CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 21-Apr-2008
Day Change Summary
Previous Current
18-Apr-2008 21-Apr-2008 Change Change % Previous Week
Open 0.9832 0.9780 -0.0052 -0.5% 0.9947
High 0.9832 0.9780 -0.0052 -0.5% 0.9989
Low 0.9647 0.9747 0.0100 1.0% 0.9647
Close 0.9714 0.9784 0.0070 0.7% 0.9714
Range 0.0185 0.0033 -0.0152 -82.2% 0.0342
ATR 0.0096 0.0094 -0.0002 -2.2% 0.0000
Volume 5 248 243 4,860.0% 43
Daily Pivots for day following 21-Apr-2008
Classic Woodie Camarilla DeMark
R4 0.9869 0.9860 0.9802
R3 0.9836 0.9827 0.9793
R2 0.9803 0.9803 0.9790
R1 0.9794 0.9794 0.9787 0.9799
PP 0.9770 0.9770 0.9770 0.9773
S1 0.9761 0.9761 0.9781 0.9766
S2 0.9737 0.9737 0.9778
S3 0.9704 0.9728 0.9775
S4 0.9671 0.9695 0.9766
Weekly Pivots for week ending 18-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.0809 1.0604 0.9902
R3 1.0467 1.0262 0.9808
R2 1.0125 1.0125 0.9777
R1 0.9920 0.9920 0.9745 0.9852
PP 0.9783 0.9783 0.9783 0.9749
S1 0.9578 0.9578 0.9683 0.9510
S2 0.9441 0.9441 0.9651
S3 0.9099 0.9236 0.9620
S4 0.8757 0.8894 0.9526
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9958 0.9647 0.0311 3.2% 0.0061 0.6% 44% False False 53
10 1.0062 0.9647 0.0415 4.2% 0.0062 0.6% 33% False False 37
20 1.0170 0.9647 0.0523 5.3% 0.0067 0.7% 26% False False 81
40 1.0505 0.9372 0.1133 11.6% 0.0077 0.8% 36% False False 84
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9920
2.618 0.9866
1.618 0.9833
1.000 0.9813
0.618 0.9800
HIGH 0.9780
0.618 0.9767
0.500 0.9764
0.382 0.9760
LOW 0.9747
0.618 0.9727
1.000 0.9714
1.618 0.9694
2.618 0.9661
4.250 0.9607
Fisher Pivots for day following 21-Apr-2008
Pivot 1 day 3 day
R1 0.9777 0.9781
PP 0.9770 0.9777
S1 0.9764 0.9774

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

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