CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 28-Aug-2008
Day Change Summary
Previous Current
27-Aug-2008 28-Aug-2008 Change Change % Previous Week
Open 0.9186 0.9183 -0.0003 0.0% 0.9125
High 0.9257 0.9249 -0.0008 -0.1% 0.9307
Low 0.9159 0.9174 0.0015 0.2% 0.9109
Close 0.9179 0.9183 0.0004 0.0% 0.9152
Range 0.0098 0.0075 -0.0023 -23.5% 0.0198
ATR 0.0079 0.0079 0.0000 -0.4% 0.0000
Volume 475 232 -243 -51.2% 1,572
Daily Pivots for day following 28-Aug-2008
Classic Woodie Camarilla DeMark
R4 0.9427 0.9380 0.9224
R3 0.9352 0.9305 0.9204
R2 0.9277 0.9277 0.9197
R1 0.9230 0.9230 0.9190 0.9221
PP 0.9202 0.9202 0.9202 0.9197
S1 0.9155 0.9155 0.9176 0.9146
S2 0.9127 0.9127 0.9169
S3 0.9052 0.9080 0.9162
S4 0.8977 0.9005 0.9142
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 0.9284 0.9069 0.0215 2.3% 0.0108 1.2% 53% False False 440
10 0.9307 0.9069 0.0238 2.6% 0.0088 1.0% 48% False False 357
20 0.9388 0.9069 0.0319 3.5% 0.0076 0.8% 36% False False 245
40 0.9715 0.9069 0.0646 7.0% 0.0063 0.7% 18% False False 193
60 0.9715 0.9069 0.0646 7.0% 0.0057 0.6% 18% False False 490
80 0.9812 0.9069 0.0743 8.1% 0.0044 0.5% 15% False False 378
100 1.0025 0.9069 0.0956 10.4% 0.0035 0.4% 12% False False 302
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9568
2.618 0.9445
1.618 0.9370
1.000 0.9324
0.618 0.9295
HIGH 0.9249
0.618 0.9220
0.500 0.9212
0.382 0.9203
LOW 0.9174
0.618 0.9128
1.000 0.9099
1.618 0.9053
2.618 0.8978
4.250 0.8855
Fisher Pivots for day following 28-Aug-2008
Pivot 1 day 3 day
R1 0.9212 0.9208
PP 0.9202 0.9199
S1 0.9193 0.9191

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

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