CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 29-Aug-2008
Day Change Summary
Previous Current
28-Aug-2008 29-Aug-2008 Change Change % Previous Week
Open 0.9183 0.9197 0.0014 0.2% 0.9138
High 0.9249 0.9276 0.0027 0.3% 0.9276
Low 0.9174 0.9191 0.0017 0.2% 0.9069
Close 0.9183 0.9250 0.0067 0.7% 0.9250
Range 0.0075 0.0085 0.0010 13.3% 0.0207
ATR 0.0079 0.0080 0.0001 1.3% 0.0000
Volume 232 1,221 989 426.3% 3,105
Daily Pivots for day following 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 0.9494 0.9457 0.9297
R3 0.9409 0.9372 0.9273
R2 0.9324 0.9324 0.9266
R1 0.9287 0.9287 0.9258 0.9306
PP 0.9239 0.9239 0.9239 0.9248
S1 0.9202 0.9202 0.9242 0.9221
S2 0.9154 0.9154 0.9234
S3 0.9069 0.9117 0.9227
S4 0.8984 0.9032 0.9203
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 0.9819 0.9742 0.9364
R3 0.9612 0.9535 0.9307
R2 0.9405 0.9405 0.9288
R1 0.9328 0.9328 0.9269 0.9367
PP 0.9198 0.9198 0.9198 0.9218
S1 0.9121 0.9121 0.9231 0.9160
S2 0.8991 0.8991 0.9212
S3 0.8784 0.8914 0.9193
S4 0.8577 0.8707 0.9136
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9276 0.9069 0.0207 2.2% 0.0096 1.0% 87% True False 621
10 0.9307 0.9069 0.0238 2.6% 0.0091 1.0% 76% False False 467
20 0.9380 0.9069 0.0311 3.4% 0.0079 0.8% 58% False False 298
40 0.9715 0.9069 0.0646 7.0% 0.0066 0.7% 28% False False 221
60 0.9715 0.9069 0.0646 7.0% 0.0058 0.6% 28% False False 510
80 0.9803 0.9069 0.0734 7.9% 0.0045 0.5% 25% False False 393
100 1.0014 0.9069 0.0945 10.2% 0.0036 0.4% 19% False False 315
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9637
2.618 0.9499
1.618 0.9414
1.000 0.9361
0.618 0.9329
HIGH 0.9276
0.618 0.9244
0.500 0.9234
0.382 0.9223
LOW 0.9191
0.618 0.9138
1.000 0.9106
1.618 0.9053
2.618 0.8968
4.250 0.8830
Fisher Pivots for day following 29-Aug-2008
Pivot 1 day 3 day
R1 0.9245 0.9239
PP 0.9239 0.9228
S1 0.9234 0.9218

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

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