CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 05-May-2008
Day Change Summary
Previous Current
02-May-2008 05-May-2008 Change Change % Previous Week
Open 0.9625 0.9569 -0.0056 -0.6% 0.9627
High 0.9625 0.9612 -0.0013 -0.1% 0.9755
Low 0.9530 0.9546 0.0016 0.2% 0.9530
Close 0.9566 0.9609 0.0043 0.4% 0.9566
Range 0.0095 0.0066 -0.0029 -30.5% 0.0225
ATR 0.0086 0.0085 -0.0001 -1.7% 0.0000
Volume 328 451 123 37.5% 687
Daily Pivots for day following 05-May-2008
Classic Woodie Camarilla DeMark
R4 0.9787 0.9764 0.9645
R3 0.9721 0.9698 0.9627
R2 0.9655 0.9655 0.9621
R1 0.9632 0.9632 0.9615 0.9644
PP 0.9589 0.9589 0.9589 0.9595
S1 0.9566 0.9566 0.9603 0.9578
S2 0.9523 0.9523 0.9597
S3 0.9457 0.9500 0.9591
S4 0.9391 0.9434 0.9573
Weekly Pivots for week ending 02-May-2008
Classic Woodie Camarilla DeMark
R4 1.0292 1.0154 0.9690
R3 1.0067 0.9929 0.9628
R2 0.9842 0.9842 0.9607
R1 0.9704 0.9704 0.9587 0.9661
PP 0.9617 0.9617 0.9617 0.9595
S1 0.9479 0.9479 0.9545 0.9436
S2 0.9392 0.9392 0.9525
S3 0.9167 0.9254 0.9504
S4 0.8942 0.9029 0.9442
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9755 0.9530 0.0225 2.3% 0.0081 0.8% 35% False False 210
10 0.9808 0.9530 0.0278 2.9% 0.0071 0.7% 28% False False 192
20 1.0062 0.9530 0.0532 5.5% 0.0067 0.7% 15% False False 115
40 1.0505 0.9530 0.0975 10.1% 0.0086 0.9% 8% False False 119
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0015
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9893
2.618 0.9785
1.618 0.9719
1.000 0.9678
0.618 0.9653
HIGH 0.9612
0.618 0.9587
0.500 0.9579
0.382 0.9571
LOW 0.9546
0.618 0.9505
1.000 0.9480
1.618 0.9439
2.618 0.9373
4.250 0.9266
Fisher Pivots for day following 05-May-2008
Pivot 1 day 3 day
R1 0.9599 0.9619
PP 0.9589 0.9616
S1 0.9579 0.9612

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

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