CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 11-Jun-2008
Day Change Summary
Previous Current
10-Jun-2008 11-Jun-2008 Change Change % Previous Week
Open 0.9457 0.9363 -0.0094 -1.0% 0.9565
High 0.9464 0.9435 -0.0029 -0.3% 0.9678
Low 0.9358 0.9332 -0.0026 -0.3% 0.9446
Close 0.9361 0.9400 0.0039 0.4% 0.9568
Range 0.0106 0.0103 -0.0003 -2.8% 0.0232
ATR 0.0106 0.0106 0.0000 -0.2% 0.0000
Volume 23,662 27,594 3,932 16.6% 11,731
Daily Pivots for day following 11-Jun-2008
Classic Woodie Camarilla DeMark
R4 0.9698 0.9652 0.9457
R3 0.9595 0.9549 0.9428
R2 0.9492 0.9492 0.9419
R1 0.9446 0.9446 0.9409 0.9469
PP 0.9389 0.9389 0.9389 0.9401
S1 0.9343 0.9343 0.9391 0.9366
S2 0.9286 0.9286 0.9381
S3 0.9183 0.9240 0.9372
S4 0.9080 0.9137 0.9343
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 0.9332 0.0300 3.2% 0.0126 1.3% 23% False True 13,143
10 0.9678 0.9332 0.0346 3.7% 0.0113 1.2% 20% False True 7,278
20 0.9785 0.9332 0.0453 4.8% 0.0100 1.1% 15% False True 3,906
40 0.9901 0.9332 0.0569 6.1% 0.0091 1.0% 12% False True 2,049
60 1.0290 0.9332 0.0958 10.2% 0.0086 0.9% 7% False True 1,408
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0021
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9873
2.618 0.9705
1.618 0.9602
1.000 0.9538
0.618 0.9499
HIGH 0.9435
0.618 0.9396
0.500 0.9384
0.382 0.9371
LOW 0.9332
0.618 0.9268
1.000 0.9229
1.618 0.9165
2.618 0.9062
4.250 0.8894
Fisher Pivots for day following 11-Jun-2008
Pivot 1 day 3 day
R1 0.9395 0.9482
PP 0.9389 0.9455
S1 0.9384 0.9427

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

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