CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 15-Aug-2008
Day Change Summary
Previous Current
14-Aug-2008 15-Aug-2008 Change Change % Previous Week
Open 0.9202 0.9168 -0.0034 -0.4% 0.9128
High 0.9211 0.9168 -0.0043 -0.5% 0.9281
Low 0.9162 0.9108 -0.0054 -0.6% 0.9108
Close 0.9177 0.9113 -0.0064 -0.7% 0.9113
Range 0.0049 0.0060 0.0011 22.4% 0.0173
ATR 0.0064 0.0064 0.0000 0.6% 0.0000
Volume 232 123 -109 -47.0% 808
Daily Pivots for day following 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 0.9310 0.9271 0.9146
R3 0.9250 0.9211 0.9130
R2 0.9190 0.9190 0.9124
R1 0.9151 0.9151 0.9119 0.9141
PP 0.9130 0.9130 0.9130 0.9124
S1 0.9091 0.9091 0.9108 0.9081
S2 0.9070 0.9070 0.9102
S3 0.9010 0.9031 0.9097
S4 0.8950 0.8971 0.9080
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 0.9686 0.9573 0.9208
R3 0.9513 0.9400 0.9161
R2 0.9340 0.9340 0.9145
R1 0.9227 0.9227 0.9129 0.9197
PP 0.9167 0.9167 0.9167 0.9153
S1 0.9054 0.9054 0.9097 0.9024
S2 0.8994 0.8994 0.9081
S3 0.8821 0.8881 0.9065
S4 0.8648 0.8708 0.9018
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9281 0.9108 0.0173 1.9% 0.0065 0.7% 3% False True 161
10 0.9380 0.9108 0.0272 3.0% 0.0066 0.7% 2% False True 129
20 0.9490 0.9108 0.0382 4.2% 0.0059 0.6% 1% False True 114
40 0.9715 0.9108 0.0607 6.7% 0.0055 0.6% 1% False True 137
60 0.9803 0.9108 0.0695 7.6% 0.0043 0.5% 1% False True 444
80 0.9812 0.9108 0.0704 7.7% 0.0034 0.4% 1% False True 335
100 1.0141 0.9108 0.1033 11.3% 0.0027 0.3% 0% False True 268
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9423
2.618 0.9325
1.618 0.9265
1.000 0.9228
0.618 0.9205
HIGH 0.9168
0.618 0.9145
0.500 0.9138
0.382 0.9131
LOW 0.9108
0.618 0.9071
1.000 0.9048
1.618 0.9011
2.618 0.8951
4.250 0.8853
Fisher Pivots for day following 15-Aug-2008
Pivot 1 day 3 day
R1 0.9138 0.9195
PP 0.9130 0.9167
S1 0.9121 0.9140

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

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