CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 12-Aug-2008
Day Change Summary
Previous Current
11-Aug-2008 12-Aug-2008 Change Change % Previous Week
Open 0.9090 0.9101 0.0011 0.1% 0.9302
High 0.9147 0.9173 0.0026 0.3% 0.9329
Low 0.9075 0.9079 0.0004 0.0% 0.9079
Close 0.9108 0.9150 0.0042 0.5% 0.9090
Range 0.0072 0.0094 0.0022 30.6% 0.0250
ATR 0.0090 0.0091 0.0000 0.3% 0.0000
Volume 133,079 84,375 -48,704 -36.6% 525,079
Daily Pivots for day following 12-Aug-2008
Classic Woodie Camarilla DeMark
R4 0.9416 0.9377 0.9202
R3 0.9322 0.9283 0.9176
R2 0.9228 0.9228 0.9167
R1 0.9189 0.9189 0.9159 0.9209
PP 0.9134 0.9134 0.9134 0.9144
S1 0.9095 0.9095 0.9141 0.9115
S2 0.9040 0.9040 0.9133
S3 0.8946 0.9001 0.9124
S4 0.8852 0.8907 0.9098
Weekly Pivots for week ending 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 0.9916 0.9753 0.9228
R3 0.9666 0.9503 0.9159
R2 0.9416 0.9416 0.9136
R1 0.9253 0.9253 0.9113 0.9210
PP 0.9166 0.9166 0.9166 0.9144
S1 0.9003 0.9003 0.9067 0.8960
S2 0.8916 0.8916 0.9044
S3 0.8666 0.8753 0.9021
S4 0.8416 0.8503 0.8953
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9261 0.9075 0.0186 2.0% 0.0088 1.0% 40% False False 107,050
10 0.9344 0.9075 0.0269 2.9% 0.0078 0.9% 28% False False 104,427
20 0.9672 0.9075 0.0597 6.5% 0.0091 1.0% 13% False False 113,975
40 0.9672 0.9075 0.0597 6.5% 0.0096 1.0% 13% False False 122,795
60 0.9785 0.9075 0.0710 7.8% 0.0096 1.1% 11% False False 88,058
80 0.9808 0.9075 0.0733 8.0% 0.0093 1.0% 10% False False 66,108
100 1.0170 0.9075 0.1095 12.0% 0.0088 1.0% 7% False False 52,903
120 1.0505 0.9075 0.1430 15.6% 0.0088 1.0% 5% False False 44,100
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0017
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9573
2.618 0.9419
1.618 0.9325
1.000 0.9267
0.618 0.9231
HIGH 0.9173
0.618 0.9137
0.500 0.9126
0.382 0.9115
LOW 0.9079
0.618 0.9021
1.000 0.8985
1.618 0.8927
2.618 0.8833
4.250 0.8680
Fisher Pivots for day following 12-Aug-2008
Pivot 1 day 3 day
R1 0.9142 0.9141
PP 0.9134 0.9133
S1 0.9126 0.9124

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

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