CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 07-Jul-2008
Day Change Summary
Previous Current
04-Jul-2008 07-Jul-2008 Change Change % Previous Week
Open 0.9447 0.9448 0.0001 0.0% 0.9487
High 0.9447 0.9448 0.0001 0.0% 0.9590
Low 0.9447 0.9448 0.0001 0.0% 0.9447
Close 0.9461 0.9438 -0.0023 -0.2% 0.9461
Range
ATR 0.0057 0.0054 -0.0003 -5.5% 0.0000
Volume 96 96 0 0.0% 1,117
Daily Pivots for day following 07-Jul-2008
Classic Woodie Camarilla DeMark
R4 0.9445 0.9441 0.9438
R3 0.9445 0.9441 0.9438
R2 0.9445 0.9445 0.9438
R1 0.9441 0.9441 0.9438 0.9443
PP 0.9445 0.9445 0.9445 0.9446
S1 0.9441 0.9441 0.9438 0.9443
S2 0.9445 0.9445 0.9438
S3 0.9445 0.9441 0.9438
S4 0.9445 0.9441 0.9438
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% 0.0036 0.4% -6% False False 168
10 0.9590 0.9315 0.0275 2.9% 0.0043 0.5% 45% False False 138
20 0.9590 0.9313 0.0277 2.9% 0.0038 0.4% 45% False False 1,090
40 0.9803 0.9313 0.0490 5.2% 0.0025 0.3% 26% False False 568
60 0.9952 0.9313 0.0639 6.8% 0.0016 0.2% 20% False False 379
80 1.0401 0.9313 0.1088 11.5% 0.0013 0.1% 11% False False 290
Crabel Price Patterns
NR False
NR4 False
NR5 False
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
Fibonacci Retracements and Extensions
4.250 0.9448
2.618 0.9448
1.618 0.9448
1.000 0.9448
0.618 0.9448
HIGH 0.9448
0.618 0.9448
0.500 0.9448
0.382 0.9448
LOW 0.9448
0.618 0.9448
1.000 0.9448
1.618 0.9448
2.618 0.9448
4.250 0.9448
Fisher Pivots for day following 07-Jul-2008
Pivot 1 day 3 day
R1 0.9448 0.9481
PP 0.9445 0.9466
S1 0.9441 0.9452

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

View Archives - Comment on this page... - Back to Index of Symbols