CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 27-May-2008
Day Change Summary
Previous Current
26-May-2008 27-May-2008 Change Change % Previous Week
Open 0.9803 0.9693 -0.0110 -1.1% 0.9683
High 0.9803 0.9693 -0.0110 -1.1% 0.9803
Low 0.9803 0.9693 -0.0110 -1.1% 0.9682
Close 0.9803 0.9693 -0.0110 -1.1% 0.9803
Range
ATR 0.0063 0.0066 0.0003 5.4% 0.0000
Volume
Daily Pivots for day following 27-May-2008
Classic Woodie Camarilla DeMark
R4 0.9693 0.9693 0.9693
R3 0.9693 0.9693 0.9693
R2 0.9693 0.9693 0.9693
R1 0.9693 0.9693 0.9693 0.9693
PP 0.9693 0.9693 0.9693 0.9693
S1 0.9693 0.9693 0.9693 0.9693
S2 0.9693 0.9693 0.9693
S3 0.9693 0.9693 0.9693
S4 0.9693 0.9693 0.9693
Weekly Pivots for week ending 23-May-2008
Classic Woodie Camarilla DeMark
R4 1.0126 1.0085 0.9870
R3 1.0005 0.9964 0.9836
R2 0.9884 0.9884 0.9825
R1 0.9843 0.9843 0.9814 0.9864
PP 0.9763 0.9763 0.9763 0.9773
S1 0.9722 0.9722 0.9792 0.9743
S2 0.9642 0.9642 0.9781
S3 0.9521 0.9601 0.9770
S4 0.9400 0.9480 0.9736
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9803 0.9682 0.0121 1.2% 0.0000 0.0% 9% False False 1
10 0.9803 0.9605 0.0198 2.0% 0.0011 0.1% 44% False False 11
20 0.9812 0.9582 0.0230 2.4% 0.0006 0.1% 48% False False 7
40 1.0025 0.9582 0.0443 4.6% 0.0004 0.0% 25% False False 3
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 0.9693
2.618 0.9693
1.618 0.9693
1.000 0.9693
0.618 0.9693
HIGH 0.9693
0.618 0.9693
0.500 0.9693
0.382 0.9693
LOW 0.9693
0.618 0.9693
1.000 0.9693
1.618 0.9693
2.618 0.9693
4.250 0.9693
Fisher Pivots for day following 27-May-2008
Pivot 1 day 3 day
R1 0.9693 0.9748
PP 0.9693 0.9730
S1 0.9693 0.9711

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

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