CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 07-Jul-2008
Day Change Summary
Previous Current
03-Jul-2008 07-Jul-2008 Change Change % Previous Week
Open 0.9486 0.9410 -0.0076 -0.8% 0.9455
High 0.9492 0.9412 -0.0080 -0.8% 0.9565
Low 0.9387 0.9316 -0.0071 -0.8% 0.9387
Close 0.9409 0.9385 -0.0024 -0.3% 0.9409
Range 0.0105 0.0096 -0.0009 -8.6% 0.0178
ATR 0.0099 0.0098 0.0000 -0.2% 0.0000
Volume 144,862 145,142 280 0.2% 588,936
Daily Pivots for day following 07-Jul-2008
Classic Woodie Camarilla DeMark
R4 0.9659 0.9618 0.9438
R3 0.9563 0.9522 0.9411
R2 0.9467 0.9467 0.9403
R1 0.9426 0.9426 0.9394 0.9399
PP 0.9371 0.9371 0.9371 0.9357
S1 0.9330 0.9330 0.9376 0.9303
S2 0.9275 0.9275 0.9367
S3 0.9179 0.9234 0.9359
S4 0.9083 0.9138 0.9332
Weekly Pivots for week ending 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 0.9988 0.9876 0.9507
R3 0.9810 0.9698 0.9458
R2 0.9632 0.9632 0.9442
R1 0.9520 0.9520 0.9425 0.9487
PP 0.9454 0.9454 0.9454 0.9437
S1 0.9342 0.9342 0.9393 0.9309
S2 0.9276 0.9276 0.9376
S3 0.9098 0.9164 0.9360
S4 0.8920 0.8986 0.9311
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9565 0.9316 0.0249 2.7% 0.0106 1.1% 28% False True 146,815
10 0.9565 0.9251 0.0314 3.3% 0.0104 1.1% 43% False False 137,322
20 0.9632 0.9251 0.0381 4.1% 0.0097 1.0% 35% False False 107,897
40 0.9790 0.9251 0.0539 5.7% 0.0096 1.0% 25% False False 54,449
60 0.9989 0.9251 0.0738 7.9% 0.0088 0.9% 18% False False 36,349
80 1.0505 0.9251 0.1254 13.4% 0.0092 1.0% 11% False False 27,294
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9820
2.618 0.9663
1.618 0.9567
1.000 0.9508
0.618 0.9471
HIGH 0.9412
0.618 0.9375
0.500 0.9364
0.382 0.9353
LOW 0.9316
0.618 0.9257
1.000 0.9220
1.618 0.9161
2.618 0.9065
4.250 0.8908
Fisher Pivots for day following 07-Jul-2008
Pivot 1 day 3 day
R1 0.9378 0.9405
PP 0.9371 0.9398
S1 0.9364 0.9392

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

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