CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 17-Jun-2008
Day Change Summary
Previous Current
16-Jun-2008 17-Jun-2008 Change Change % Previous Week
Open 0.9333 0.9370 0.0037 0.4% 0.9623
High 0.9360 0.9395 0.0035 0.4% 0.9631
Low 0.9313 0.9347 0.0034 0.4% 0.9358
Close 0.9354 0.9364 0.0010 0.1% 0.9349
Range 0.0047 0.0048 0.0001 2.1% 0.0273
ATR 0.0055 0.0054 0.0000 -0.9% 0.0000
Volume 18 22 4 22.2% 20,252
Daily Pivots for day following 17-Jun-2008
Classic Woodie Camarilla DeMark
R4 0.9513 0.9486 0.9390
R3 0.9465 0.9438 0.9377
R2 0.9417 0.9417 0.9373
R1 0.9390 0.9390 0.9368 0.9380
PP 0.9369 0.9369 0.9369 0.9363
S1 0.9342 0.9342 0.9360 0.9332
S2 0.9321 0.9321 0.9355
S3 0.9273 0.9294 0.9351
S4 0.9225 0.9246 0.9338
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 0.9454 0.9313 0.0141 1.5% 0.0026 0.3% 36% False False 4,044
10 0.9631 0.9313 0.0318 3.4% 0.0029 0.3% 16% False False 2,046
20 0.9803 0.9313 0.0490 5.2% 0.0014 0.2% 10% False False 1,052
40 0.9812 0.9313 0.0499 5.3% 0.0010 0.1% 10% False False 529
60 1.0171 0.9313 0.0858 9.2% 0.0007 0.1% 6% False False 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 0.0006
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9599
2.618 0.9521
1.618 0.9473
1.000 0.9443
0.618 0.9425
HIGH 0.9395
0.618 0.9377
0.500 0.9371
0.382 0.9365
LOW 0.9347
0.618 0.9317
1.000 0.9299
1.618 0.9269
2.618 0.9221
4.250 0.9143
Fisher Pivots for day following 17-Jun-2008
Pivot 1 day 3 day
R1 0.9371 0.9361
PP 0.9369 0.9357
S1 0.9366 0.9354

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

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