CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 07-May-2008
Day Change Summary
Previous Current
06-May-2008 07-May-2008 Change Change % Previous Week
Open 0.9616 0.9599 -0.0017 -0.2% 0.9627
High 0.9673 0.9613 -0.0060 -0.6% 0.9755
Low 0.9602 0.9546 -0.0056 -0.6% 0.9530
Close 0.9614 0.9600 -0.0014 -0.1% 0.9566
Range 0.0071 0.0067 -0.0004 -5.6% 0.0225
ATR 0.0084 0.0083 -0.0001 -1.3% 0.0000
Volume 86 165 79 91.9% 687
Daily Pivots for day following 07-May-2008
Classic Woodie Camarilla DeMark
R4 0.9787 0.9761 0.9637
R3 0.9720 0.9694 0.9618
R2 0.9653 0.9653 0.9612
R1 0.9627 0.9627 0.9606 0.9640
PP 0.9586 0.9586 0.9586 0.9593
S1 0.9560 0.9560 0.9594 0.9573
S2 0.9519 0.9519 0.9588
S3 0.9452 0.9493 0.9582
S4 0.9385 0.9426 0.9563
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 0.9708 0.9530 0.0178 1.9% 0.0075 0.8% 39% False False 236
10 0.9755 0.9530 0.0225 2.3% 0.0074 0.8% 31% False False 209
20 1.0062 0.9530 0.0532 5.5% 0.0071 0.7% 13% False False 127
40 1.0505 0.9530 0.0975 10.2% 0.0086 0.9% 7% False False 125
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9898
2.618 0.9788
1.618 0.9721
1.000 0.9680
0.618 0.9654
HIGH 0.9613
0.618 0.9587
0.500 0.9580
0.382 0.9572
LOW 0.9546
0.618 0.9505
1.000 0.9479
1.618 0.9438
2.618 0.9371
4.250 0.9261
Fisher Pivots for day following 07-May-2008
Pivot 1 day 3 day
R1 0.9593 0.9610
PP 0.9586 0.9606
S1 0.9580 0.9603

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

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