CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 10-Mar-2008
Day Change Summary
Previous Current
07-Mar-2008 10-Mar-2008 Change Change % Previous Week
Open 0.9856 0.9850 -0.0006 -0.1% 0.9789
High 0.9929 0.9912 -0.0017 -0.2% 0.9929
Low 0.9856 0.9836 -0.0020 -0.2% 0.9711
Close 0.9832 0.9907 0.0075 0.8% 0.9832
Range 0.0073 0.0076 0.0003 4.1% 0.0218
ATR 0.0000 0.0081 0.0081 0.0000
Volume 32 3 -29 -90.6% 194
Daily Pivots for day following 10-Mar-2008
Classic Woodie Camarilla DeMark
R4 1.0113 1.0086 0.9949
R3 1.0037 1.0010 0.9928
R2 0.9961 0.9961 0.9921
R1 0.9934 0.9934 0.9914 0.9948
PP 0.9885 0.9885 0.9885 0.9892
S1 0.9858 0.9858 0.9900 0.9872
S2 0.9809 0.9809 0.9893
S3 0.9733 0.9782 0.9886
S4 0.9657 0.9706 0.9865
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% 0.0045 0.5% 90% False False 36
10 0.9929 0.9444 0.0485 4.9% 0.0039 0.4% 95% False False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0235
2.618 1.0111
1.618 1.0035
1.000 0.9988
0.618 0.9959
HIGH 0.9912
0.618 0.9883
0.500 0.9874
0.382 0.9865
LOW 0.9836
0.618 0.9789
1.000 0.9760
1.618 0.9713
2.618 0.9637
4.250 0.9513
Fisher Pivots for day following 10-Mar-2008
Pivot 1 day 3 day
R1 0.9896 0.9895
PP 0.9885 0.9882
S1 0.9874 0.9870

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

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