CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 25-Jun-2008
Day Change Summary
Previous Current
24-Jun-2008 25-Jun-2008 Change Change % Previous Week
Open 0.9316 0.9318 0.0002 0.0% 0.9308
High 0.9359 0.9332 -0.0027 -0.3% 0.9378
Low 0.9281 0.9251 -0.0030 -0.3% 0.9258
Close 0.9311 0.9310 -0.0001 0.0% 0.9377
Range 0.0078 0.0081 0.0003 3.8% 0.0120
ATR 0.0090 0.0090 -0.0001 -0.7% 0.0000
Volume 124,710 114,372 -10,338 -8.3% 590,637
Daily Pivots for day following 25-Jun-2008
Classic Woodie Camarilla DeMark
R4 0.9541 0.9506 0.9355
R3 0.9460 0.9425 0.9332
R2 0.9379 0.9379 0.9325
R1 0.9344 0.9344 0.9317 0.9321
PP 0.9298 0.9298 0.9298 0.9286
S1 0.9263 0.9263 0.9303 0.9240
S2 0.9217 0.9217 0.9295
S3 0.9136 0.9182 0.9288
S4 0.9055 0.9101 0.9265
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 0.9698 0.9657 0.9443
R3 0.9578 0.9537 0.9410
R2 0.9458 0.9458 0.9399
R1 0.9417 0.9417 0.9388 0.9438
PP 0.9338 0.9338 0.9338 0.9348
S1 0.9297 0.9297 0.9366 0.9318
S2 0.9218 0.9218 0.9355
S3 0.9098 0.9177 0.9344
S4 0.8978 0.9057 0.9311
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9380 0.9251 0.0129 1.4% 0.0077 0.8% 46% False True 121,087
10 0.9413 0.9251 0.0162 1.7% 0.0075 0.8% 36% False True 109,904
20 0.9678 0.9251 0.0427 4.6% 0.0094 1.0% 14% False True 58,591
40 0.9790 0.9251 0.0539 5.8% 0.0091 1.0% 11% False True 29,494
60 1.0062 0.9251 0.0811 8.7% 0.0082 0.9% 7% False True 19,704
80 1.0505 0.9251 0.1254 13.5% 0.0087 0.9% 5% False True 14,796
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9676
2.618 0.9544
1.618 0.9463
1.000 0.9413
0.618 0.9382
HIGH 0.9332
0.618 0.9301
0.500 0.9292
0.382 0.9282
LOW 0.9251
0.618 0.9201
1.000 0.9170
1.618 0.9120
2.618 0.9039
4.250 0.8907
Fisher Pivots for day following 25-Jun-2008
Pivot 1 day 3 day
R1 0.9304 0.9316
PP 0.9298 0.9314
S1 0.9292 0.9312

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

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