CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 09-Sep-2008
Day Change Summary
Previous Current
08-Sep-2008 09-Sep-2008 Change Change % Previous Week
Open 0.9212 0.9243 0.0031 0.3% 0.9200
High 0.9284 0.9376 0.0092 1.0% 0.9480
Low 0.9170 0.9243 0.0073 0.8% 0.9164
Close 0.9262 0.9347 0.0085 0.9% 0.9338
Range 0.0114 0.0133 0.0019 16.7% 0.0316
ATR 0.0112 0.0113 0.0002 1.4% 0.0000
Volume 200,376 177,766 -22,610 -11.3% 572,432
Daily Pivots for day following 09-Sep-2008
Classic Woodie Camarilla DeMark
R4 0.9721 0.9667 0.9420
R3 0.9588 0.9534 0.9384
R2 0.9455 0.9455 0.9371
R1 0.9401 0.9401 0.9359 0.9428
PP 0.9322 0.9322 0.9322 0.9336
S1 0.9268 0.9268 0.9335 0.9295
S2 0.9189 0.9189 0.9323
S3 0.9056 0.9135 0.9310
S4 0.8923 0.9002 0.9274
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 0.9170 0.0310 3.3% 0.0134 1.4% 57% False False 167,923
10 0.9480 0.9106 0.0374 4.0% 0.0115 1.2% 64% False False 140,283
20 0.9480 0.9013 0.0467 5.0% 0.0108 1.2% 72% False False 128,036
40 0.9672 0.9013 0.0659 7.1% 0.0102 1.1% 51% False False 121,630
60 0.9672 0.9013 0.0659 7.1% 0.0099 1.1% 51% False False 125,803
80 0.9785 0.9013 0.0772 8.3% 0.0099 1.1% 43% False False 97,002
100 0.9808 0.9013 0.0795 8.5% 0.0095 1.0% 42% False False 77,652
120 1.0290 0.9013 0.1277 13.7% 0.0093 1.0% 26% False False 64,730
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 0.0030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9941
2.618 0.9724
1.618 0.9591
1.000 0.9509
0.618 0.9458
HIGH 0.9376
0.618 0.9325
0.500 0.9310
0.382 0.9294
LOW 0.9243
0.618 0.9161
1.000 0.9110
1.618 0.9028
2.618 0.8895
4.250 0.8678
Fisher Pivots for day following 09-Sep-2008
Pivot 1 day 3 day
R1 0.9335 0.9340
PP 0.9322 0.9332
S1 0.9310 0.9325

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

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