CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 09-Jul-2008
Day Change Summary
Previous Current
08-Jul-2008 09-Jul-2008 Change Change % Previous Week
Open 0.9420 0.9388 -0.0032 -0.3% 0.9487
High 0.9420 0.9426 0.0006 0.1% 0.9590
Low 0.9390 0.9388 -0.0002 0.0% 0.9447
Close 0.9392 0.9449 0.0057 0.6% 0.9461
Range 0.0030 0.0038 0.0008 26.7% 0.0143
ATR 0.0053 0.0052 -0.0001 -2.0% 0.0000
Volume 4 156 152 3,800.0% 1,117
Daily Pivots for day following 09-Jul-2008
Classic Woodie Camarilla DeMark
R4 0.9535 0.9530 0.9470
R3 0.9497 0.9492 0.9459
R2 0.9459 0.9459 0.9456
R1 0.9454 0.9454 0.9452 0.9457
PP 0.9421 0.9421 0.9421 0.9422
S1 0.9416 0.9416 0.9446 0.9419
S2 0.9383 0.9383 0.9442
S3 0.9345 0.9378 0.9439
S4 0.9307 0.9340 0.9428
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 0.9514 0.9388 0.0126 1.3% 0.0024 0.2% 48% False True 91
10 0.9590 0.9388 0.0202 2.1% 0.0044 0.5% 30% False True 149
20 0.9590 0.9313 0.0277 2.9% 0.0039 0.4% 49% False False 91
40 0.9803 0.9313 0.0490 5.2% 0.0026 0.3% 28% False False 569
60 0.9886 0.9313 0.0573 6.1% 0.0018 0.2% 24% False False 381
80 1.0252 0.9313 0.0939 9.9% 0.0014 0.1% 14% False False 292
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9588
2.618 0.9525
1.618 0.9487
1.000 0.9464
0.618 0.9449
HIGH 0.9426
0.618 0.9411
0.500 0.9407
0.382 0.9403
LOW 0.9388
0.618 0.9365
1.000 0.9350
1.618 0.9327
2.618 0.9289
4.250 0.9227
Fisher Pivots for day following 09-Jul-2008
Pivot 1 day 3 day
R1 0.9435 0.9439
PP 0.9421 0.9428
S1 0.9407 0.9418

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

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