CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 05-Sep-2008
Day Change Summary
Previous Current
04-Sep-2008 05-Sep-2008 Change Change % Previous Week
Open 0.9243 0.9383 0.0140 1.5% 0.9200
High 0.9353 0.9480 0.0127 1.4% 0.9480
Low 0.9214 0.9286 0.0072 0.8% 0.9164
Close 0.9350 0.9338 -0.0012 -0.1% 0.9338
Range 0.0139 0.0194 0.0055 39.6% 0.0316
ATR 0.0101 0.0107 0.0007 6.6% 0.0000
Volume 119,814 149,828 30,014 25.1% 572,432
Daily Pivots for day following 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 0.9950 0.9838 0.9445
R3 0.9756 0.9644 0.9391
R2 0.9562 0.9562 0.9374
R1 0.9450 0.9450 0.9356 0.9409
PP 0.9368 0.9368 0.9368 0.9348
S1 0.9256 0.9256 0.9320 0.9215
S2 0.9174 0.9174 0.9302
S3 0.8980 0.9062 0.9285
S4 0.8786 0.8868 0.9231
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.0275 1.0123 0.9512
R3 0.9959 0.9807 0.9425
R2 0.9643 0.9643 0.9396
R1 0.9491 0.9491 0.9367 0.9567
PP 0.9327 0.9327 0.9327 0.9366
S1 0.9175 0.9175 0.9309 0.9251
S2 0.9011 0.9011 0.9280
S3 0.8695 0.8859 0.9251
S4 0.8379 0.8543 0.9164
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9480 0.9133 0.0347 3.7% 0.0131 1.4% 59% True False 137,728
10 0.9480 0.9013 0.0467 5.0% 0.0122 1.3% 70% True False 134,340
20 0.9480 0.9013 0.0467 5.0% 0.0104 1.1% 70% True False 120,601
40 0.9672 0.9013 0.0659 7.1% 0.0102 1.1% 49% False False 120,261
60 0.9672 0.9013 0.0659 7.1% 0.0098 1.0% 49% False False 121,752
80 0.9785 0.9013 0.0772 8.3% 0.0098 1.1% 42% False False 92,291
100 0.9901 0.9013 0.0888 9.5% 0.0095 1.0% 37% False False 73,871
120 1.0290 0.9013 0.1277 13.7% 0.0092 1.0% 25% False False 61,580
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0032
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 1.0305
2.618 0.9988
1.618 0.9794
1.000 0.9674
0.618 0.9600
HIGH 0.9480
0.618 0.9406
0.500 0.9383
0.382 0.9360
LOW 0.9286
0.618 0.9166
1.000 0.9092
1.618 0.8972
2.618 0.8778
4.250 0.8462
Fisher Pivots for day following 05-Sep-2008
Pivot 1 day 3 day
R1 0.9383 0.9334
PP 0.9368 0.9330
S1 0.9353 0.9326

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

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