CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 10-Jul-2008
Day Change Summary
Previous Current
09-Jul-2008 10-Jul-2008 Change Change % Previous Week
Open 0.9388 0.9411 0.0023 0.2% 0.9487
High 0.9426 0.9429 0.0003 0.0% 0.9590
Low 0.9388 0.9388 0.0000 0.0% 0.9447
Close 0.9449 0.9430 -0.0019 -0.2% 0.9461
Range 0.0038 0.0041 0.0003 7.9% 0.0143
ATR 0.0052 0.0053 0.0001 1.2% 0.0000
Volume 156 4 -152 -97.4% 1,117
Daily Pivots for day following 10-Jul-2008
Classic Woodie Camarilla DeMark
R4 0.9539 0.9525 0.9453
R3 0.9498 0.9484 0.9441
R2 0.9457 0.9457 0.9438
R1 0.9443 0.9443 0.9434 0.9450
PP 0.9416 0.9416 0.9416 0.9419
S1 0.9402 0.9402 0.9426 0.9409
S2 0.9375 0.9375 0.9422
S3 0.9334 0.9361 0.9419
S4 0.9293 0.9320 0.9407
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 0.9448 0.9388 0.0060 0.6% 0.0022 0.2% 70% False True 71
10 0.9590 0.9388 0.0202 2.1% 0.0046 0.5% 21% False True 146
20 0.9590 0.9313 0.0277 2.9% 0.0041 0.4% 42% False False 91
40 0.9803 0.9313 0.0490 5.2% 0.0027 0.3% 24% False False 569
60 0.9849 0.9313 0.0536 5.7% 0.0018 0.2% 22% False False 381
80 1.0252 0.9313 0.0939 10.0% 0.0014 0.2% 12% False False 292
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9603
2.618 0.9536
1.618 0.9495
1.000 0.9470
0.618 0.9454
HIGH 0.9429
0.618 0.9413
0.500 0.9409
0.382 0.9404
LOW 0.9388
0.618 0.9363
1.000 0.9347
1.618 0.9322
2.618 0.9281
4.250 0.9214
Fisher Pivots for day following 10-Jul-2008
Pivot 1 day 3 day
R1 0.9423 0.9423
PP 0.9416 0.9416
S1 0.9409 0.9409

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

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