CME Japanese Yen Future December 2008

Trading Metrics calculated at close of trading on 19-Aug-2008

Day Change Summary
	Previous	Current
	18-Aug-2008	19-Aug-2008	Change	Change %	Previous Week
Open	0.9125	0.9145	0.0020	0.2%	0.9128
High	0.9157	0.9191	0.0034	0.4%	0.9281
Low	0.9109	0.9133	0.0024	0.3%	0.9108
Close	0.9141	0.9171	0.0030	0.3%	0.9113
Range	0.0048	0.0058	0.0010	20.8%	0.0173
ATR	0.0063	0.0063	0.0000	-0.6%	0.0000
Volume	108	721	613	567.6%	808

Daily Pivots for day following 19-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9339	0.9313	0.9203
R3	0.9281	0.9255	0.9187
R2	0.9223	0.9223	0.9182
R1	0.9197	0.9197	0.9176	0.9210
PP	0.9165	0.9165	0.9165	0.9172
S1	0.9139	0.9139	0.9166	0.9152
S2	0.9107	0.9107	0.9160
S3	0.9049	0.9081	0.9155
S4	0.8991	0.9023	0.9139

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%	0.0060	0.7%	36%	False	False	261
10	0.9304	0.9108	0.0196	2.1%	0.0065	0.7%	32%	False	False	184
20	0.9420	0.9108	0.0312	3.4%	0.0058	0.6%	20%	False	False	155
40	0.9715	0.9108	0.0607	6.6%	0.0056	0.6%	10%	False	False	156
60	0.9715	0.9108	0.0607	6.6%	0.0045	0.5%	10%	False	False	458
80	0.9812	0.9108	0.0704	7.7%	0.0035	0.4%	9%	False	False	345
100	1.0025	0.9108	0.0917	10.0%	0.0029	0.3%	7%	False	False	276

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	0.0005
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9438
2.618	0.9343
1.618	0.9285
1.000	0.9249
0.618	0.9227
HIGH	0.9191
0.618	0.9169
0.500	0.9162
0.382	0.9155
LOW	0.9133
0.618	0.9097
1.000	0.9075
1.618	0.9039
2.618	0.8981
4.250	0.8887

Fisher Pivots for day following 19-Aug-2008
Pivot	1 day	3 day
R1	0.9168	0.9164
PP	0.9165	0.9157
S1	0.9162	0.9150

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