CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 28-Apr-2008
Day Change Summary
Previous Current
25-Apr-2008 28-Apr-2008 Change Change % Previous Week
Open 0.9665 0.9627 -0.0038 -0.4% 0.9780
High 0.9697 0.9656 -0.0041 -0.4% 0.9808
Low 0.9621 0.9624 0.0003 0.0% 0.9621
Close 0.9649 0.9668 0.0019 0.2% 0.9649
Range 0.0076 0.0032 -0.0044 -57.9% 0.0187
ATR 0.0088 0.0084 -0.0004 -4.5% 0.0000
Volume 692 88 -604 -87.3% 1,037
Daily Pivots for day following 28-Apr-2008
Classic Woodie Camarilla DeMark
R4 0.9745 0.9739 0.9686
R3 0.9713 0.9707 0.9677
R2 0.9681 0.9681 0.9674
R1 0.9675 0.9675 0.9671 0.9678
PP 0.9649 0.9649 0.9649 0.9651
S1 0.9643 0.9643 0.9665 0.9646
S2 0.9617 0.9617 0.9662
S3 0.9585 0.9611 0.9659
S4 0.9553 0.9579 0.9650
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% 25% False False 175
10 0.9958 0.9621 0.0337 3.5% 0.0061 0.6% 14% False False 114
20 1.0062 0.9621 0.0441 4.6% 0.0066 0.7% 11% False False 119
40 1.0505 0.9621 0.0884 9.1% 0.0082 0.8% 5% False False 98
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9792
2.618 0.9740
1.618 0.9708
1.000 0.9688
0.618 0.9676
HIGH 0.9656
0.618 0.9644
0.500 0.9640
0.382 0.9636
LOW 0.9624
0.618 0.9604
1.000 0.9592
1.618 0.9572
2.618 0.9540
4.250 0.9488
Fisher Pivots for day following 28-Apr-2008
Pivot 1 day 3 day
R1 0.9659 0.9683
PP 0.9649 0.9678
S1 0.9640 0.9673

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

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