CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 02-May-2008
Day Change Summary
Previous Current
01-May-2008 02-May-2008 Change Change % Previous Week
Open 0.9693 0.9582 -0.0111 -1.1% 0.9713
High 0.9693 0.9582 -0.0111 -1.1% 0.9737
Low 0.9693 0.9582 -0.0111 -1.1% 0.9582
Close 0.9693 0.9609 -0.0084 -0.9% 0.9609
Range
ATR 0.0054 0.0058 0.0004 7.4% 0.0000
Volume
Daily Pivots for day following 02-May-2008
Classic Woodie Camarilla DeMark
R4 0.9591 0.9600 0.9609
R3 0.9591 0.9600 0.9609
R2 0.9591 0.9591 0.9609
R1 0.9600 0.9600 0.9609 0.9596
PP 0.9591 0.9591 0.9591 0.9589
S1 0.9600 0.9600 0.9609 0.9596
S2 0.9591 0.9591 0.9609
S3 0.9591 0.9600 0.9609
S4 0.9591 0.9600 0.9609
Weekly Pivots for week ending 02-May-2008
Classic Woodie Camarilla DeMark
R4 1.0108 1.0013 0.9694
R3 0.9953 0.9858 0.9652
R2 0.9798 0.9798 0.9637
R1 0.9703 0.9703 0.9623 0.9673
PP 0.9643 0.9643 0.9643 0.9628
S1 0.9548 0.9548 0.9595 0.9518
S2 0.9488 0.9488 0.9581
S3 0.9333 0.9393 0.9566
S4 0.9178 0.9238 0.9524
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9737 0.9582 0.0155 1.6% 0.0000 0.0% 17% False True
10 0.9849 0.9582 0.0267 2.8% 0.0000 0.0% 10% False True
20 1.0025 0.9582 0.0443 4.6% 0.0002 0.0% 6% False True
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 0.9582
2.618 0.9582
1.618 0.9582
1.000 0.9582
0.618 0.9582
HIGH 0.9582
0.618 0.9582
0.500 0.9582
0.382 0.9582
LOW 0.9582
0.618 0.9582
1.000 0.9582
1.618 0.9582
2.618 0.9582
4.250 0.9582
Fisher Pivots for day following 02-May-2008
Pivot 1 day 3 day
R1 0.9600 0.9660
PP 0.9591 0.9643
S1 0.9582 0.9626

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

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