CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 02-Jun-2008
Day Change Summary
Previous Current
30-May-2008 02-Jun-2008 Change Change % Previous Week
Open 0.9519 0.9565 0.0046 0.5% 0.9747
High 0.9553 0.9665 0.0112 1.2% 0.9747
Low 0.9512 0.9533 0.0021 0.2% 0.9504
Close 0.9538 0.9632 0.0094 1.0% 0.9538
Range 0.0041 0.0132 0.0091 222.0% 0.0243
ATR 0.0089 0.0092 0.0003 3.4% 0.0000
Volume 1,557 1,065 -492 -31.6% 3,609
Daily Pivots for day following 02-Jun-2008
Classic Woodie Camarilla DeMark
R4 1.0006 0.9951 0.9705
R3 0.9874 0.9819 0.9668
R2 0.9742 0.9742 0.9656
R1 0.9687 0.9687 0.9644 0.9715
PP 0.9610 0.9610 0.9610 0.9624
S1 0.9555 0.9555 0.9620 0.9583
S2 0.9478 0.9478 0.9608
S3 0.9346 0.9423 0.9596
S4 0.9214 0.9291 0.9559
Weekly Pivots for week ending 30-May-2008
Classic Woodie Camarilla DeMark
R4 1.0325 1.0175 0.9672
R3 1.0082 0.9932 0.9605
R2 0.9839 0.9839 0.9583
R1 0.9689 0.9689 0.9560 0.9643
PP 0.9596 0.9596 0.9596 0.9573
S1 0.9446 0.9446 0.9516 0.9400
S2 0.9353 0.9353 0.9493
S3 0.9110 0.9203 0.9471
S4 0.8867 0.8960 0.9404
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9747 0.9504 0.0243 2.5% 0.0098 1.0% 53% False False 776
10 0.9785 0.9504 0.0281 2.9% 0.0087 0.9% 46% False False 688
20 0.9790 0.9504 0.0286 3.0% 0.0090 0.9% 45% False False 507
40 1.0062 0.9504 0.0558 5.8% 0.0078 0.8% 23% False False 311
60 1.0505 0.9504 0.1001 10.4% 0.0087 0.9% 13% False False 248
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 False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0226
2.618 1.0011
1.618 0.9879
1.000 0.9797
0.618 0.9747
HIGH 0.9665
0.618 0.9615
0.500 0.9599
0.382 0.9583
LOW 0.9533
0.618 0.9451
1.000 0.9401
1.618 0.9319
2.618 0.9187
4.250 0.8972
Fisher Pivots for day following 02-Jun-2008
Pivot 1 day 3 day
R1 0.9621 0.9616
PP 0.9610 0.9600
S1 0.9599 0.9585

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

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