CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 30-Apr-2008
Day Change Summary
Previous Current
29-Apr-2008 30-Apr-2008 Change Change % Previous Week
Open 0.9675 0.9680 0.0005 0.1% 0.9780
High 0.9755 0.9711 -0.0044 -0.5% 0.9808
Low 0.9675 0.9620 -0.0055 -0.6% 0.9621
Close 0.9692 0.9694 0.0002 0.0% 0.9649
Range 0.0080 0.0091 0.0011 13.8% 0.0187
ATR 0.0084 0.0084 0.0001 0.6% 0.0000
Volume 34 87 53 155.9% 1,037
Daily Pivots for day following 30-Apr-2008
Classic Woodie Camarilla DeMark
R4 0.9948 0.9912 0.9744
R3 0.9857 0.9821 0.9719
R2 0.9766 0.9766 0.9711
R1 0.9730 0.9730 0.9702 0.9748
PP 0.9675 0.9675 0.9675 0.9684
S1 0.9639 0.9639 0.9686 0.9657
S2 0.9584 0.9584 0.9677
S3 0.9493 0.9548 0.9669
S4 0.9402 0.9457 0.9644
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 0.9755 0.9620 0.0135 1.4% 0.0074 0.8% 55% False True 183
10 0.9901 0.9620 0.0281 2.9% 0.0075 0.8% 26% False True 125
20 1.0062 0.9620 0.0442 4.6% 0.0065 0.7% 17% False True 122
40 1.0505 0.9620 0.0885 9.1% 0.0084 0.9% 8% False True 97
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0098
2.618 0.9949
1.618 0.9858
1.000 0.9802
0.618 0.9767
HIGH 0.9711
0.618 0.9676
0.500 0.9666
0.382 0.9655
LOW 0.9620
0.618 0.9564
1.000 0.9529
1.618 0.9473
2.618 0.9382
4.250 0.9233
Fisher Pivots for day following 30-Apr-2008
Pivot 1 day 3 day
R1 0.9685 0.9692
PP 0.9675 0.9690
S1 0.9666 0.9688

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

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