CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 27-Aug-2008
Day Change Summary
Previous Current
26-Aug-2008 27-Aug-2008 Change Change % Previous Week
Open 0.9157 0.9130 -0.0027 -0.3% 0.9061
High 0.9173 0.9209 0.0036 0.4% 0.9259
Low 0.9106 0.9109 0.0003 0.0% 0.9059
Close 0.9132 0.9130 -0.0002 0.0% 0.9102
Range 0.0067 0.0100 0.0033 49.3% 0.0200
ATR 0.0096 0.0097 0.0000 0.3% 0.0000
Volume 102,351 104,571 2,220 2.2% 591,100
Daily Pivots for day following 27-Aug-2008
Classic Woodie Camarilla DeMark
R4 0.9449 0.9390 0.9185
R3 0.9349 0.9290 0.9158
R2 0.9249 0.9249 0.9148
R1 0.9190 0.9190 0.9139 0.9180
PP 0.9149 0.9149 0.9149 0.9145
S1 0.9090 0.9090 0.9121 0.9080
S2 0.9049 0.9049 0.9112
S3 0.8949 0.8990 0.9103
S4 0.8849 0.8890 0.9075
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 0.9740 0.9621 0.9212
R3 0.9540 0.9421 0.9157
R2 0.9340 0.9340 0.9139
R1 0.9221 0.9221 0.9120 0.9281
PP 0.9140 0.9140 0.9140 0.9170
S1 0.9021 0.9021 0.9084 0.9081
S2 0.8940 0.8940 0.9065
S3 0.8740 0.8821 0.9047
S4 0.8540 0.8621 0.8992
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9259 0.9013 0.0246 2.7% 0.0126 1.4% 48% False False 126,128
10 0.9259 0.9013 0.0246 2.7% 0.0097 1.1% 48% False False 118,286
20 0.9344 0.9013 0.0331 3.6% 0.0090 1.0% 35% False False 111,568
40 0.9672 0.9013 0.0659 7.2% 0.0097 1.1% 18% False False 121,098
60 0.9672 0.9013 0.0659 7.2% 0.0098 1.1% 18% False False 109,245
80 0.9790 0.9013 0.0777 8.5% 0.0097 1.1% 15% False False 82,088
100 1.0062 0.9013 0.1049 11.5% 0.0091 1.0% 11% False False 65,694
120 1.0505 0.9013 0.1492 16.3% 0.0093 1.0% 8% False False 54,766
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9634
2.618 0.9471
1.618 0.9371
1.000 0.9309
0.618 0.9271
HIGH 0.9209
0.618 0.9171
0.500 0.9159
0.382 0.9147
LOW 0.9109
0.618 0.9047
1.000 0.9009
1.618 0.8947
2.618 0.8847
4.250 0.8684
Fisher Pivots for day following 27-Aug-2008
Pivot 1 day 3 day
R1 0.9159 0.9124
PP 0.9149 0.9117
S1 0.9140 0.9111

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

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