CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 03-Jul-2008
Day Change Summary
Previous Current
02-Jul-2008 03-Jul-2008 Change Change % Previous Week
Open 0.9530 0.9514 -0.0016 -0.2% 0.9376
High 0.9590 0.9514 -0.0076 -0.8% 0.9538
Low 0.9525 0.9464 -0.0061 -0.6% 0.9315
Close 0.9528 0.9461 -0.0067 -0.7% 0.9503
Range 0.0065 0.0050 -0.0015 -23.1% 0.0223
ATR 0.0060 0.0060 0.0000 0.5% 0.0000
Volume 359 107 -252 -70.2% 214
Daily Pivots for day following 03-Jul-2008
Classic Woodie Camarilla DeMark
R4 0.9630 0.9595 0.9489
R3 0.9580 0.9545 0.9475
R2 0.9530 0.9530 0.9470
R1 0.9495 0.9495 0.9466 0.9488
PP 0.9480 0.9480 0.9480 0.9476
S1 0.9445 0.9445 0.9456 0.9438
S2 0.9430 0.9430 0.9452
S3 0.9380 0.9395 0.9447
S4 0.9330 0.9345 0.9434
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 1.0121 1.0035 0.9626
R3 0.9898 0.9812 0.9564
R2 0.9675 0.9675 0.9544
R1 0.9589 0.9589 0.9523 0.9632
PP 0.9452 0.9452 0.9452 0.9474
S1 0.9366 0.9366 0.9483 0.9409
S2 0.9229 0.9229 0.9462
S3 0.9006 0.9143 0.9442
S4 0.8783 0.8920 0.9380
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9590 0.9448 0.0142 1.5% 0.0071 0.7% 9% False False 222
10 0.9590 0.9315 0.0275 2.9% 0.0052 0.5% 53% False False 134
20 0.9631 0.9313 0.0318 3.4% 0.0044 0.5% 47% False False 1,084
40 0.9812 0.9313 0.0499 5.3% 0.0025 0.3% 30% False False 563
60 1.0025 0.9313 0.0712 7.5% 0.0016 0.2% 21% False False 376
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 0.0002
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9727
2.618 0.9645
1.618 0.9595
1.000 0.9564
0.618 0.9545
HIGH 0.9514
0.618 0.9495
0.500 0.9489
0.382 0.9483
LOW 0.9464
0.618 0.9433
1.000 0.9414
1.618 0.9383
2.618 0.9333
4.250 0.9252
Fisher Pivots for day following 03-Jul-2008
Pivot 1 day 3 day
R1 0.9489 0.9527
PP 0.9480 0.9505
S1 0.9470 0.9483

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

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