CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 07-Mar-2008
Day Change Summary
Previous Current
06-Mar-2008 07-Mar-2008 Change Change % Previous Week
Open 0.9812 0.9856 0.0044 0.4% 0.9789
High 0.9839 0.9929 0.0090 0.9% 0.9929
Low 0.9810 0.9856 0.0046 0.5% 0.9711
Close 0.9809 0.9832 0.0023 0.2% 0.9832
Range 0.0029 0.0073 0.0044 151.7% 0.0218
ATR
Volume 12 32 20 166.7% 194
Daily Pivots for day following 07-Mar-2008
Classic Woodie Camarilla DeMark
R4 1.0091 1.0035 0.9872
R3 1.0018 0.9962 0.9852
R2 0.9945 0.9945 0.9845
R1 0.9889 0.9889 0.9839 0.9881
PP 0.9872 0.9872 0.9872 0.9868
S1 0.9816 0.9816 0.9825 0.9808
S2 0.9799 0.9799 0.9819
S3 0.9726 0.9743 0.9812
S4 0.9653 0.9670 0.9792
Weekly Pivots for week ending 07-Mar-2008
Classic Woodie Camarilla DeMark
R4 1.0478 1.0373 0.9952
R3 1.0260 1.0155 0.9892
R2 1.0042 1.0042 0.9872
R1 0.9937 0.9937 0.9852 0.9990
PP 0.9824 0.9824 0.9824 0.9850
S1 0.9719 0.9719 0.9812 0.9772
S2 0.9606 0.9606 0.9792
S3 0.9388 0.9501 0.9772
S4 0.9170 0.9283 0.9712
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9929 0.9711 0.0218 2.2% 0.0046 0.5% 56% True False 38
10 0.9929 0.9372 0.0557 5.7% 0.0035 0.4% 83% True False 53
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0005
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0239
2.618 1.0120
1.618 1.0047
1.000 1.0002
0.618 0.9974
HIGH 0.9929
0.618 0.9901
0.500 0.9893
0.382 0.9884
LOW 0.9856
0.618 0.9811
1.000 0.9783
1.618 0.9738
2.618 0.9665
4.250 0.9546
Fisher Pivots for day following 07-Mar-2008
Pivot 1 day 3 day
R1 0.9893 0.9828
PP 0.9872 0.9824
S1 0.9852 0.9820

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

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