CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 11-Aug-2008
Day Change Summary
Previous Current
08-Aug-2008 11-Aug-2008 Change Change % Previous Week
Open 0.9206 0.9128 -0.0078 -0.8% 0.9380
High 0.9206 0.9184 -0.0022 -0.2% 0.9380
Low 0.9134 0.9128 -0.0006 -0.1% 0.9134
Close 0.9140 0.9158 0.0018 0.2% 0.9140
Range 0.0072 0.0056 -0.0016 -22.2% 0.0246
ATR 0.0063 0.0063 -0.0001 -0.8% 0.0000
Volume 101 120 19 18.8% 484
Daily Pivots for day following 11-Aug-2008
Classic Woodie Camarilla DeMark
R4 0.9325 0.9297 0.9189
R3 0.9269 0.9241 0.9173
R2 0.9213 0.9213 0.9168
R1 0.9185 0.9185 0.9163 0.9199
PP 0.9157 0.9157 0.9157 0.9164
S1 0.9129 0.9129 0.9153 0.9143
S2 0.9101 0.9101 0.9148
S3 0.9045 0.9073 0.9143
S4 0.8989 0.9017 0.9127
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 0.9353 0.9128 0.0225 2.5% 0.0066 0.7% 13% False True 68
10 0.9388 0.9128 0.0260 2.8% 0.0058 0.6% 12% False True 150
20 0.9715 0.9128 0.0587 6.4% 0.0065 0.7% 5% False True 123
40 0.9715 0.9128 0.0587 6.4% 0.0052 0.6% 5% False True 124
60 0.9803 0.9128 0.0675 7.4% 0.0040 0.4% 4% False True 433
80 0.9849 0.9128 0.0721 7.9% 0.0030 0.3% 4% False True 326
100 1.0171 0.9128 0.1043 11.4% 0.0025 0.3% 3% False True 266
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 True
Bull Hook False
Stretch 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9422
2.618 0.9331
1.618 0.9275
1.000 0.9240
0.618 0.9219
HIGH 0.9184
0.618 0.9163
0.500 0.9156
0.382 0.9149
LOW 0.9128
0.618 0.9093
1.000 0.9072
1.618 0.9037
2.618 0.8981
4.250 0.8890
Fisher Pivots for day following 11-Aug-2008
Pivot 1 day 3 day
R1 0.9157 0.9173
PP 0.9157 0.9168
S1 0.9156 0.9163

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

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