CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 05-Aug-2008
Day Change Summary
Previous Current
04-Aug-2008 05-Aug-2008 Change Change % Previous Week
Open 0.9302 0.9260 -0.0042 -0.5% 0.9296
High 0.9329 0.9310 -0.0019 -0.2% 0.9347
Low 0.9255 0.9230 -0.0025 -0.3% 0.9248
Close 0.9257 0.9264 0.0007 0.1% 0.9309
Range 0.0074 0.0080 0.0006 8.1% 0.0099
ATR 0.0093 0.0092 -0.0001 -1.0% 0.0000
Volume 120,876 86,403 -34,473 -28.5% 507,522
Daily Pivots for day following 05-Aug-2008
Classic Woodie Camarilla DeMark
R4 0.9508 0.9466 0.9308
R3 0.9428 0.9386 0.9286
R2 0.9348 0.9348 0.9279
R1 0.9306 0.9306 0.9271 0.9327
PP 0.9268 0.9268 0.9268 0.9279
S1 0.9226 0.9226 0.9257 0.9247
S2 0.9188 0.9188 0.9249
S3 0.9108 0.9146 0.9242
S4 0.9028 0.9066 0.9220
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 0.9598 0.9553 0.9363
R3 0.9499 0.9454 0.9336
R2 0.9400 0.9400 0.9327
R1 0.9355 0.9355 0.9318 0.9378
PP 0.9301 0.9301 0.9301 0.9313
S1 0.9256 0.9256 0.9300 0.9279
S2 0.9202 0.9202 0.9291
S3 0.9103 0.9157 0.9282
S4 0.9004 0.9058 0.9255
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9344 0.9230 0.0114 1.2% 0.0067 0.7% 30% False True 101,805
10 0.9409 0.9230 0.0179 1.9% 0.0075 0.8% 19% False True 104,022
20 0.9672 0.9230 0.0442 4.8% 0.0098 1.1% 8% False True 121,176
40 0.9672 0.9230 0.0442 4.8% 0.0096 1.0% 8% False True 118,073
60 0.9785 0.9230 0.0555 6.0% 0.0096 1.0% 6% False True 79,174
80 0.9958 0.9230 0.0728 7.9% 0.0091 1.0% 5% False True 59,421
100 1.0505 0.9230 0.1275 13.8% 0.0093 1.0% 3% False True 47,562
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9650
2.618 0.9519
1.618 0.9439
1.000 0.9390
0.618 0.9359
HIGH 0.9310
0.618 0.9279
0.500 0.9270
0.382 0.9261
LOW 0.9230
0.618 0.9181
1.000 0.9150
1.618 0.9101
2.618 0.9021
4.250 0.8890
Fisher Pivots for day following 05-Aug-2008
Pivot 1 day 3 day
R1 0.9270 0.9287
PP 0.9268 0.9279
S1 0.9266 0.9272

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

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