CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 19-Jun-2008
Day Change Summary
Previous Current
18-Jun-2008 19-Jun-2008 Change Change % Previous Week
Open 0.9356 0.9377 0.0021 0.2% 0.9623
High 0.9380 0.9405 0.0025 0.3% 0.9631
Low 0.9342 0.9375 0.0033 0.4% 0.9358
Close 0.9372 0.9360 -0.0012 -0.1% 0.9349
Range 0.0038 0.0030 -0.0008 -21.1% 0.0273
ATR 0.0053 0.0052 -0.0001 -2.7% 0.0000
Volume 27 13 -14 -51.9% 20,252
Daily Pivots for day following 19-Jun-2008
Classic Woodie Camarilla DeMark
R4 0.9470 0.9445 0.9377
R3 0.9440 0.9415 0.9368
R2 0.9410 0.9410 0.9366
R1 0.9385 0.9385 0.9363 0.9383
PP 0.9380 0.9380 0.9380 0.9379
S1 0.9355 0.9355 0.9357 0.9353
S2 0.9350 0.9350 0.9355
S3 0.9320 0.9325 0.9352
S4 0.9290 0.9295 0.9344
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 0.9405 0.9313 0.0092 1.0% 0.0040 0.4% 51% True False 27
10 0.9631 0.9313 0.0318 3.4% 0.0036 0.4% 15% False False 2,034
20 0.9803 0.9313 0.0490 5.2% 0.0018 0.2% 10% False False 1,053
40 0.9812 0.9313 0.0499 5.3% 0.0012 0.1% 9% False False 530
60 1.0169 0.9313 0.0856 9.1% 0.0009 0.1% 5% False False 353
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9533
2.618 0.9484
1.618 0.9454
1.000 0.9435
0.618 0.9424
HIGH 0.9405
0.618 0.9394
0.500 0.9390
0.382 0.9386
LOW 0.9375
0.618 0.9356
1.000 0.9345
1.618 0.9326
2.618 0.9296
4.250 0.9248
Fisher Pivots for day following 19-Jun-2008
Pivot 1 day 3 day
R1 0.9390 0.9374
PP 0.9380 0.9369
S1 0.9370 0.9365

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

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