CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 16-Jun-2008
Day Change Summary
Previous Current
13-Jun-2008 16-Jun-2008 Change Change % Previous Week
Open 0.9369 0.9333 -0.0036 -0.4% 0.9623
High 0.9393 0.9360 -0.0033 -0.4% 0.9631
Low 0.9358 0.9313 -0.0045 -0.5% 0.9358
Close 0.9349 0.9354 0.0005 0.1% 0.9349
Range 0.0035 0.0047 0.0012 34.3% 0.0273
ATR 0.0055 0.0055 -0.0001 -1.1% 0.0000
Volume 58 18 -40 -69.0% 20,252
Daily Pivots for day following 16-Jun-2008
Classic Woodie Camarilla DeMark
R4 0.9483 0.9466 0.9380
R3 0.9436 0.9419 0.9367
R2 0.9389 0.9389 0.9363
R1 0.9372 0.9372 0.9358 0.9381
PP 0.9342 0.9342 0.9342 0.9347
S1 0.9325 0.9325 0.9350 0.9334
S2 0.9295 0.9295 0.9345
S3 0.9248 0.9278 0.9341
S4 0.9201 0.9231 0.9328
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 1.0265 1.0080 0.9499
R3 0.9992 0.9807 0.9424
R2 0.9719 0.9719 0.9399
R1 0.9534 0.9534 0.9374 0.9490
PP 0.9446 0.9446 0.9446 0.9424
S1 0.9261 0.9261 0.9324 0.9217
S2 0.9173 0.9173 0.9299
S3 0.8900 0.8988 0.9274
S4 0.8627 0.8715 0.9199
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9463 0.9313 0.0150 1.6% 0.0023 0.3% 27% False True 4,041
10 0.9631 0.9313 0.0318 3.4% 0.0024 0.3% 13% False True 2,049
20 0.9803 0.9313 0.0490 5.2% 0.0015 0.2% 8% False True 1,051
40 0.9849 0.9313 0.0536 5.7% 0.0009 0.1% 8% False True 528
60 1.0171 0.9313 0.0858 9.2% 0.0007 0.1% 5% False True 361
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9560
2.618 0.9483
1.618 0.9436
1.000 0.9407
0.618 0.9389
HIGH 0.9360
0.618 0.9342
0.500 0.9337
0.382 0.9331
LOW 0.9313
0.618 0.9284
1.000 0.9266
1.618 0.9237
2.618 0.9190
4.250 0.9113
Fisher Pivots for day following 16-Jun-2008
Pivot 1 day 3 day
R1 0.9348 0.9384
PP 0.9342 0.9374
S1 0.9337 0.9364

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

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