CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 09-Jun-2008
Day Change Summary
Previous Current
06-Jun-2008 09-Jun-2008 Change Change % Previous Week
Open 0.9569 0.9623 0.0054 0.6% 0.9678
High 0.9575 0.9631 0.0056 0.6% 0.9678
Low 0.9569 0.9515 -0.0054 -0.6% 0.9563
Close 0.9616 0.9523 -0.0093 -1.0% 0.9616
Range 0.0006 0.0116 0.0110 1,833.3% 0.0115
ATR 0.0056 0.0060 0.0004 7.6% 0.0000
Volume 12 64 52 433.3% 228
Daily Pivots for day following 09-Jun-2008
Classic Woodie Camarilla DeMark
R4 0.9904 0.9830 0.9587
R3 0.9788 0.9714 0.9555
R2 0.9672 0.9672 0.9544
R1 0.9598 0.9598 0.9534 0.9577
PP 0.9556 0.9556 0.9556 0.9546
S1 0.9482 0.9482 0.9512 0.9461
S2 0.9440 0.9440 0.9502
S3 0.9324 0.9366 0.9491
S4 0.9208 0.9250 0.9459
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 0.9964 0.9905 0.9679
R3 0.9849 0.9790 0.9648
R2 0.9734 0.9734 0.9637
R1 0.9675 0.9675 0.9627 0.9647
PP 0.9619 0.9619 0.9619 0.9605
S1 0.9560 0.9560 0.9605 0.9532
S2 0.9504 0.9504 0.9595
S3 0.9389 0.9445 0.9584
S4 0.9274 0.9330 0.9553
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9631 0.9515 0.0116 1.2% 0.0024 0.3% 7% True True 58
10 0.9693 0.9515 0.0178 1.9% 0.0012 0.1% 4% False True 81
20 0.9803 0.9515 0.0288 3.0% 0.0011 0.1% 3% False True 46
40 0.9952 0.9515 0.0437 4.6% 0.0006 0.1% 2% False True 23
60 1.0401 0.9515 0.0886 9.3% 0.0005 0.0% 1% False True 24
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 61 trading days
Fibonacci Retracements and Extensions
4.250 1.0124
2.618 0.9935
1.618 0.9819
1.000 0.9747
0.618 0.9703
HIGH 0.9631
0.618 0.9587
0.500 0.9573
0.382 0.9559
LOW 0.9515
0.618 0.9443
1.000 0.9399
1.618 0.9327
2.618 0.9211
4.250 0.9022
Fisher Pivots for day following 09-Jun-2008
Pivot 1 day 3 day
R1 0.9573 0.9573
PP 0.9556 0.9556
S1 0.9540 0.9540

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.