CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 22-Jul-2008
Day Change Summary
Previous Current
21-Jul-2008 22-Jul-2008 Change Change % Previous Week
Open 0.9448 0.9490 0.0042 0.4% 0.9485
High 0.9448 0.9490 0.0042 0.4% 0.9715
Low 0.9420 0.9398 -0.0022 -0.2% 0.9430
Close 0.9450 0.9408 -0.0042 -0.4% 0.9436
Range 0.0028 0.0092 0.0064 228.6% 0.0285
ATR 0.0066 0.0068 0.0002 2.9% 0.0000
Volume 10 7 -3 -30.0% 1,465
Daily Pivots for day following 22-Jul-2008
Classic Woodie Camarilla DeMark
R4 0.9708 0.9650 0.9459
R3 0.9616 0.9558 0.9433
R2 0.9524 0.9524 0.9425
R1 0.9466 0.9466 0.9416 0.9449
PP 0.9432 0.9432 0.9432 0.9424
S1 0.9374 0.9374 0.9400 0.9357
S2 0.9340 0.9340 0.9391
S3 0.9248 0.9282 0.9383
S4 0.9156 0.9190 0.9357
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 1.0382 1.0194 0.9593
R3 1.0097 0.9909 0.9514
R2 0.9812 0.9812 0.9488
R1 0.9624 0.9624 0.9462 0.9576
PP 0.9527 0.9527 0.9527 0.9503
S1 0.9339 0.9339 0.9410 0.9291
S2 0.9242 0.9242 0.9384
S3 0.8957 0.9054 0.9358
S4 0.8672 0.8769 0.9279
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9715 0.9398 0.0317 3.4% 0.0088 0.9% 3% False True 117
10 0.9715 0.9388 0.0327 3.5% 0.0063 0.7% 6% False False 180
20 0.9715 0.9315 0.0400 4.3% 0.0054 0.6% 23% False False 157
40 0.9715 0.9313 0.0402 4.3% 0.0038 0.4% 24% False False 610
60 0.9812 0.9313 0.0499 5.3% 0.0027 0.3% 19% False False 409
80 1.0025 0.9313 0.0712 7.6% 0.0021 0.2% 13% False False 307
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9881
2.618 0.9731
1.618 0.9639
1.000 0.9582
0.618 0.9547
HIGH 0.9490
0.618 0.9455
0.500 0.9444
0.382 0.9433
LOW 0.9398
0.618 0.9341
1.000 0.9306
1.618 0.9249
2.618 0.9157
4.250 0.9007
Fisher Pivots for day following 22-Jul-2008
Pivot 1 day 3 day
R1 0.9444 0.9444
PP 0.9432 0.9432
S1 0.9420 0.9420

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

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