CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 07-Aug-2008
Day Change Summary
Previous Current
06-Aug-2008 07-Aug-2008 Change Change % Previous Week
Open 0.9256 0.9140 -0.0116 -1.3% 0.9296
High 0.9261 0.9183 -0.0078 -0.8% 0.9347
Low 0.9121 0.9135 0.0014 0.2% 0.9248
Close 0.9147 0.9157 0.0010 0.1% 0.9309
Range 0.0140 0.0048 -0.0092 -65.7% 0.0099
ATR 0.0096 0.0092 -0.0003 -3.6% 0.0000
Volume 103,848 117,593 13,745 13.2% 507,522
Daily Pivots for day following 07-Aug-2008
Classic Woodie Camarilla DeMark
R4 0.9302 0.9278 0.9183
R3 0.9254 0.9230 0.9170
R2 0.9206 0.9206 0.9166
R1 0.9182 0.9182 0.9161 0.9194
PP 0.9158 0.9158 0.9158 0.9165
S1 0.9134 0.9134 0.9153 0.9146
S2 0.9110 0.9110 0.9148
S3 0.9062 0.9086 0.9144
S4 0.9014 0.9038 0.9131
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 0.9121 0.0223 2.4% 0.0079 0.9% 16% False False 109,622
10 0.9409 0.9121 0.0288 3.1% 0.0080 0.9% 13% False False 103,856
20 0.9672 0.9121 0.0551 6.0% 0.0099 1.1% 7% False False 119,921
40 0.9672 0.9121 0.0551 6.0% 0.0095 1.0% 7% False False 122,328
60 0.9785 0.9121 0.0664 7.3% 0.0097 1.1% 5% False False 82,854
80 0.9901 0.9121 0.0780 8.5% 0.0093 1.0% 5% False False 62,189
100 1.0290 0.9121 0.1169 12.8% 0.0090 1.0% 3% False False 49,776
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 48 trading days
Fibonacci Retracements and Extensions
4.250 0.9387
2.618 0.9309
1.618 0.9261
1.000 0.9231
0.618 0.9213
HIGH 0.9183
0.618 0.9165
0.500 0.9159
0.382 0.9153
LOW 0.9135
0.618 0.9105
1.000 0.9087
1.618 0.9057
2.618 0.9009
4.250 0.8931
Fisher Pivots for day following 07-Aug-2008
Pivot 1 day 3 day
R1 0.9159 0.9216
PP 0.9158 0.9196
S1 0.9158 0.9177

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

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