CME Japanese Yen Future December 2008

Trading Metrics calculated at close of trading on 13-Aug-2008

Day Change Summary
	Previous	Current
	12-Aug-2008	13-Aug-2008	Change	Change %	Previous Week
Open	0.9143	0.9270	0.0127	1.4%	0.9380
High	0.9217	0.9281	0.0064	0.7%	0.9380
Low	0.9143	0.9197	0.0054	0.6%	0.9134
Close	0.9201	0.9198	-0.0003	0.0%	0.9140
Range	0.0074	0.0084	0.0010	13.5%	0.0246
ATR	0.0064	0.0065	0.0001	2.3%	0.0000
Volume	208	125	-83	-39.9%	484

Daily Pivots for day following 13-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9477	0.9422	0.9244
R3	0.9393	0.9338	0.9221
R2	0.9309	0.9309	0.9213
R1	0.9254	0.9254	0.9206	0.9240
PP	0.9225	0.9225	0.9225	0.9218
S1	0.9170	0.9170	0.9190	0.9156
S2	0.9141	0.9141	0.9183
S3	0.9057	0.9086	0.9175
S4	0.8973	0.9002	0.9152

Weekly Pivots for week ending 08-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9956	0.9794	0.9275
R3	0.9710	0.9548	0.9208
R2	0.9464	0.9464	0.9185
R1	0.9302	0.9302	0.9163	0.9260
PP	0.9218	0.9218	0.9218	0.9197
S1	0.9056	0.9056	0.9117	0.9014
S2	0.8972	0.8972	0.9095
S3	0.8726	0.8810	0.9072
S4	0.8480	0.8564	0.9005

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9281	0.9128	0.0153	1.7%	0.0062	0.7%	46%	True	False	128
10	0.9388	0.9128	0.0260	2.8%	0.0064	0.7%	27%	False	False	113
20	0.9598	0.9128	0.0470	5.1%	0.0065	0.7%	15%	False	False	123
40	0.9715	0.9128	0.0587	6.4%	0.0054	0.6%	12%	False	False	131
60	0.9803	0.9128	0.0675	7.3%	0.0041	0.4%	10%	False	False	438
80	0.9812	0.9128	0.0684	7.4%	0.0032	0.4%	10%	False	False	330
100	1.0169	0.9128	0.1041	11.3%	0.0026	0.3%	7%	False	False	264

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	0.0006
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9638
2.618	0.9501
1.618	0.9417
1.000	0.9365
0.618	0.9333
HIGH	0.9281
0.618	0.9249
0.500	0.9239
0.382	0.9229
LOW	0.9197
0.618	0.9145
1.000	0.9113
1.618	0.9061
2.618	0.8977
4.250	0.8840

Fisher Pivots for day following 13-Aug-2008
Pivot	1 day	3 day
R1	0.9239	0.9205
PP	0.9225	0.9202
S1	0.9212	0.9200

Download as Excel Spreadsheet

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

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