CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 15-Apr-2008
Day Change Summary
Previous Current
14-Apr-2008 15-Apr-2008 Change Change % Previous Week
Open 1.0014 0.9950 -0.0064 -0.6% 0.9842
High 1.0014 0.9950 -0.0064 -0.6% 1.0025
Low 1.0014 0.9950 -0.0064 -0.6% 0.9842
Close 1.0014 0.9973 -0.0041 -0.4% 1.0030
Range
ATR 0.0068 0.0067 0.0000 -0.4% 0.0000
Volume 1 0 -1 -100.0% 7
Daily Pivots for day following 15-Apr-2008
Classic Woodie Camarilla DeMark
R4 0.9958 0.9965 0.9973
R3 0.9958 0.9965 0.9973
R2 0.9958 0.9958 0.9973
R1 0.9965 0.9965 0.9973 0.9962
PP 0.9958 0.9958 0.9958 0.9956
S1 0.9965 0.9965 0.9973 0.9962
S2 0.9958 0.9958 0.9973
S3 0.9958 0.9965 0.9973
S4 0.9958 0.9965 0.9973
Weekly Pivots for week ending 11-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.0515 1.0455 1.0131
R3 1.0332 1.0272 1.0080
R2 1.0149 1.0149 1.0064
R1 1.0089 1.0089 1.0047 1.0119
PP 0.9966 0.9966 0.9966 0.9981
S1 0.9906 0.9906 1.0013 0.9936
S2 0.9783 0.9783 0.9996
S3 0.9600 0.9723 0.9980
S4 0.9417 0.9540 0.9929
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0025 0.9900 0.0125 1.3% 0.0000 0.0% 58% False False
10 1.0025 0.9842 0.0183 1.8% 0.0005 0.0% 72% False False
20 1.0401 0.9842 0.0559 5.6% 0.0002 0.0% 23% False False 26
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 0.9950
2.618 0.9950
1.618 0.9950
1.000 0.9950
0.618 0.9950
HIGH 0.9950
0.618 0.9950
0.500 0.9950
0.382 0.9950
LOW 0.9950
0.618 0.9950
1.000 0.9950
1.618 0.9950
2.618 0.9950
4.250 0.9950
Fisher Pivots for day following 15-Apr-2008
Pivot 1 day 3 day
R1 0.9965 0.9988
PP 0.9958 0.9983
S1 0.9950 0.9978

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

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