CME Japanese Yen Future September 2008

Trading Metrics calculated at close of trading on 19-Aug-2008

Day Change Summary
	Previous	Current
	18-Aug-2008	19-Aug-2008	Change	Change %	Previous Week
Open	0.9061	0.9094	0.0033	0.4%	0.9090
High	0.9110	0.9143	0.0033	0.4%	0.9247
Low	0.9059	0.9077	0.0018	0.2%	0.9050
Close	0.9090	0.9120	0.0030	0.3%	0.9062
Range	0.0051	0.0066	0.0015	29.4%	0.0197
ATR	0.0088	0.0087	-0.0002	-1.8%	0.0000
Volume	101,069	75,161	-25,908	-25.6%	575,930

Daily Pivots for day following 19-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9311	0.9282	0.9156
R3	0.9245	0.9216	0.9138
R2	0.9179	0.9179	0.9132
R1	0.9150	0.9150	0.9126	0.9165
PP	0.9113	0.9113	0.9113	0.9121
S1	0.9084	0.9084	0.9114	0.9099
S2	0.9047	0.9047	0.9108
S3	0.8981	0.9018	0.9102
S4	0.8915	0.8952	0.9084

Weekly Pivots for week ending 15-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9711	0.9583	0.9170
R3	0.9514	0.9386	0.9116
R2	0.9317	0.9317	0.9098
R1	0.9189	0.9189	0.9080	0.9155
PP	0.9120	0.9120	0.9120	0.9102
S1	0.8992	0.8992	0.9044	0.8958
S2	0.8923	0.8923	0.9026
S3	0.8726	0.8795	0.9008
S4	0.8529	0.8598	0.8954

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9247	0.9050	0.0197	2.2%	0.0080	0.9%	36%	False	False	106,941
10	0.9261	0.9050	0.0211	2.3%	0.0084	0.9%	33%	False	False	106,996
20	0.9409	0.9050	0.0359	3.9%	0.0080	0.9%	19%	False	False	105,509
40	0.9672	0.9050	0.0622	6.8%	0.0097	1.1%	11%	False	False	122,042
60	0.9747	0.9050	0.0697	7.6%	0.0097	1.1%	10%	False	False	96,920
80	0.9790	0.9050	0.0740	8.1%	0.0094	1.0%	9%	False	False	72,781
100	1.0062	0.9050	0.1012	11.1%	0.0088	1.0%	7%	False	False	58,249
120	1.0505	0.9050	0.1455	16.0%	0.0090	1.0%	5%	False	False	48,553

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9424
2.618	0.9316
1.618	0.9250
1.000	0.9209
0.618	0.9184
HIGH	0.9143
0.618	0.9118
0.500	0.9110
0.382	0.9102
LOW	0.9077
0.618	0.9036
1.000	0.9011
1.618	0.8970
2.618	0.8904
4.250	0.8797

Fisher Pivots for day following 19-Aug-2008
Pivot	1 day	3 day
R1	0.9117	0.9112
PP	0.9113	0.9104
S1	0.9110	0.9097

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