CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 25-Jun-2008
Day Change Summary
Previous Current
24-Jun-2008 25-Jun-2008 Change Change % Previous Week
Open 0.9395 0.9320 -0.0075 -0.8% 0.9333
High 0.9395 0.9365 -0.0030 -0.3% 0.9420
Low 0.9388 0.9315 -0.0073 -0.8% 0.9313
Close 0.9365 0.9364 -0.0001 0.0% 0.9431
Range 0.0007 0.0050 0.0043 614.3% 0.0107
ATR 0.0050 0.0050 0.0000 0.0% 0.0000
Volume 35 18 -17 -48.6% 186
Daily Pivots for day following 25-Jun-2008
Classic Woodie Camarilla DeMark
R4 0.9498 0.9481 0.9392
R3 0.9448 0.9431 0.9378
R2 0.9398 0.9398 0.9373
R1 0.9381 0.9381 0.9369 0.9390
PP 0.9348 0.9348 0.9348 0.9352
S1 0.9331 0.9331 0.9359 0.9340
S2 0.9298 0.9298 0.9355
S3 0.9248 0.9281 0.9350
S4 0.9198 0.9231 0.9337
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 0.9709 0.9677 0.9490
R3 0.9602 0.9570 0.9460
R2 0.9495 0.9495 0.9451
R1 0.9463 0.9463 0.9441 0.9479
PP 0.9388 0.9388 0.9388 0.9396
S1 0.9356 0.9356 0.9421 0.9372
S2 0.9281 0.9281 0.9411
S3 0.9174 0.9249 0.9402
S4 0.9067 0.9142 0.9372
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9420 0.9315 0.0105 1.1% 0.0035 0.4% 47% False True 43
10 0.9454 0.9313 0.0141 1.5% 0.0034 0.4% 36% False False 34
20 0.9678 0.9313 0.0365 3.9% 0.0025 0.3% 14% False False 1,064
40 0.9812 0.9313 0.0499 5.3% 0.0015 0.2% 10% False False 535
60 1.0025 0.9313 0.0712 7.6% 0.0011 0.1% 7% False False 357
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 True
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.9578
2.618 0.9496
1.618 0.9446
1.000 0.9415
0.618 0.9396
HIGH 0.9365
0.618 0.9346
0.500 0.9340
0.382 0.9334
LOW 0.9315
0.618 0.9284
1.000 0.9265
1.618 0.9234
2.618 0.9184
4.250 0.9103
Fisher Pivots for day following 25-Jun-2008
Pivot 1 day 3 day
R1 0.9356 0.9368
PP 0.9348 0.9366
S1 0.9340 0.9365

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

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