CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 08-Aug-2008
Day Change Summary
Previous Current
07-Aug-2008 08-Aug-2008 Change Change % Previous Week
Open 0.9195 0.9206 0.0011 0.1% 0.9380
High 0.9218 0.9206 -0.0012 -0.1% 0.9380
Low 0.9194 0.9134 -0.0060 -0.7% 0.9134
Close 0.9208 0.9140 -0.0068 -0.7% 0.9140
Range 0.0024 0.0072 0.0048 200.0% 0.0246
ATR 0.0063 0.0063 0.0001 1.3% 0.0000
Volume 87 101 14 16.1% 484
Daily Pivots for day following 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 0.9376 0.9330 0.9180
R3 0.9304 0.9258 0.9160
R2 0.9232 0.9232 0.9153
R1 0.9186 0.9186 0.9147 0.9173
PP 0.9160 0.9160 0.9160 0.9154
S1 0.9114 0.9114 0.9133 0.9101
S2 0.9088 0.9088 0.9127
S3 0.9016 0.9042 0.9120
S4 0.8944 0.8970 0.9100
Weekly Pivots for week ending 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 0.9956 0.9794 0.9275
R3 0.9710 0.9548 0.9208
R2 0.9464 0.9464 0.9185
R1 0.9302 0.9302 0.9163 0.9260
PP 0.9218 0.9218 0.9218 0.9197
S1 0.9056 0.9056 0.9117 0.9014
S2 0.8972 0.8972 0.9095
S3 0.8726 0.8810 0.9072
S4 0.8480 0.8564 0.9005
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9380 0.9134 0.0246 2.7% 0.0068 0.7% 2% False True 96
10 0.9390 0.9134 0.0256 2.8% 0.0058 0.6% 2% False True 141
20 0.9715 0.9134 0.0581 6.4% 0.0063 0.7% 1% False True 147
40 0.9715 0.9134 0.0581 6.4% 0.0052 0.6% 1% False True 122
60 0.9803 0.9134 0.0669 7.3% 0.0039 0.4% 1% False True 431
80 0.9849 0.9134 0.0715 7.8% 0.0030 0.3% 1% False True 325
100 1.0171 0.9134 0.1037 11.3% 0.0024 0.3% 1% False True 265
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9512
2.618 0.9394
1.618 0.9322
1.000 0.9278
0.618 0.9250
HIGH 0.9206
0.618 0.9178
0.500 0.9170
0.382 0.9162
LOW 0.9134
0.618 0.9090
1.000 0.9062
1.618 0.9018
2.618 0.8946
4.250 0.8828
Fisher Pivots for day following 08-Aug-2008
Pivot 1 day 3 day
R1 0.9170 0.9219
PP 0.9160 0.9193
S1 0.9150 0.9166

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

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