CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 23-Jul-2008
Day Change Summary
Previous Current
22-Jul-2008 23-Jul-2008 Change Change % Previous Week
Open 0.9490 0.9414 -0.0076 -0.8% 0.9485
High 0.9490 0.9414 -0.0076 -0.8% 0.9715
Low 0.9398 0.9354 -0.0044 -0.5% 0.9430
Close 0.9408 0.9346 -0.0062 -0.7% 0.9436
Range 0.0092 0.0060 -0.0032 -34.8% 0.0285
ATR 0.0068 0.0067 -0.0001 -0.8% 0.0000
Volume 7 8 1 14.3% 1,465
Daily Pivots for day following 23-Jul-2008
Classic Woodie Camarilla DeMark
R4 0.9551 0.9509 0.9379
R3 0.9491 0.9449 0.9363
R2 0.9431 0.9431 0.9357
R1 0.9389 0.9389 0.9352 0.9380
PP 0.9371 0.9371 0.9371 0.9367
S1 0.9329 0.9329 0.9341 0.9320
S2 0.9311 0.9311 0.9335
S3 0.9251 0.9269 0.9330
S4 0.9191 0.9209 0.9313
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 0.9598 0.9354 0.0244 2.6% 0.0080 0.9% -3% False True 111
10 0.9715 0.9354 0.0361 3.9% 0.0065 0.7% -2% False True 165
20 0.9715 0.9354 0.0361 3.9% 0.0055 0.6% -2% False True 157
40 0.9715 0.9313 0.0402 4.3% 0.0040 0.4% 8% False False 610
60 0.9812 0.9313 0.0499 5.3% 0.0028 0.3% 7% False False 409
80 1.0025 0.9313 0.0712 7.6% 0.0022 0.2% 5% False False 307
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9669
2.618 0.9571
1.618 0.9511
1.000 0.9474
0.618 0.9451
HIGH 0.9414
0.618 0.9391
0.500 0.9384
0.382 0.9377
LOW 0.9354
0.618 0.9317
1.000 0.9294
1.618 0.9257
2.618 0.9197
4.250 0.9099
Fisher Pivots for day following 23-Jul-2008
Pivot 1 day 3 day
R1 0.9384 0.9422
PP 0.9371 0.9397
S1 0.9359 0.9371

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

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