CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 15-Jul-2008
Day Change Summary
Previous Current
14-Jul-2008 15-Jul-2008 Change Change % Previous Week
Open 0.9458 0.9454 -0.0004 0.0% 0.9410
High 0.9468 0.9638 0.0170 1.8% 0.9499
Low 0.9395 0.9442 0.0047 0.5% 0.9316
Close 0.9457 0.9554 0.0097 1.0% 0.9418
Range 0.0073 0.0196 0.0123 168.5% 0.0183
ATR 0.0098 0.0105 0.0007 7.1% 0.0000
Volume 201,262 109,361 -91,901 -45.7% 663,015
Daily Pivots for day following 15-Jul-2008
Classic Woodie Camarilla DeMark
R4 1.0133 1.0039 0.9662
R3 0.9937 0.9843 0.9608
R2 0.9741 0.9741 0.9590
R1 0.9647 0.9647 0.9572 0.9694
PP 0.9545 0.9545 0.9545 0.9568
S1 0.9451 0.9451 0.9536 0.9498
S2 0.9349 0.9349 0.9518
S3 0.9153 0.9255 0.9500
S4 0.8957 0.9059 0.9446
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 0.9960 0.9872 0.9519
R3 0.9777 0.9689 0.9468
R2 0.9594 0.9594 0.9452
R1 0.9506 0.9506 0.9435 0.9550
PP 0.9411 0.9411 0.9411 0.9433
S1 0.9323 0.9323 0.9401 0.9367
S2 0.9228 0.9228 0.9384
S3 0.9045 0.9140 0.9368
S4 0.8862 0.8957 0.9317
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9638 0.9323 0.0315 3.3% 0.0115 1.2% 73% True False 135,858
10 0.9638 0.9316 0.0322 3.4% 0.0109 1.1% 74% True False 140,857
20 0.9638 0.9251 0.0387 4.1% 0.0100 1.0% 78% True False 131,615
40 0.9785 0.9251 0.0534 5.6% 0.0099 1.0% 57% False False 75,100
60 0.9808 0.9251 0.0557 5.8% 0.0093 1.0% 54% False False 50,153
80 1.0170 0.9251 0.0919 9.6% 0.0087 0.9% 33% False False 37,635
100 1.0505 0.9251 0.1254 13.1% 0.0087 0.9% 24% False False 30,125
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 80 trading days
Fibonacci Retracements and Extensions
4.250 1.0471
2.618 1.0151
1.618 0.9955
1.000 0.9834
0.618 0.9759
HIGH 0.9638
0.618 0.9563
0.500 0.9540
0.382 0.9517
LOW 0.9442
0.618 0.9321
1.000 0.9246
1.618 0.9125
2.618 0.8929
4.250 0.8609
Fisher Pivots for day following 15-Jul-2008
Pivot 1 day 3 day
R1 0.9549 0.9535
PP 0.9545 0.9515
S1 0.9540 0.9496

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

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