CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 14-Jul-2008
Day Change Summary
Previous Current
11-Jul-2008 14-Jul-2008 Change Change % Previous Week
Open 0.9420 0.9485 0.0065 0.7% 0.9448
High 0.9429 0.9485 0.0056 0.6% 0.9448
Low 0.9416 0.9452 0.0036 0.4% 0.9388
Close 0.9470 0.9509 0.0039 0.4% 0.9470
Range 0.0013 0.0033 0.0020 153.8% 0.0060
ATR 0.0050 0.0049 -0.0001 -2.4% 0.0000
Volume 159 606 447 281.1% 419
Daily Pivots for day following 14-Jul-2008
Classic Woodie Camarilla DeMark
R4 0.9581 0.9578 0.9527
R3 0.9548 0.9545 0.9518
R2 0.9515 0.9515 0.9515
R1 0.9512 0.9512 0.9512 0.9514
PP 0.9482 0.9482 0.9482 0.9483
S1 0.9479 0.9479 0.9506 0.9481
S2 0.9449 0.9449 0.9503
S3 0.9416 0.9446 0.9500
S4 0.9383 0.9413 0.9491
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 0.9615 0.9603 0.9503
R3 0.9555 0.9543 0.9487
R2 0.9495 0.9495 0.9481
R1 0.9483 0.9483 0.9476 0.9489
PP 0.9435 0.9435 0.9435 0.9439
S1 0.9423 0.9423 0.9465 0.9429
S2 0.9375 0.9375 0.9459
S3 0.9315 0.9363 0.9454
S4 0.9255 0.9303 0.9437
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9485 0.9388 0.0097 1.0% 0.0031 0.3% 125% True False 185
10 0.9590 0.9388 0.0202 2.1% 0.0034 0.4% 60% False False 177
20 0.9590 0.9315 0.0275 2.9% 0.0040 0.4% 71% False False 126
40 0.9803 0.9313 0.0490 5.2% 0.0027 0.3% 40% False False 588
60 0.9849 0.9313 0.0536 5.6% 0.0019 0.2% 37% False False 394
80 1.0171 0.9313 0.0858 9.0% 0.0015 0.2% 23% False False 302
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9625
2.618 0.9571
1.618 0.9538
1.000 0.9518
0.618 0.9505
HIGH 0.9485
0.618 0.9472
0.500 0.9469
0.382 0.9465
LOW 0.9452
0.618 0.9432
1.000 0.9419
1.618 0.9399
2.618 0.9366
4.250 0.9312
Fisher Pivots for day following 14-Jul-2008
Pivot 1 day 3 day
R1 0.9496 0.9485
PP 0.9482 0.9461
S1 0.9469 0.9437

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

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