CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 09-May-2008
Day Change Summary
Previous Current
08-May-2008 09-May-2008 Change Change % Previous Week
Open 0.9719 0.9809 0.0090 0.9% 0.9652
High 0.9719 0.9812 0.0093 1.0% 0.9812
Low 0.9719 0.9809 0.0090 0.9% 0.9598
Close 0.9719 0.9820 0.0101 1.0% 0.9820
Range 0.0000 0.0003 0.0003 0.0214
ATR 0.0059 0.0062 0.0002 4.0% 0.0000
Volume 11 0 -11 -100.0% 14
Daily Pivots for day following 09-May-2008
Classic Woodie Camarilla DeMark
R4 0.9823 0.9824 0.9822
R3 0.9820 0.9821 0.9821
R2 0.9817 0.9817 0.9821
R1 0.9818 0.9818 0.9820 0.9818
PP 0.9814 0.9814 0.9814 0.9813
S1 0.9815 0.9815 0.9820 0.9815
S2 0.9811 0.9811 0.9819
S3 0.9808 0.9812 0.9819
S4 0.9805 0.9809 0.9818
Weekly Pivots for week ending 09-May-2008
Classic Woodie Camarilla DeMark
R4 1.0385 1.0317 0.9938
R3 1.0171 1.0103 0.9879
R2 0.9957 0.9957 0.9859
R1 0.9889 0.9889 0.9840 0.9923
PP 0.9743 0.9743 0.9743 0.9761
S1 0.9675 0.9675 0.9800 0.9709
S2 0.9529 0.9529 0.9781
S3 0.9315 0.9461 0.9761
S4 0.9101 0.9247 0.9702
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9812 0.9598 0.0214 2.2% 0.0001 0.0% 104% True False 2
10 0.9812 0.9582 0.0230 2.3% 0.0001 0.0% 103% True False 1
20 1.0014 0.9582 0.0432 4.4% 0.0000 0.0% 55% False False
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 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9825
2.618 0.9820
1.618 0.9817
1.000 0.9815
0.618 0.9814
HIGH 0.9812
0.618 0.9811
0.500 0.9811
0.382 0.9810
LOW 0.9809
0.618 0.9807
1.000 0.9806
1.618 0.9804
2.618 0.9801
4.250 0.9796
Fisher Pivots for day following 09-May-2008
Pivot 1 day 3 day
R1 0.9817 0.9782
PP 0.9814 0.9743
S1 0.9811 0.9705

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

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