CME Japanese Yen Future September 2008

Trading Metrics calculated at close of trading on 10-Sep-2008

Day Change Summary
	Previous	Current
	09-Sep-2008	10-Sep-2008	Change	Change %	Previous Week
Open	0.9243	0.9367	0.0124	1.3%	0.9200
High	0.9376	0.9383	0.0007	0.1%	0.9480
Low	0.9243	0.9266	0.0023	0.2%	0.9164
Close	0.9347	0.9283	-0.0064	-0.7%	0.9338
Range	0.0133	0.0117	-0.0016	-12.0%	0.0316
ATR	0.0113	0.0113	0.0000	0.2%	0.0000
Volume	177,766	173,907	-3,859	-2.2%	572,432

Daily Pivots for day following 10-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9662	0.9589	0.9347
R3	0.9545	0.9472	0.9315
R2	0.9428	0.9428	0.9304
R1	0.9355	0.9355	0.9294	0.9333
PP	0.9311	0.9311	0.9311	0.9300
S1	0.9238	0.9238	0.9272	0.9216
S2	0.9194	0.9194	0.9262
S3	0.9077	0.9121	0.9251
S4	0.8960	0.9004	0.9219

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%	0.0139	1.5%	36%	False	False	164,338
10	0.9480	0.9109	0.0371	4.0%	0.0120	1.3%	47%	False	False	147,439
20	0.9480	0.9013	0.0467	5.0%	0.0109	1.2%	58%	False	False	132,512
40	0.9672	0.9013	0.0659	7.1%	0.0100	1.1%	41%	False	False	123,243
60	0.9672	0.9013	0.0659	7.1%	0.0100	1.1%	41%	False	False	126,034
80	0.9785	0.9013	0.0772	8.3%	0.0100	1.1%	35%	False	False	99,171
100	0.9808	0.9013	0.0795	8.6%	0.0096	1.0%	34%	False	False	79,389
120	1.0170	0.9013	0.1157	12.5%	0.0091	1.0%	23%	False	False	66,171

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9880
2.618	0.9689
1.618	0.9572
1.000	0.9500
0.618	0.9455
HIGH	0.9383
0.618	0.9338
0.500	0.9325
0.382	0.9311
LOW	0.9266
0.618	0.9194
1.000	0.9149
1.618	0.9077
2.618	0.8960
4.250	0.8769

Fisher Pivots for day following 10-Sep-2008
Pivot	1 day	3 day
R1	0.9325	0.9281
PP	0.9311	0.9279
S1	0.9297	0.9277

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