CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 04-Sep-2008
Day Change Summary
Previous Current
03-Sep-2008 04-Sep-2008 Change Change % Previous Week
Open 0.9265 0.9290 0.0025 0.3% 0.9138
High 0.9308 0.9400 0.0092 1.0% 0.9276
Low 0.9225 0.9266 0.0041 0.4% 0.9069
Close 0.9296 0.9398 0.0102 1.1% 0.9250
Range 0.0083 0.0134 0.0051 61.4% 0.0207
ATR 0.0083 0.0087 0.0004 4.3% 0.0000
Volume 2,817 3,098 281 10.0% 3,105
Daily Pivots for day following 04-Sep-2008
Classic Woodie Camarilla DeMark
R4 0.9757 0.9711 0.9472
R3 0.9623 0.9577 0.9435
R2 0.9489 0.9489 0.9423
R1 0.9443 0.9443 0.9410 0.9466
PP 0.9355 0.9355 0.9355 0.9366
S1 0.9309 0.9309 0.9386 0.9332
S2 0.9221 0.9221 0.9373
S3 0.9087 0.9175 0.9361
S4 0.8953 0.9041 0.9324
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 0.9400 0.9174 0.0226 2.4% 0.0102 1.1% 99% True False 1,652
10 0.9400 0.9069 0.0331 3.5% 0.0110 1.2% 99% True False 1,037
20 0.9400 0.9069 0.0331 3.5% 0.0084 0.9% 99% True False 624
40 0.9715 0.9069 0.0646 6.9% 0.0073 0.8% 51% False False 385
60 0.9715 0.9069 0.0646 6.9% 0.0061 0.7% 51% False False 287
80 0.9803 0.9069 0.0734 7.8% 0.0049 0.5% 45% False False 477
100 0.9886 0.9069 0.0817 8.7% 0.0040 0.4% 40% False False 383
120 1.0252 0.9069 0.1183 12.6% 0.0033 0.4% 28% False False 323
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 0.0022
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9970
2.618 0.9751
1.618 0.9617
1.000 0.9534
0.618 0.9483
HIGH 0.9400
0.618 0.9349
0.500 0.9333
0.382 0.9317
LOW 0.9266
0.618 0.9183
1.000 0.9132
1.618 0.9049
2.618 0.8915
4.250 0.8697
Fisher Pivots for day following 04-Sep-2008
Pivot 1 day 3 day
R1 0.9376 0.9368
PP 0.9355 0.9337
S1 0.9333 0.9307

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

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