CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 21-May-2008
Day Change Summary
Previous Current
20-May-2008 21-May-2008 Change Change % Previous Week
Open 0.9658 0.9724 0.0066 0.7% 0.9789
High 0.9718 0.9763 0.0045 0.5% 0.9790
Low 0.9652 0.9724 0.0072 0.7% 0.9550
Close 0.9705 0.9755 0.0050 0.5% 0.9660
Range 0.0066 0.0039 -0.0027 -40.9% 0.0240
ATR 0.0089 0.0087 -0.0002 -2.5% 0.0000
Volume 931 292 -639 -68.6% 2,176
Daily Pivots for day following 21-May-2008
Classic Woodie Camarilla DeMark
R4 0.9864 0.9849 0.9776
R3 0.9825 0.9810 0.9766
R2 0.9786 0.9786 0.9762
R1 0.9771 0.9771 0.9759 0.9779
PP 0.9747 0.9747 0.9747 0.9751
S1 0.9732 0.9732 0.9751 0.9740
S2 0.9708 0.9708 0.9748
S3 0.9669 0.9693 0.9744
S4 0.9630 0.9654 0.9734
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 0.9763 0.9570 0.0193 2.0% 0.0074 0.8% 96% True False 559
10 0.9790 0.9550 0.0240 2.5% 0.0088 0.9% 85% False False 423
20 0.9790 0.9530 0.0260 2.7% 0.0081 0.8% 87% False False 316
40 1.0170 0.9530 0.0640 6.6% 0.0074 0.8% 35% False False 200
60 1.0505 0.9529 0.0976 10.0% 0.0080 0.8% 23% False False 158
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0011
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.9929
2.618 0.9865
1.618 0.9826
1.000 0.9802
0.618 0.9787
HIGH 0.9763
0.618 0.9748
0.500 0.9744
0.382 0.9739
LOW 0.9724
0.618 0.9700
1.000 0.9685
1.618 0.9661
2.618 0.9622
4.250 0.9558
Fisher Pivots for day following 21-May-2008
Pivot 1 day 3 day
R1 0.9751 0.9733
PP 0.9747 0.9710
S1 0.9744 0.9688

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

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