CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 10-Jun-2008
Day Change Summary
Previous Current
09-Jun-2008 10-Jun-2008 Change Change % Previous Week
Open 0.9623 0.9463 -0.0160 -1.7% 0.9678
High 0.9631 0.9463 -0.0168 -1.7% 0.9678
Low 0.9515 0.9428 -0.0087 -0.9% 0.9563
Close 0.9523 0.9415 -0.0108 -1.1% 0.9616
Range 0.0116 0.0035 -0.0081 -69.8% 0.0115
ATR 0.0060 0.0063 0.0002 4.1% 0.0000
Volume 64 7 -57 -89.1% 228
Daily Pivots for day following 10-Jun-2008
Classic Woodie Camarilla DeMark
R4 0.9540 0.9513 0.9434
R3 0.9505 0.9478 0.9425
R2 0.9470 0.9470 0.9421
R1 0.9443 0.9443 0.9418 0.9439
PP 0.9435 0.9435 0.9435 0.9434
S1 0.9408 0.9408 0.9412 0.9404
S2 0.9400 0.9400 0.9409
S3 0.9365 0.9373 0.9405
S4 0.9330 0.9338 0.9396
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 0.9428 0.0203 2.2% 0.0031 0.3% -6% False True 48
10 0.9678 0.9428 0.0250 2.7% 0.0016 0.2% -5% False True 81
20 0.9803 0.9428 0.0375 4.0% 0.0013 0.1% -3% False True 46
40 0.9952 0.9428 0.0524 5.6% 0.0007 0.1% -2% False True 24
60 1.0401 0.9428 0.0973 10.3% 0.0005 0.1% -1% False True 24
Crabel Price Patterns
NR True
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9612
2.618 0.9555
1.618 0.9520
1.000 0.9498
0.618 0.9485
HIGH 0.9463
0.618 0.9450
0.500 0.9446
0.382 0.9441
LOW 0.9428
0.618 0.9406
1.000 0.9393
1.618 0.9371
2.618 0.9336
4.250 0.9279
Fisher Pivots for day following 10-Jun-2008
Pivot 1 day 3 day
R1 0.9446 0.9530
PP 0.9435 0.9491
S1 0.9425 0.9453

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

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