CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 18-Aug-2008
Day Change Summary
Previous Current
15-Aug-2008 18-Aug-2008 Change Change % Previous Week
Open 0.9168 0.9125 -0.0043 -0.5% 0.9128
High 0.9168 0.9157 -0.0011 -0.1% 0.9281
Low 0.9108 0.9109 0.0001 0.0% 0.9108
Close 0.9113 0.9141 0.0028 0.3% 0.9113
Range 0.0060 0.0048 -0.0012 -20.0% 0.0173
ATR 0.0064 0.0063 -0.0001 -1.8% 0.0000
Volume 123 108 -15 -12.2% 808
Daily Pivots for day following 18-Aug-2008
Classic Woodie Camarilla DeMark
R4 0.9280 0.9258 0.9167
R3 0.9232 0.9210 0.9154
R2 0.9184 0.9184 0.9150
R1 0.9162 0.9162 0.9145 0.9173
PP 0.9136 0.9136 0.9136 0.9141
S1 0.9114 0.9114 0.9137 0.9125
S2 0.9088 0.9088 0.9132
S3 0.9040 0.9066 0.9128
S4 0.8992 0.9018 0.9115
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% 0.0063 0.7% 19% False False 159
10 0.9353 0.9108 0.0245 2.7% 0.0064 0.7% 13% False False 113
20 0.9490 0.9108 0.0382 4.2% 0.0060 0.7% 9% False False 119
40 0.9715 0.9108 0.0607 6.6% 0.0055 0.6% 5% False False 139
60 0.9715 0.9108 0.0607 6.6% 0.0044 0.5% 5% False False 446
80 0.9812 0.9108 0.0704 7.7% 0.0034 0.4% 5% False False 336
100 1.0025 0.9108 0.0917 10.0% 0.0028 0.3% 4% False False 269
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9361
2.618 0.9283
1.618 0.9235
1.000 0.9205
0.618 0.9187
HIGH 0.9157
0.618 0.9139
0.500 0.9133
0.382 0.9127
LOW 0.9109
0.618 0.9079
1.000 0.9061
1.618 0.9031
2.618 0.8983
4.250 0.8905
Fisher Pivots for day following 18-Aug-2008
Pivot 1 day 3 day
R1 0.9138 0.9160
PP 0.9136 0.9153
S1 0.9133 0.9147

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

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