CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 04-Aug-2008
Day Change Summary
Previous Current
01-Aug-2008 04-Aug-2008 Change Change % Previous Week
Open 0.9367 0.9380 0.0013 0.1% 0.9330
High 0.9388 0.9380 -0.0008 -0.1% 0.9390
Low 0.9359 0.9313 -0.0046 -0.5% 0.9312
Close 0.9359 0.9307 -0.0052 -0.6% 0.9359
Range 0.0029 0.0067 0.0038 131.0% 0.0078
ATR 0.0060 0.0061 0.0000 0.8% 0.0000
Volume 154 264 110 71.4% 935
Daily Pivots for day following 04-Aug-2008
Classic Woodie Camarilla DeMark
R4 0.9534 0.9488 0.9344
R3 0.9467 0.9421 0.9325
R2 0.9400 0.9400 0.9319
R1 0.9354 0.9354 0.9313 0.9344
PP 0.9333 0.9333 0.9333 0.9328
S1 0.9287 0.9287 0.9301 0.9277
S2 0.9266 0.9266 0.9295
S3 0.9199 0.9220 0.9289
S4 0.9132 0.9153 0.9270
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 0.9388 0.9312 0.0076 0.8% 0.0050 0.5% -7% False False 232
10 0.9490 0.9312 0.0178 1.9% 0.0055 0.6% -3% False False 125
20 0.9715 0.9312 0.0403 4.3% 0.0056 0.6% -1% False False 152
40 0.9715 0.9312 0.0403 4.3% 0.0047 0.5% -1% False False 621
60 0.9803 0.9312 0.0491 5.3% 0.0035 0.4% -1% False False 429
80 0.9952 0.9312 0.0640 6.9% 0.0026 0.3% -1% False False 322
100 1.0401 0.9312 0.1089 11.7% 0.0022 0.2% 0% False False 263
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9665
2.618 0.9555
1.618 0.9488
1.000 0.9447
0.618 0.9421
HIGH 0.9380
0.618 0.9354
0.500 0.9347
0.382 0.9339
LOW 0.9313
0.618 0.9272
1.000 0.9246
1.618 0.9205
2.618 0.9138
4.250 0.9028
Fisher Pivots for day following 04-Aug-2008
Pivot 1 day 3 day
R1 0.9347 0.9350
PP 0.9333 0.9336
S1 0.9320 0.9321

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

View Archives - Comment on this page... - Back to Index of Symbols