CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 18-Jun-2008
Day Change Summary
Previous Current
17-Jun-2008 18-Jun-2008 Change Change % Previous Week
Open 0.9288 0.9309 0.0021 0.2% 0.9604
High 0.9344 0.9330 -0.0014 -0.1% 0.9632
Low 0.9273 0.9268 -0.0005 -0.1% 0.9276
Close 0.9307 0.9317 0.0010 0.1% 0.9292
Range 0.0071 0.0062 -0.0009 -12.7% 0.0356
ATR 0.0098 0.0095 -0.0003 -2.6% 0.0000
Volume 89,197 109,278 20,081 22.5% 194,086
Daily Pivots for day following 18-Jun-2008
Classic Woodie Camarilla DeMark
R4 0.9491 0.9466 0.9351
R3 0.9429 0.9404 0.9334
R2 0.9367 0.9367 0.9328
R1 0.9342 0.9342 0.9323 0.9355
PP 0.9305 0.9305 0.9305 0.9311
S1 0.9280 0.9280 0.9311 0.9293
S2 0.9243 0.9243 0.9306
S3 0.9181 0.9218 0.9300
S4 0.9119 0.9156 0.9283
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 1.0468 1.0236 0.9488
R3 1.0112 0.9880 0.9390
R2 0.9756 0.9756 0.9357
R1 0.9524 0.9524 0.9325 0.9462
PP 0.9400 0.9400 0.9400 0.9369
S1 0.9168 0.9168 0.9259 0.9106
S2 0.9044 0.9044 0.9227
S3 0.8688 0.8812 0.9194
S4 0.8332 0.8456 0.9096
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9413 0.9258 0.0155 1.7% 0.0074 0.8% 38% False False 98,722
10 0.9632 0.9258 0.0374 4.0% 0.0100 1.1% 16% False False 55,933
20 0.9785 0.9258 0.0527 5.7% 0.0100 1.1% 11% False False 28,446
40 0.9790 0.9258 0.0532 5.7% 0.0090 1.0% 11% False False 14,381
60 1.0170 0.9258 0.0912 9.8% 0.0083 0.9% 6% False False 9,615
80 1.0505 0.9258 0.1247 13.4% 0.0085 0.9% 5% False False 7,230
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9594
2.618 0.9492
1.618 0.9430
1.000 0.9392
0.618 0.9368
HIGH 0.9330
0.618 0.9306
0.500 0.9299
0.382 0.9292
LOW 0.9268
0.618 0.9230
1.000 0.9206
1.618 0.9168
2.618 0.9106
4.250 0.9005
Fisher Pivots for day following 18-Jun-2008
Pivot 1 day 3 day
R1 0.9311 0.9312
PP 0.9305 0.9306
S1 0.9299 0.9301

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

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