CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 01-Aug-2008
Day Change Summary
Previous Current
31-Jul-2008 01-Aug-2008 Change Change % Previous Week
Open 0.9340 0.9367 0.0027 0.3% 0.9330
High 0.9364 0.9388 0.0024 0.3% 0.9390
Low 0.9312 0.9359 0.0047 0.5% 0.9312
Close 0.9342 0.9359 0.0017 0.2% 0.9359
Range 0.0052 0.0029 -0.0023 -44.2% 0.0078
ATR 0.0061 0.0060 -0.0001 -1.8% 0.0000
Volume 44 154 110 250.0% 935
Daily Pivots for day following 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 0.9456 0.9436 0.9375
R3 0.9427 0.9407 0.9367
R2 0.9398 0.9398 0.9364
R1 0.9378 0.9378 0.9362 0.9374
PP 0.9369 0.9369 0.9369 0.9366
S1 0.9349 0.9349 0.9356 0.9345
S2 0.9340 0.9340 0.9354
S3 0.9311 0.9320 0.9351
S4 0.9282 0.9291 0.9343
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 0.9588 0.9551 0.9402
R3 0.9510 0.9473 0.9380
R2 0.9432 0.9432 0.9373
R1 0.9395 0.9395 0.9366 0.9414
PP 0.9354 0.9354 0.9354 0.9363
S1 0.9317 0.9317 0.9352 0.9336
S2 0.9276 0.9276 0.9345
S3 0.9198 0.9239 0.9338
S4 0.9120 0.9161 0.9316
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9390 0.9312 0.0078 0.8% 0.0049 0.5% 60% False False 187
10 0.9490 0.9312 0.0178 1.9% 0.0052 0.6% 26% False False 100
20 0.9715 0.9312 0.0403 4.3% 0.0053 0.6% 12% False False 144
40 0.9715 0.9312 0.0403 4.3% 0.0048 0.5% 12% False False 616
60 0.9803 0.9312 0.0491 5.2% 0.0034 0.4% 10% False False 425
80 1.0014 0.9312 0.0702 7.5% 0.0025 0.3% 7% False False 319
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0004
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9511
2.618 0.9464
1.618 0.9435
1.000 0.9417
0.618 0.9406
HIGH 0.9388
0.618 0.9377
0.500 0.9374
0.382 0.9370
LOW 0.9359
0.618 0.9341
1.000 0.9330
1.618 0.9312
2.618 0.9283
4.250 0.9236
Fisher Pivots for day following 01-Aug-2008
Pivot 1 day 3 day
R1 0.9374 0.9356
PP 0.9369 0.9353
S1 0.9364 0.9350

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

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