CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 02-Apr-2008
Day Change Summary
Previous Current
01-Apr-2008 02-Apr-2008 Change Change % Previous Week
Open 0.9995 0.9890 -0.0105 -1.1% 1.0065
High 0.9995 0.9895 -0.0100 -1.0% 1.0290
Low 0.9873 0.9826 -0.0047 -0.5% 0.9974
Close 0.9883 0.9849 -0.0034 -0.3% 1.0135
Range 0.0122 0.0069 -0.0053 -43.4% 0.0316
ATR 0.0123 0.0119 -0.0004 -3.1% 0.0000
Volume 16 49 33 206.3% 1,114
Daily Pivots for day following 02-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.0064 1.0025 0.9887
R3 0.9995 0.9956 0.9868
R2 0.9926 0.9926 0.9862
R1 0.9887 0.9887 0.9855 0.9872
PP 0.9857 0.9857 0.9857 0.9849
S1 0.9818 0.9818 0.9843 0.9803
S2 0.9788 0.9788 0.9836
S3 0.9719 0.9749 0.9830
S4 0.9650 0.9680 0.9811
Weekly Pivots for week ending 28-Mar-2008
Classic Woodie Camarilla DeMark
R4 1.1081 1.0924 1.0309
R3 1.0765 1.0608 1.0222
R2 1.0449 1.0449 1.0193
R1 1.0292 1.0292 1.0164 1.0371
PP 1.0133 1.0133 1.0133 1.0172
S1 0.9976 0.9976 1.0106 1.0055
S2 0.9817 0.9817 1.0077
S3 0.9501 0.9660 1.0048
S4 0.9185 0.9344 0.9961
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0170 0.9826 0.0344 3.5% 0.0083 0.8% 7% False True 26
10 1.0290 0.9826 0.0464 4.7% 0.0100 1.0% 5% False True 133
20 1.0505 0.9711 0.0794 8.1% 0.0102 1.0% 17% False False 72
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0188
2.618 1.0076
1.618 1.0007
1.000 0.9964
0.618 0.9938
HIGH 0.9895
0.618 0.9869
0.500 0.9861
0.382 0.9852
LOW 0.9826
0.618 0.9783
1.000 0.9757
1.618 0.9714
2.618 0.9645
4.250 0.9533
Fisher Pivots for day following 02-Apr-2008
Pivot 1 day 3 day
R1 0.9861 0.9983
PP 0.9857 0.9938
S1 0.9853 0.9894

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

View Archives - Comment on this page... - Back to Index of Symbols