CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 08-Jul-2008
Day Change Summary
Previous Current
07-Jul-2008 08-Jul-2008 Change Change % Previous Week
Open 0.9448 0.9420 -0.0028 -0.3% 0.9487
High 0.9448 0.9420 -0.0028 -0.3% 0.9590
Low 0.9448 0.9390 -0.0058 -0.6% 0.9447
Close 0.9438 0.9392 -0.0046 -0.5% 0.9461
Range 0.0000 0.0030 0.0030 0.0143
ATR 0.0054 0.0053 0.0000 -0.7% 0.0000
Volume 96 4 -92 -95.8% 1,117
Daily Pivots for day following 08-Jul-2008
Classic Woodie Camarilla DeMark
R4 0.9491 0.9471 0.9409
R3 0.9461 0.9441 0.9400
R2 0.9431 0.9431 0.9398
R1 0.9411 0.9411 0.9395 0.9406
PP 0.9401 0.9401 0.9401 0.9398
S1 0.9381 0.9381 0.9389 0.9376
S2 0.9371 0.9371 0.9387
S3 0.9341 0.9351 0.9384
S4 0.9311 0.9321 0.9376
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 0.9390 0.0200 2.1% 0.0029 0.3% 1% False True 132
10 0.9590 0.9315 0.0275 2.9% 0.0046 0.5% 28% False False 135
20 0.9590 0.9313 0.0277 2.9% 0.0037 0.4% 29% False False 1,089
40 0.9803 0.9313 0.0490 5.2% 0.0025 0.3% 16% False False 568
60 0.9952 0.9313 0.0639 6.8% 0.0017 0.2% 12% False False 379
80 1.0401 0.9313 0.1088 11.6% 0.0013 0.1% 7% False False 290
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9548
2.618 0.9499
1.618 0.9469
1.000 0.9450
0.618 0.9439
HIGH 0.9420
0.618 0.9409
0.500 0.9405
0.382 0.9401
LOW 0.9390
0.618 0.9371
1.000 0.9360
1.618 0.9341
2.618 0.9311
4.250 0.9263
Fisher Pivots for day following 08-Jul-2008
Pivot 1 day 3 day
R1 0.9405 0.9419
PP 0.9401 0.9410
S1 0.9396 0.9401

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

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