CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 11-Jun-2008
Day Change Summary
Previous Current
10-Jun-2008 11-Jun-2008 Change Change % Previous Week
Open 0.9463 0.9454 -0.0009 -0.1% 0.9678
High 0.9463 0.9454 -0.0009 -0.1% 0.9678
Low 0.9428 0.9454 0.0026 0.3% 0.9563
Close 0.9415 0.9454 0.0039 0.4% 0.9616
Range 0.0035 0.0000 -0.0035 -100.0% 0.0115
ATR 0.0063 0.0061 -0.0002 -2.7% 0.0000
Volume 7 20,123 20,116 287,371.4% 228
Daily Pivots for day following 11-Jun-2008
Classic Woodie Camarilla DeMark
R4 0.9454 0.9454 0.9454
R3 0.9454 0.9454 0.9454
R2 0.9454 0.9454 0.9454
R1 0.9454 0.9454 0.9454 0.9454
PP 0.9454 0.9454 0.9454 0.9454
S1 0.9454 0.9454 0.9454 0.9454
S2 0.9454 0.9454 0.9454
S3 0.9454 0.9454 0.9454
S4 0.9454 0.9454 0.9454
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 0.9964 0.9905 0.9679
R3 0.9849 0.9790 0.9648
R2 0.9734 0.9734 0.9637
R1 0.9675 0.9675 0.9627 0.9647
PP 0.9619 0.9619 0.9619 0.9605
S1 0.9560 0.9560 0.9605 0.9532
S2 0.9504 0.9504 0.9595
S3 0.9389 0.9445 0.9584
S4 0.9274 0.9330 0.9553
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9631 0.9428 0.0203 2.1% 0.0031 0.3% 13% False False 4,041
10 0.9678 0.9428 0.0250 2.6% 0.0016 0.2% 10% False False 2,094
20 0.9803 0.9428 0.0375 4.0% 0.0013 0.1% 7% False False 1,047
40 0.9886 0.9428 0.0458 4.8% 0.0007 0.1% 6% False False 527
60 1.0252 0.9428 0.0824 8.7% 0.0005 0.1% 3% False False 359
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9454
2.618 0.9454
1.618 0.9454
1.000 0.9454
0.618 0.9454
HIGH 0.9454
0.618 0.9454
0.500 0.9454
0.382 0.9454
LOW 0.9454
0.618 0.9454
1.000 0.9454
1.618 0.9454
2.618 0.9454
4.250 0.9454
Fisher Pivots for day following 11-Jun-2008
Pivot 1 day 3 day
R1 0.9454 0.9530
PP 0.9454 0.9504
S1 0.9454 0.9479

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

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