0.0000
Volume
Daily Pivots for day following 16-May-2008
Classic Woodie Camarilla DeMark
R4 0.9854 0.9828 0.9730
R3 0.9805 0.9779 0.9716
R2 0.9756 0.9756 0.9712
R1 0.9730 0.9730 0.9707 0.9743
PP 0.9707 0.9707 0.9707 0.9714
S1 0.9681 0.9681 0.9699 0.9694
S2 0.9658 0.9658 0.9694
S3 0.9609 0.9632 0.9690
S4 0.9560 0.9583 0.9676
Weekly Pivots for week ending 16-May-2008
Classic Woodie Camarilla DeMark
R4 1.0198 1.0118 0.9795
R3 1.0030 0.9950 0.9749
R2 0.9862 0.9862 0.9734
R1 0.9782 0.9782 0.9718 0.9738
PP 0.9694 0.9694 0.9694 0.9672
S1 0.9614 0.9614 0.9688 0.9570
S2 0.9526 0.9526 0.9672
S3 0.9358 0.9446 0.9657
S4 0.9190 0.9278 0.9611
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9773 0.9605 0.0168 1.7% 0.0010 0.1% 58% False False 22
10 0.9812 0.9598 0.0214 2.2% 0.0006 0.1% 49% False False 12
20 0.9849 0.9582 0.0267 2.8% 0.0003 0.0% 45% False False 6
40 1.0171 0.9582 0.0589 6.1% 0.0003 0.0% 21% False False 16
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 45 trading days
Fibonacci Retracements and Extensions
4.250 0.9942
2.618 0.9862
1.618 0.9813
1.000 0.9783
0.618 0.9764
HIGH 0.9734
0.618 0.9715
0.500 0.9710
0.382 0.9704
LOW 0.9685
0.618 0.9655
1.000 0.9636
1.618 0.9606
2.618 0.9557
4.250 0.9477
Fisher Pivots for day following 16-May-2008
Pivot 1 day 3 day
R1 0.9710 0.9692
PP 0.9707 0.9681
S1 0.9705 0.9670

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

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