CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 20-May-2008
Day Change Summary
Previous Current
19-May-2008 20-May-2008 Change Change % Previous Week
Open 0.9663 0.9658 -0.0005 -0.1% 0.9789
High 0.9696 0.9718 0.0022 0.2% 0.9790
Low 0.9612 0.9652 0.0040 0.4% 0.9550
Close 0.9640 0.9705 0.0065 0.7% 0.9660
Range 0.0084 0.0066 -0.0018 -21.4% 0.0240
ATR 0.0090 0.0089 -0.0001 -0.9% 0.0000
Volume 315 931 616 195.6% 2,176
Daily Pivots for day following 20-May-2008
Classic Woodie Camarilla DeMark
R4 0.9890 0.9863 0.9741
R3 0.9824 0.9797 0.9723
R2 0.9758 0.9758 0.9717
R1 0.9731 0.9731 0.9711 0.9745
PP 0.9692 0.9692 0.9692 0.9698
S1 0.9665 0.9665 0.9699 0.9679
S2 0.9626 0.9626 0.9693
S3 0.9560 0.9599 0.9687
S4 0.9494 0.9533 0.9669
Weekly Pivots for week ending 16-May-2008
Classic Woodie Camarilla DeMark
R4 1.0387 1.0263 0.9792
R3 1.0147 1.0023 0.9726
R2 0.9907 0.9907 0.9704
R1 0.9783 0.9783 0.9682 0.9725
PP 0.9667 0.9667 0.9667 0.9638
S1 0.9543 0.9543 0.9638 0.9485
S2 0.9427 0.9427 0.9616
S3 0.9187 0.9303 0.9594
S4 0.8947 0.9063 0.9528
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9718 0.9550 0.0168 1.7% 0.0079 0.8% 92% True False 579
10 0.9790 0.9546 0.0244 2.5% 0.0091 0.9% 65% False False 411
20 0.9808 0.9530 0.0278 2.9% 0.0083 0.9% 63% False False 303
40 1.0170 0.9530 0.0640 6.6% 0.0073 0.8% 27% False False 193
60 1.0505 0.9444 0.1061 10.9% 0.0079 0.8% 25% False False 153
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 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9999
2.618 0.9891
1.618 0.9825
1.000 0.9784
0.618 0.9759
HIGH 0.9718
0.618 0.9693
0.500 0.9685
0.382 0.9677
LOW 0.9652
0.618 0.9611
1.000 0.9586
1.618 0.9545
2.618 0.9479
4.250 0.9372
Fisher Pivots for day following 20-May-2008
Pivot 1 day 3 day
R1 0.9698 0.9687
PP 0.9692 0.9669
S1 0.9685 0.9651

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

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