CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 26-Sep-2008
Day Change Summary
Previous Current
25-Sep-2008 26-Sep-2008 Change Change % Previous Week
Open 0.9505 0.9460 -0.0045 -0.5% 0.9415
High 0.9566 0.9599 0.0033 0.3% 0.9599
Low 0.9419 0.9460 0.0041 0.4% 0.9399
Close 0.9473 0.9503 0.0030 0.3% 0.9503
Range 0.0147 0.0139 -0.0008 -5.4% 0.0200
ATR 0.0147 0.0147 -0.0001 -0.4% 0.0000
Volume 70,419 99,724 29,305 41.6% 471,122
Daily Pivots for day following 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 0.9938 0.9859 0.9579
R3 0.9799 0.9720 0.9541
R2 0.9660 0.9660 0.9528
R1 0.9581 0.9581 0.9516 0.9621
PP 0.9521 0.9521 0.9521 0.9540
S1 0.9442 0.9442 0.9490 0.9482
S2 0.9382 0.9382 0.9478
S3 0.9243 0.9303 0.9465
S4 0.9104 0.9164 0.9427
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.0100 1.0002 0.9613
R3 0.9900 0.9802 0.9558
R2 0.9700 0.9700 0.9540
R1 0.9602 0.9602 0.9521 0.9651
PP 0.9500 0.9500 0.9500 0.9525
S1 0.9402 0.9402 0.9485 0.9451
S2 0.9300 0.9300 0.9466
S3 0.9100 0.9202 0.9448
S4 0.8900 0.9002 0.9393
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9599 0.9399 0.0200 2.1% 0.0130 1.4% 52% True False 94,224
10 0.9735 0.9322 0.0413 4.3% 0.0182 1.9% 44% False False 130,188
20 0.9735 0.9174 0.0561 5.9% 0.0151 1.6% 59% False False 77,324
40 0.9735 0.9069 0.0666 7.0% 0.0113 1.2% 65% False False 38,780
60 0.9735 0.9069 0.0666 7.0% 0.0092 1.0% 65% False False 25,901
80 0.9735 0.9069 0.0666 7.0% 0.0079 0.8% 65% False False 19,695
100 0.9812 0.9069 0.0743 7.8% 0.0065 0.7% 58% False False 15,765
120 1.0025 0.9069 0.0956 10.1% 0.0054 0.6% 45% False False 13,137
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 0.0054
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0190
2.618 0.9963
1.618 0.9824
1.000 0.9738
0.618 0.9685
HIGH 0.9599
0.618 0.9546
0.500 0.9530
0.382 0.9513
LOW 0.9460
0.618 0.9374
1.000 0.9321
1.618 0.9235
2.618 0.9096
4.250 0.8869
Fisher Pivots for day following 26-Sep-2008
Pivot 1 day 3 day
R1 0.9530 0.9509
PP 0.9521 0.9507
S1 0.9512 0.9505

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

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