CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 04-Jul-2008
Day Change Summary
Previous Current
03-Jul-2008 04-Jul-2008 Change Change % Previous Week
Open 0.9514 0.9447 -0.0067 -0.7% 0.9487
High 0.9514 0.9447 -0.0067 -0.7% 0.9590
Low 0.9464 0.9447 -0.0017 -0.2% 0.9447
Close 0.9461 0.9461 0.0000 0.0% 0.9461
Range 0.0050 0.0000 -0.0050 -100.0% 0.0143
ATR 0.0060 0.0057 -0.0003 -5.5% 0.0000
Volume 107 96 -11 -10.3% 1,117
Daily Pivots for day following 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 0.9452 0.9456 0.9461
R3 0.9452 0.9456 0.9461
R2 0.9452 0.9452 0.9461
R1 0.9456 0.9456 0.9461 0.9454
PP 0.9452 0.9452 0.9452 0.9451
S1 0.9456 0.9456 0.9461 0.9454
S2 0.9452 0.9452 0.9461
S3 0.9452 0.9456 0.9461
S4 0.9452 0.9456 0.9461
Weekly Pivots for week ending 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 0.9928 0.9838 0.9540
R3 0.9785 0.9695 0.9500
R2 0.9642 0.9642 0.9487
R1 0.9552 0.9552 0.9474 0.9526
PP 0.9499 0.9499 0.9499 0.9486
S1 0.9409 0.9409 0.9448 0.9383
S2 0.9356 0.9356 0.9435
S3 0.9213 0.9266 0.9422
S4 0.9070 0.9123 0.9382
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9590 0.9447 0.0143 1.5% 0.0053 0.6% 10% False True 223
10 0.9590 0.9315 0.0275 2.9% 0.0048 0.5% 53% False False 133
20 0.9631 0.9313 0.0318 3.4% 0.0043 0.5% 47% False False 1,088
40 0.9803 0.9313 0.0490 5.2% 0.0025 0.3% 30% False False 566
60 1.0014 0.9313 0.0701 7.4% 0.0016 0.2% 21% False False 377
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 16 trading days
Fibonacci Retracements and Extensions
4.250 0.9447
2.618 0.9447
1.618 0.9447
1.000 0.9447
0.618 0.9447
HIGH 0.9447
0.618 0.9447
0.500 0.9447
0.382 0.9447
LOW 0.9447
0.618 0.9447
1.000 0.9447
1.618 0.9447
2.618 0.9447
4.250 0.9447
Fisher Pivots for day following 04-Jul-2008
Pivot 1 day 3 day
R1 0.9456 0.9519
PP 0.9452 0.9499
S1 0.9447 0.9480

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

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