CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 15-Jul-2008
Day Change Summary
Previous Current
14-Jul-2008 15-Jul-2008 Change Change % Previous Week
Open 0.9485 0.9632 0.0147 1.5% 0.9448
High 0.9485 0.9679 0.0194 2.0% 0.9448
Low 0.9452 0.9619 0.0167 1.8% 0.9388
Close 0.9509 0.9606 0.0097 1.0% 0.9470
Range 0.0033 0.0060 0.0027 81.8% 0.0060
ATR 0.0049 0.0057 0.0009 17.8% 0.0000
Volume 606 287 -319 -52.6% 419
Daily Pivots for day following 15-Jul-2008
Classic Woodie Camarilla DeMark
R4 0.9815 0.9770 0.9639
R3 0.9755 0.9710 0.9623
R2 0.9695 0.9695 0.9617
R1 0.9650 0.9650 0.9612 0.9643
PP 0.9635 0.9635 0.9635 0.9631
S1 0.9590 0.9590 0.9601 0.9583
S2 0.9575 0.9575 0.9595
S3 0.9515 0.9530 0.9590
S4 0.9455 0.9470 0.9573
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 0.9679 0.9388 0.0291 3.0% 0.0037 0.4% 75% True False 242
10 0.9679 0.9388 0.0291 3.0% 0.0033 0.3% 75% True False 187
20 0.9679 0.9315 0.0364 3.8% 0.0040 0.4% 80% True False 139
40 0.9803 0.9313 0.0490 5.1% 0.0027 0.3% 60% False False 595
60 0.9812 0.9313 0.0499 5.2% 0.0020 0.2% 59% False False 399
80 1.0171 0.9313 0.0858 8.9% 0.0016 0.2% 34% False False 306
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9934
2.618 0.9836
1.618 0.9776
1.000 0.9739
0.618 0.9716
HIGH 0.9679
0.618 0.9656
0.500 0.9649
0.382 0.9642
LOW 0.9619
0.618 0.9582
1.000 0.9559
1.618 0.9522
2.618 0.9462
4.250 0.9364
Fisher Pivots for day following 15-Jul-2008
Pivot 1 day 3 day
R1 0.9649 0.9587
PP 0.9635 0.9567
S1 0.9620 0.9548

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

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