CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 29-Jul-2008
Day Change Summary
Previous Current
28-Jul-2008 29-Jul-2008 Change Change % Previous Week
Open 0.9330 0.9379 0.0049 0.5% 0.9448
High 0.9390 0.9379 -0.0011 -0.1% 0.9490
Low 0.9330 0.9317 -0.0013 -0.1% 0.9346
Close 0.9380 0.9327 -0.0053 -0.6% 0.9344
Range 0.0060 0.0062 0.0002 3.3% 0.0144
ATR 0.0064 0.0064 0.0000 -0.1% 0.0000
Volume 38 253 215 565.8% 65
Daily Pivots for day following 29-Jul-2008
Classic Woodie Camarilla DeMark
R4 0.9527 0.9489 0.9361
R3 0.9465 0.9427 0.9344
R2 0.9403 0.9403 0.9338
R1 0.9365 0.9365 0.9333 0.9353
PP 0.9341 0.9341 0.9341 0.9335
S1 0.9303 0.9303 0.9321 0.9291
S2 0.9279 0.9279 0.9316
S3 0.9217 0.9241 0.9310
S4 0.9155 0.9179 0.9293
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 0.9825 0.9729 0.9423
R3 0.9681 0.9585 0.9384
R2 0.9537 0.9537 0.9370
R1 0.9441 0.9441 0.9357 0.9417
PP 0.9393 0.9393 0.9393 0.9382
S1 0.9297 0.9297 0.9331 0.9273
S2 0.9249 0.9249 0.9318
S3 0.9105 0.9153 0.9304
S4 0.8961 0.9009 0.9265
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9420 0.9317 0.0103 1.1% 0.0055 0.6% 10% False True 67
10 0.9715 0.9317 0.0398 4.3% 0.0072 0.8% 3% False True 92
20 0.9715 0.9317 0.0398 4.3% 0.0052 0.6% 3% False True 140
40 0.9715 0.9313 0.0402 4.3% 0.0045 0.5% 3% False False 604
60 0.9812 0.9313 0.0499 5.4% 0.0032 0.3% 3% False False 414
80 1.0025 0.9313 0.0712 7.6% 0.0024 0.3% 2% False False 311
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 False
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 0.9643
2.618 0.9541
1.618 0.9479
1.000 0.9441
0.618 0.9417
HIGH 0.9379
0.618 0.9355
0.500 0.9348
0.382 0.9341
LOW 0.9317
0.618 0.9279
1.000 0.9255
1.618 0.9217
2.618 0.9155
4.250 0.9054
Fisher Pivots for day following 29-Jul-2008
Pivot 1 day 3 day
R1 0.9348 0.9369
PP 0.9341 0.9355
S1 0.9334 0.9341

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

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