CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 31-Jul-2008
Day Change Summary
Previous Current
30-Jul-2008 31-Jul-2008 Change Change % Previous Week
Open 0.9345 0.9340 -0.0005 -0.1% 0.9448
High 0.9352 0.9364 0.0012 0.1% 0.9490
Low 0.9312 0.9312 0.0000 0.0% 0.9346
Close 0.9322 0.9342 0.0020 0.2% 0.9344
Range 0.0040 0.0052 0.0012 30.0% 0.0144
ATR 0.0062 0.0061 -0.0001 -1.2% 0.0000
Volume 446 44 -402 -90.1% 65
Daily Pivots for day following 31-Jul-2008
Classic Woodie Camarilla DeMark
R4 0.9495 0.9471 0.9371
R3 0.9443 0.9419 0.9356
R2 0.9391 0.9391 0.9352
R1 0.9367 0.9367 0.9347 0.9379
PP 0.9339 0.9339 0.9339 0.9346
S1 0.9315 0.9315 0.9337 0.9327
S2 0.9287 0.9287 0.9332
S3 0.9235 0.9263 0.9328
S4 0.9183 0.9211 0.9313
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 0.9312 0.0108 1.2% 0.0051 0.5% 28% False True 162
10 0.9490 0.9312 0.0178 1.9% 0.0055 0.6% 17% False True 136
20 0.9715 0.9312 0.0403 4.3% 0.0051 0.5% 7% False True 141
40 0.9715 0.9312 0.0403 4.3% 0.0047 0.5% 7% False True 612
60 0.9812 0.9312 0.0500 5.4% 0.0033 0.4% 6% False True 422
80 1.0025 0.9312 0.0713 7.6% 0.0025 0.3% 4% False True 317
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 0.9585
2.618 0.9500
1.618 0.9448
1.000 0.9416
0.618 0.9396
HIGH 0.9364
0.618 0.9344
0.500 0.9338
0.382 0.9332
LOW 0.9312
0.618 0.9280
1.000 0.9260
1.618 0.9228
2.618 0.9176
4.250 0.9091
Fisher Pivots for day following 31-Jul-2008
Pivot 1 day 3 day
R1 0.9341 0.9346
PP 0.9339 0.9344
S1 0.9338 0.9343

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

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