CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 08-Sep-2008
Day Change Summary
Previous Current
05-Sep-2008 08-Sep-2008 Change Change % Previous Week
Open 0.9432 0.9322 -0.0110 -1.2% 0.9250
High 0.9528 0.9331 -0.0197 -2.1% 0.9528
Low 0.9338 0.9219 -0.0119 -1.3% 0.9214
Close 0.9386 0.9309 -0.0077 -0.8% 0.9386
Range 0.0190 0.0112 -0.0078 -41.1% 0.0314
ATR 0.0094 0.0100 0.0005 5.5% 0.0000
Volume 7,175 7,130 -45 -0.6% 13,986
Daily Pivots for day following 08-Sep-2008
Classic Woodie Camarilla DeMark
R4 0.9622 0.9578 0.9371
R3 0.9510 0.9466 0.9340
R2 0.9398 0.9398 0.9330
R1 0.9354 0.9354 0.9319 0.9320
PP 0.9286 0.9286 0.9286 0.9270
S1 0.9242 0.9242 0.9299 0.9208
S2 0.9174 0.9174 0.9288
S3 0.9062 0.9130 0.9278
S4 0.8950 0.9018 0.9247
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.0318 1.0166 0.9559
R3 1.0004 0.9852 0.9472
R2 0.9690 0.9690 0.9444
R1 0.9538 0.9538 0.9415 0.9614
PP 0.9376 0.9376 0.9376 0.9414
S1 0.9224 0.9224 0.9357 0.9300
S2 0.9062 0.9062 0.9328
S3 0.8748 0.8910 0.9300
S4 0.8434 0.8596 0.9213
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9528 0.9214 0.0314 3.4% 0.0130 1.4% 30% False False 4,223
10 0.9528 0.9069 0.0459 4.9% 0.0113 1.2% 52% False False 2,422
20 0.9528 0.9069 0.0459 4.9% 0.0094 1.0% 52% False False 1,330
40 0.9715 0.9069 0.0646 6.9% 0.0079 0.8% 37% False False 738
60 0.9715 0.9069 0.0646 6.9% 0.0066 0.7% 37% False False 524
80 0.9803 0.9069 0.0734 7.9% 0.0053 0.6% 33% False False 656
100 0.9849 0.9069 0.0780 8.4% 0.0043 0.5% 31% False False 526
120 1.0171 0.9069 0.1102 11.8% 0.0036 0.4% 22% False False 442
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0031
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9807
2.618 0.9624
1.618 0.9512
1.000 0.9443
0.618 0.9400
HIGH 0.9331
0.618 0.9288
0.500 0.9275
0.382 0.9262
LOW 0.9219
0.618 0.9150
1.000 0.9107
1.618 0.9038
2.618 0.8926
4.250 0.8743
Fisher Pivots for day following 08-Sep-2008
Pivot 1 day 3 day
R1 0.9298 0.9374
PP 0.9286 0.9352
S1 0.9275 0.9331

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

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