CME Japanese Yen Future September 2008

Trading Metrics calculated at close of trading on 31-Jul-2008

Day Change Summary
	Previous	Current
	30-Jul-2008	31-Jul-2008	Change	Change %	Previous Week
Open	0.9272	0.9279	0.0007	0.1%	0.9384
High	0.9311	0.9319	0.0008	0.1%	0.9459
Low	0.9254	0.9248	-0.0006	-0.1%	0.9286
Close	0.9272	0.9292	0.0020	0.2%	0.9293
Range	0.0057	0.0071	0.0014	24.6%	0.0173
ATR	0.0099	0.0097	-0.0002	-2.0%	0.0000
Volume	93,348	89,007	-4,341	-4.7%	511,731

Daily Pivots for day following 31-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9499	0.9467	0.9331
R3	0.9428	0.9396	0.9312
R2	0.9357	0.9357	0.9305
R1	0.9325	0.9325	0.9299	0.9341
PP	0.9286	0.9286	0.9286	0.9295
S1	0.9254	0.9254	0.9285	0.9270
S2	0.9215	0.9215	0.9279
S3	0.9144	0.9183	0.9272
S4	0.9073	0.9112	0.9253

Weekly Pivots for week ending 25-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9865	0.9752	0.9388
R3	0.9692	0.9579	0.9341
R2	0.9519	0.9519	0.9325
R1	0.9406	0.9406	0.9309	0.9376
PP	0.9346	0.9346	0.9346	0.9331
S1	0.9233	0.9233	0.9277	0.9203
S2	0.9173	0.9173	0.9261
S3	0.9000	0.9060	0.9245
S4	0.8827	0.8887	0.9198

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9409	0.9248	0.0161	1.7%	0.0080	0.9%	27%	False	True	98,091
10	0.9467	0.9248	0.0219	2.4%	0.0083	0.9%	20%	False	True	106,753
20	0.9672	0.9248	0.0424	4.6%	0.0103	1.1%	10%	False	True	126,803
40	0.9672	0.9248	0.0424	4.6%	0.0101	1.1%	10%	False	True	110,268
60	0.9790	0.9248	0.0542	5.8%	0.0099	1.1%	8%	False	True	73,743
80	1.0062	0.9248	0.0814	8.8%	0.0092	1.0%	5%	False	True	55,339
100	1.0505	0.9248	0.1257	13.5%	0.0094	1.0%	4%	False	True	44,295

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9621
2.618	0.9505
1.618	0.9434
1.000	0.9390
0.618	0.9363
HIGH	0.9319
0.618	0.9292
0.500	0.9284
0.382	0.9275
LOW	0.9248
0.618	0.9204
1.000	0.9177
1.618	0.9133
2.618	0.9062
4.250	0.8946

Fisher Pivots for day following 31-Jul-2008
Pivot	1 day	3 day
R1	0.9289	0.9298
PP	0.9286	0.9296
S1	0.9284	0.9294

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols