CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 21-Aug-2008
Day Change Summary
Previous Current
20-Aug-2008 21-Aug-2008 Change Change % Previous Week
Open 0.9183 0.9180 -0.0003 0.0% 0.9128
High 0.9183 0.9307 0.0124 1.4% 0.9281
Low 0.9135 0.9175 0.0040 0.4% 0.9108
Close 0.9170 0.9268 0.0098 1.1% 0.9113
Range 0.0048 0.0132 0.0084 175.0% 0.0173
ATR 0.0062 0.0067 0.0005 8.7% 0.0000
Volume 282 144 -138 -48.9% 808
Daily Pivots for day following 21-Aug-2008
Classic Woodie Camarilla DeMark
R4 0.9646 0.9589 0.9341
R3 0.9514 0.9457 0.9304
R2 0.9382 0.9382 0.9292
R1 0.9325 0.9325 0.9280 0.9354
PP 0.9250 0.9250 0.9250 0.9264
S1 0.9193 0.9193 0.9256 0.9222
S2 0.9118 0.9118 0.9244
S3 0.8986 0.9061 0.9232
S4 0.8854 0.8929 0.9195
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 0.9307 0.9108 0.0199 2.1% 0.0069 0.7% 80% True False 275
10 0.9307 0.9108 0.0199 2.1% 0.0068 0.7% 80% True False 216
20 0.9420 0.9108 0.0312 3.4% 0.0062 0.7% 51% False False 175
40 0.9715 0.9108 0.0607 6.5% 0.0059 0.6% 26% False False 166
60 0.9715 0.9108 0.0607 6.5% 0.0048 0.5% 26% False False 458
80 0.9812 0.9108 0.0704 7.6% 0.0037 0.4% 23% False False 351
100 1.0025 0.9108 0.0917 9.9% 0.0030 0.3% 17% False False 280
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 0.0005
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 0.9868
2.618 0.9653
1.618 0.9521
1.000 0.9439
0.618 0.9389
HIGH 0.9307
0.618 0.9257
0.500 0.9241
0.382 0.9225
LOW 0.9175
0.618 0.9093
1.000 0.9043
1.618 0.8961
2.618 0.8829
4.250 0.8614
Fisher Pivots for day following 21-Aug-2008
Pivot 1 day 3 day
R1 0.9259 0.9252
PP 0.9250 0.9236
S1 0.9241 0.9220

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

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