CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 13-Aug-2008
Day Change Summary
Previous Current
12-Aug-2008 13-Aug-2008 Change Change % Previous Week
Open 0.9101 0.9166 0.0065 0.7% 0.9302
High 0.9173 0.9247 0.0074 0.8% 0.9329
Low 0.9079 0.9129 0.0050 0.6% 0.9079
Close 0.9150 0.9147 -0.0003 0.0% 0.9090
Range 0.0094 0.0118 0.0024 25.5% 0.0250
ATR 0.0091 0.0093 0.0002 2.2% 0.0000
Volume 84,375 97,575 13,200 15.6% 525,079
Daily Pivots for day following 13-Aug-2008
Classic Woodie Camarilla DeMark
R4 0.9528 0.9456 0.9212
R3 0.9410 0.9338 0.9179
R2 0.9292 0.9292 0.9169
R1 0.9220 0.9220 0.9158 0.9197
PP 0.9174 0.9174 0.9174 0.9163
S1 0.9102 0.9102 0.9136 0.9079
S2 0.9056 0.9056 0.9125
S3 0.8938 0.8984 0.9115
S4 0.8820 0.8866 0.9082
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 0.9247 0.9075 0.0172 1.9% 0.0084 0.9% 42% True False 105,796
10 0.9344 0.9075 0.0269 2.9% 0.0084 0.9% 27% False False 104,850
20 0.9577 0.9075 0.0502 5.5% 0.0090 1.0% 14% False False 108,886
40 0.9672 0.9075 0.0597 6.5% 0.0097 1.1% 12% False False 123,004
60 0.9785 0.9075 0.0710 7.8% 0.0097 1.1% 10% False False 89,669
80 0.9808 0.9075 0.0733 8.0% 0.0094 1.0% 10% False False 67,327
100 1.0170 0.9075 0.1095 12.0% 0.0088 1.0% 7% False False 53,878
120 1.0505 0.9075 0.1430 15.6% 0.0088 1.0% 5% False False 44,911
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 0.0018
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9749
2.618 0.9556
1.618 0.9438
1.000 0.9365
0.618 0.9320
HIGH 0.9247
0.618 0.9202
0.500 0.9188
0.382 0.9174
LOW 0.9129
0.618 0.9056
1.000 0.9011
1.618 0.8938
2.618 0.8820
4.250 0.8628
Fisher Pivots for day following 13-Aug-2008
Pivot 1 day 3 day
R1 0.9188 0.9161
PP 0.9174 0.9156
S1 0.9161 0.9152

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

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