CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 25-Jul-2008
Day Change Summary
Previous Current
24-Jul-2008 25-Jul-2008 Change Change % Previous Week
Open 0.9346 0.9420 0.0074 0.8% 0.9448
High 0.9399 0.9420 0.0021 0.2% 0.9490
Low 0.9346 0.9381 0.0035 0.4% 0.9346
Close 0.9394 0.9344 -0.0050 -0.5% 0.9344
Range 0.0053 0.0039 -0.0014 -26.4% 0.0144
ATR 0.0066 0.0064 -0.0002 -2.9% 0.0000
Volume 11 29 18 163.6% 65
Daily Pivots for day following 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 0.9499 0.9460 0.9365
R3 0.9460 0.9421 0.9355
R2 0.9421 0.9421 0.9351
R1 0.9382 0.9382 0.9348 0.9382
PP 0.9382 0.9382 0.9382 0.9382
S1 0.9343 0.9343 0.9340 0.9343
S2 0.9343 0.9343 0.9337
S3 0.9304 0.9304 0.9333
S4 0.9265 0.9265 0.9323
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 0.9825 0.9729 0.9423
R3 0.9681 0.9585 0.9384
R2 0.9537 0.9537 0.9370
R1 0.9441 0.9441 0.9357 0.9417
PP 0.9393 0.9393 0.9393 0.9382
S1 0.9297 0.9297 0.9331 0.9273
S2 0.9249 0.9249 0.9318
S3 0.9105 0.9153 0.9304
S4 0.8961 0.9009 0.9265
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9490 0.9346 0.0144 1.5% 0.0054 0.6% -1% False False 13
10 0.9715 0.9346 0.0369 3.9% 0.0069 0.7% -1% False False 153
20 0.9715 0.9346 0.0369 3.9% 0.0054 0.6% -1% False False 153
40 0.9715 0.9313 0.0402 4.3% 0.0042 0.5% 8% False False 598
60 0.9812 0.9313 0.0499 5.3% 0.0030 0.3% 6% False False 410
80 1.0025 0.9313 0.0712 7.6% 0.0023 0.2% 4% False False 307
Crabel Price Patterns
NR True
NR4 True
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 True
Stretch 0.0005
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9586
2.618 0.9522
1.618 0.9483
1.000 0.9459
0.618 0.9444
HIGH 0.9420
0.618 0.9405
0.500 0.9401
0.382 0.9396
LOW 0.9381
0.618 0.9357
1.000 0.9342
1.618 0.9318
2.618 0.9279
4.250 0.9215
Fisher Pivots for day following 25-Jul-2008
Pivot 1 day 3 day
R1 0.9401 0.9383
PP 0.9382 0.9370
S1 0.9363 0.9357

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

View Archives - Comment on this page... - Back to Index of Symbols