CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 22-Aug-2008
Day Change Summary
Previous Current
21-Aug-2008 22-Aug-2008 Change Change % Previous Week
Open 0.9180 0.9276 0.0096 1.0% 0.9125
High 0.9307 0.9284 -0.0023 -0.2% 0.9307
Low 0.9175 0.9142 -0.0033 -0.4% 0.9109
Close 0.9268 0.9152 -0.0116 -1.3% 0.9152
Range 0.0132 0.0142 0.0010 7.6% 0.0198
ATR 0.0067 0.0072 0.0005 8.0% 0.0000
Volume 144 317 173 120.1% 1,572
Daily Pivots for day following 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 0.9619 0.9527 0.9230
R3 0.9477 0.9385 0.9191
R2 0.9335 0.9335 0.9178
R1 0.9243 0.9243 0.9165 0.9218
PP 0.9193 0.9193 0.9193 0.9180
S1 0.9101 0.9101 0.9139 0.9076
S2 0.9051 0.9051 0.9126
S3 0.8909 0.8959 0.9113
S4 0.8767 0.8817 0.9074
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 0.9783 0.9666 0.9261
R3 0.9585 0.9468 0.9206
R2 0.9387 0.9387 0.9188
R1 0.9270 0.9270 0.9170 0.9329
PP 0.9189 0.9189 0.9189 0.9219
S1 0.9072 0.9072 0.9134 0.9131
S2 0.8991 0.8991 0.9116
S3 0.8793 0.8874 0.9098
S4 0.8595 0.8676 0.9043
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9307 0.9109 0.0198 2.2% 0.0086 0.9% 22% False False 314
10 0.9307 0.9108 0.0199 2.2% 0.0075 0.8% 22% False False 238
20 0.9390 0.9108 0.0282 3.1% 0.0067 0.7% 16% False False 189
40 0.9715 0.9108 0.0607 6.6% 0.0060 0.7% 7% False False 171
60 0.9715 0.9108 0.0607 6.6% 0.0050 0.5% 7% False False 462
80 0.9812 0.9108 0.0704 7.7% 0.0039 0.4% 6% False False 355
100 1.0025 0.9108 0.0917 10.0% 0.0032 0.3% 5% False False 284
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 0.0006
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 0.9888
2.618 0.9656
1.618 0.9514
1.000 0.9426
0.618 0.9372
HIGH 0.9284
0.618 0.9230
0.500 0.9213
0.382 0.9196
LOW 0.9142
0.618 0.9054
1.000 0.9000
1.618 0.8912
2.618 0.8770
4.250 0.8539
Fisher Pivots for day following 22-Aug-2008
Pivot 1 day 3 day
R1 0.9213 0.9221
PP 0.9193 0.9198
S1 0.9172 0.9175

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

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