CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 23-Apr-2008
Day Change Summary
Previous Current
22-Apr-2008 23-Apr-2008 Change Change % Previous Week
Open 0.9769 0.9774 0.0005 0.1% 0.9947
High 0.9785 0.9808 0.0023 0.2% 0.9989
Low 0.9748 0.9736 -0.0012 -0.1% 0.9647
Close 0.9802 0.9742 -0.0060 -0.6% 0.9714
Range 0.0037 0.0072 0.0035 94.6% 0.0342
ATR 0.0090 0.0088 -0.0001 -1.4% 0.0000
Volume 62 17 -45 -72.6% 43
Daily Pivots for day following 23-Apr-2008
Classic Woodie Camarilla DeMark
R4 0.9978 0.9932 0.9782
R3 0.9906 0.9860 0.9762
R2 0.9834 0.9834 0.9755
R1 0.9788 0.9788 0.9749 0.9775
PP 0.9762 0.9762 0.9762 0.9756
S1 0.9716 0.9716 0.9735 0.9703
S2 0.9690 0.9690 0.9729
S3 0.9618 0.9644 0.9722
S4 0.9546 0.9572 0.9702
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 0.9901 0.9647 0.0254 2.6% 0.0076 0.8% 37% False False 67
10 1.0062 0.9647 0.0415 4.3% 0.0067 0.7% 23% False False 44
20 1.0170 0.9647 0.0523 5.4% 0.0068 0.7% 18% False False 83
40 1.0505 0.9529 0.0976 10.0% 0.0079 0.8% 22% False False 78
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0114
2.618 0.9996
1.618 0.9924
1.000 0.9880
0.618 0.9852
HIGH 0.9808
0.618 0.9780
0.500 0.9772
0.382 0.9764
LOW 0.9736
0.618 0.9692
1.000 0.9664
1.618 0.9620
2.618 0.9548
4.250 0.9430
Fisher Pivots for day following 23-Apr-2008
Pivot 1 day 3 day
R1 0.9772 0.9772
PP 0.9762 0.9762
S1 0.9752 0.9752

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

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