CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 10-Jun-2008
Day Change Summary
Previous Current
09-Jun-2008 10-Jun-2008 Change Change % Previous Week
Open 0.9604 0.9457 -0.0147 -1.5% 0.9565
High 0.9632 0.9464 -0.0168 -1.7% 0.9678
Low 0.9453 0.9358 -0.0095 -1.0% 0.9446
Close 0.9475 0.9361 -0.0114 -1.2% 0.9568
Range 0.0179 0.0106 -0.0073 -40.8% 0.0232
ATR 0.0105 0.0106 0.0001 0.8% 0.0000
Volume 7,739 23,662 15,923 205.8% 11,731
Daily Pivots for day following 10-Jun-2008
Classic Woodie Camarilla DeMark
R4 0.9712 0.9643 0.9419
R3 0.9606 0.9537 0.9390
R2 0.9500 0.9500 0.9380
R1 0.9431 0.9431 0.9371 0.9413
PP 0.9394 0.9394 0.9394 0.9385
S1 0.9325 0.9325 0.9351 0.9307
S2 0.9288 0.9288 0.9342
S3 0.9182 0.9219 0.9332
S4 0.9076 0.9113 0.9303
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 1.0260 1.0146 0.9696
R3 1.0028 0.9914 0.9632
R2 0.9796 0.9796 0.9611
R1 0.9682 0.9682 0.9589 0.9739
PP 0.9564 0.9564 0.9564 0.9593
S1 0.9450 0.9450 0.9547 0.9507
S2 0.9332 0.9332 0.9525
S3 0.9100 0.9218 0.9504
S4 0.8868 0.8986 0.9440
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9632 0.9358 0.0274 2.9% 0.0120 1.3% 1% False True 7,954
10 0.9678 0.9358 0.0320 3.4% 0.0114 1.2% 1% False True 4,585
20 0.9785 0.9358 0.0427 4.6% 0.0098 1.0% 1% False True 2,546
40 0.9958 0.9358 0.0600 6.4% 0.0089 0.9% 1% False True 1,360
60 1.0335 0.9358 0.0977 10.4% 0.0088 0.9% 0% False True 949
Crabel Price Patterns
NR True
NR4 True
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 0.0018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9915
2.618 0.9742
1.618 0.9636
1.000 0.9570
0.618 0.9530
HIGH 0.9464
0.618 0.9424
0.500 0.9411
0.382 0.9398
LOW 0.9358
0.618 0.9292
1.000 0.9252
1.618 0.9186
2.618 0.9080
4.250 0.8908
Fisher Pivots for day following 10-Jun-2008
Pivot 1 day 3 day
R1 0.9411 0.9495
PP 0.9394 0.9450
S1 0.9378 0.9406

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

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