CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 13-Jun-2008
Day Change Summary
Previous Current
12-Jun-2008 13-Jun-2008 Change Change % Previous Week
Open 0.9454 0.9369 -0.0085 -0.9% 0.9623
High 0.9454 0.9393 -0.0061 -0.6% 0.9631
Low 0.9454 0.9358 -0.0096 -1.0% 0.9358
Close 0.9369 0.9349 -0.0020 -0.2% 0.9349
Range 0.0000 0.0035 0.0035 0.0273
ATR 0.0057 0.0055 -0.0002 -2.7% 0.0000
Volume 0 58 58 20,252
Daily Pivots for day following 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 0.9472 0.9445 0.9368
R3 0.9437 0.9410 0.9359
R2 0.9402 0.9402 0.9355
R1 0.9375 0.9375 0.9352 0.9371
PP 0.9367 0.9367 0.9367 0.9365
S1 0.9340 0.9340 0.9346 0.9336
S2 0.9332 0.9332 0.9343
S3 0.9297 0.9305 0.9339
S4 0.9262 0.9270 0.9330
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 1.0265 1.0080 0.9499
R3 0.9992 0.9807 0.9424
R2 0.9719 0.9719 0.9399
R1 0.9534 0.9534 0.9374 0.9490
PP 0.9446 0.9446 0.9446 0.9424
S1 0.9261 0.9261 0.9324 0.9217
S2 0.9173 0.9173 0.9299
S3 0.8900 0.8988 0.9274
S4 0.8627 0.8715 0.9199
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9631 0.9358 0.0273 2.9% 0.0037 0.4% -3% False True 4,050
10 0.9678 0.9358 0.0320 3.4% 0.0019 0.2% -3% False True 2,048
20 0.9803 0.9358 0.0445 4.8% 0.0013 0.1% -2% False True 1,050
40 0.9849 0.9358 0.0491 5.3% 0.0008 0.1% -2% False True 528
60 1.0171 0.9358 0.0813 8.7% 0.0006 0.1% -1% False True 360
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 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9542
2.618 0.9485
1.618 0.9450
1.000 0.9428
0.618 0.9415
HIGH 0.9393
0.618 0.9380
0.500 0.9376
0.382 0.9371
LOW 0.9358
0.618 0.9336
1.000 0.9323
1.618 0.9301
2.618 0.9266
4.250 0.9209
Fisher Pivots for day following 13-Jun-2008
Pivot 1 day 3 day
R1 0.9376 0.9406
PP 0.9367 0.9387
S1 0.9358 0.9368

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

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