CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 02-Sep-2008
Day Change Summary
Previous Current
29-Aug-2008 02-Sep-2008 Change Change % Previous Week
Open 0.9197 0.9250 0.0053 0.6% 0.9138
High 0.9276 0.9345 0.0069 0.7% 0.9276
Low 0.9191 0.9214 0.0023 0.3% 0.9069
Close 0.9250 0.9260 0.0010 0.1% 0.9250
Range 0.0085 0.0131 0.0046 54.1% 0.0207
ATR 0.0080 0.0083 0.0004 4.6% 0.0000
Volume 1,221 896 -325 -26.6% 3,105
Daily Pivots for day following 02-Sep-2008
Classic Woodie Camarilla DeMark
R4 0.9666 0.9594 0.9332
R3 0.9535 0.9463 0.9296
R2 0.9404 0.9404 0.9284
R1 0.9332 0.9332 0.9272 0.9368
PP 0.9273 0.9273 0.9273 0.9291
S1 0.9201 0.9201 0.9248 0.9237
S2 0.9142 0.9142 0.9236
S3 0.9011 0.9070 0.9224
S4 0.8880 0.8939 0.9188
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 0.9819 0.9742 0.9364
R3 0.9612 0.9535 0.9307
R2 0.9405 0.9405 0.9288
R1 0.9328 0.9328 0.9269 0.9367
PP 0.9198 0.9198 0.9198 0.9218
S1 0.9121 0.9121 0.9231 0.9160
S2 0.8991 0.8991 0.9212
S3 0.8784 0.8914 0.9193
S4 0.8577 0.8707 0.9136
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9345 0.9158 0.0187 2.0% 0.0090 1.0% 55% True False 710
10 0.9345 0.9069 0.0276 3.0% 0.0099 1.1% 69% True False 546
20 0.9353 0.9069 0.0284 3.1% 0.0082 0.9% 67% False False 330
40 0.9715 0.9069 0.0646 7.0% 0.0069 0.7% 30% False False 241
60 0.9715 0.9069 0.0646 7.0% 0.0058 0.6% 30% False False 524
80 0.9803 0.9069 0.0734 7.9% 0.0047 0.5% 26% False False 404
100 0.9952 0.9069 0.0883 9.5% 0.0037 0.4% 22% False False 324
120 1.0401 0.9069 0.1332 14.4% 0.0032 0.3% 14% False False 274
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9902
2.618 0.9688
1.618 0.9557
1.000 0.9476
0.618 0.9426
HIGH 0.9345
0.618 0.9295
0.500 0.9280
0.382 0.9264
LOW 0.9214
0.618 0.9133
1.000 0.9083
1.618 0.9002
2.618 0.8871
4.250 0.8657
Fisher Pivots for day following 02-Sep-2008
Pivot 1 day 3 day
R1 0.9280 0.9260
PP 0.9273 0.9260
S1 0.9267 0.9260

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

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