CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 25-Apr-2008
Day Change Summary
Previous Current
24-Apr-2008 25-Apr-2008 Change Change % Previous Week
Open 0.9729 0.9665 -0.0064 -0.7% 0.9780
High 0.9744 0.9697 -0.0047 -0.5% 0.9808
Low 0.9655 0.9621 -0.0034 -0.4% 0.9621
Close 0.9663 0.9649 -0.0014 -0.1% 0.9649
Range 0.0089 0.0076 -0.0013 -14.6% 0.0187
ATR 0.0088 0.0088 -0.0001 -1.0% 0.0000
Volume 18 692 674 3,744.4% 1,037
Daily Pivots for day following 25-Apr-2008
Classic Woodie Camarilla DeMark
R4 0.9884 0.9842 0.9691
R3 0.9808 0.9766 0.9670
R2 0.9732 0.9732 0.9663
R1 0.9690 0.9690 0.9656 0.9673
PP 0.9656 0.9656 0.9656 0.9647
S1 0.9614 0.9614 0.9642 0.9597
S2 0.9580 0.9580 0.9635
S3 0.9504 0.9538 0.9628
S4 0.9428 0.9462 0.9607
Weekly Pivots for week ending 25-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.0254 1.0138 0.9752
R3 1.0067 0.9951 0.9700
R2 0.9880 0.9880 0.9683
R1 0.9764 0.9764 0.9666 0.9729
PP 0.9693 0.9693 0.9693 0.9675
S1 0.9577 0.9577 0.9632 0.9542
S2 0.9506 0.9506 0.9615
S3 0.9319 0.9390 0.9598
S4 0.9132 0.9203 0.9546
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9808 0.9621 0.0187 1.9% 0.0061 0.6% 15% False True 207
10 0.9989 0.9621 0.0368 3.8% 0.0062 0.6% 8% False True 108
20 1.0139 0.9621 0.0518 5.4% 0.0067 0.7% 5% False True 115
40 1.0505 0.9621 0.0884 9.2% 0.0082 0.9% 3% False True 96
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0020
2.618 0.9896
1.618 0.9820
1.000 0.9773
0.618 0.9744
HIGH 0.9697
0.618 0.9668
0.500 0.9659
0.382 0.9650
LOW 0.9621
0.618 0.9574
1.000 0.9545
1.618 0.9498
2.618 0.9422
4.250 0.9298
Fisher Pivots for day following 25-Apr-2008
Pivot 1 day 3 day
R1 0.9659 0.9715
PP 0.9656 0.9693
S1 0.9652 0.9671

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

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