CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 30-Jun-2008
Day Change Summary
Previous Current
27-Jun-2008 30-Jun-2008 Change Change % Previous Week
Open 0.9399 0.9455 0.0056 0.6% 0.9365
High 0.9492 0.9565 0.0073 0.8% 0.9492
Low 0.9367 0.9432 0.0065 0.7% 0.9251
Close 0.9452 0.9471 0.0019 0.2% 0.9452
Range 0.0125 0.0133 0.0008 6.4% 0.0241
ATR 0.0096 0.0098 0.0003 2.8% 0.0000
Volume 155,613 153,995 -1,618 -1.0% 639,150
Daily Pivots for day following 30-Jun-2008
Classic Woodie Camarilla DeMark
R4 0.9888 0.9813 0.9544
R3 0.9755 0.9680 0.9508
R2 0.9622 0.9622 0.9495
R1 0.9547 0.9547 0.9483 0.9585
PP 0.9489 0.9489 0.9489 0.9508
S1 0.9414 0.9414 0.9459 0.9452
S2 0.9356 0.9356 0.9447
S3 0.9223 0.9281 0.9434
S4 0.9090 0.9148 0.9398
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 1.0121 1.0028 0.9585
R3 0.9880 0.9787 0.9518
R2 0.9639 0.9639 0.9496
R1 0.9546 0.9546 0.9474 0.9593
PP 0.9398 0.9398 0.9398 0.9422
S1 0.9305 0.9305 0.9430 0.9352
S2 0.9157 0.9157 0.9408
S3 0.8916 0.9064 0.9386
S4 0.8675 0.8823 0.9319
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9565 0.9251 0.0314 3.3% 0.0111 1.2% 70% True False 131,781
10 0.9565 0.9251 0.0314 3.3% 0.0091 1.0% 70% True False 122,373
20 0.9678 0.9251 0.0427 4.5% 0.0100 1.1% 52% False False 79,426
40 0.9790 0.9251 0.0539 5.7% 0.0095 1.0% 41% False False 39,967
60 1.0062 0.9251 0.0811 8.6% 0.0085 0.9% 27% False False 26,683
80 1.0505 0.9251 0.1254 13.2% 0.0090 1.0% 18% False False 20,043
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 0.0022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0130
2.618 0.9913
1.618 0.9780
1.000 0.9698
0.618 0.9647
HIGH 0.9565
0.618 0.9514
0.500 0.9499
0.382 0.9483
LOW 0.9432
0.618 0.9350
1.000 0.9299
1.618 0.9217
2.618 0.9084
4.250 0.8867
Fisher Pivots for day following 30-Jun-2008
Pivot 1 day 3 day
R1 0.9499 0.9456
PP 0.9489 0.9440
S1 0.9480 0.9425

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

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