CME Japanese Yen Future September 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 0.9140 0.9200 0.0060 0.7% 0.9069
High 0.9231 0.9299 0.0068 0.7% 0.9231
Low 0.9133 0.9164 0.0031 0.3% 0.9013
Close 0.9202 0.9212 0.0010 0.1% 0.9202
Range 0.0098 0.0135 0.0037 37.8% 0.0218
ATR 0.0096 0.0098 0.0003 2.9% 0.0000
Volume 116,211 110,956 -5,255 -4.5% 576,200
Daily Pivots for day following 02-Sep-2008
Classic Woodie Camarilla DeMark
R4 0.9630 0.9556 0.9286
R3 0.9495 0.9421 0.9249
R2 0.9360 0.9360 0.9237
R1 0.9286 0.9286 0.9224 0.9323
PP 0.9225 0.9225 0.9225 0.9244
S1 0.9151 0.9151 0.9200 0.9188
S2 0.9090 0.9090 0.9187
S3 0.8955 0.9016 0.9175
S4 0.8820 0.8881 0.9138
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 0.9803 0.9720 0.9322
R3 0.9585 0.9502 0.9262
R2 0.9367 0.9367 0.9242
R1 0.9284 0.9284 0.9222 0.9326
PP 0.9149 0.9149 0.9149 0.9169
S1 0.9066 0.9066 0.9182 0.9108
S2 0.8931 0.8931 0.9162
S3 0.8713 0.8848 0.9142
S4 0.8495 0.8630 0.9082
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9299 0.9106 0.0193 2.1% 0.0096 1.0% 55% True False 112,643
10 0.9299 0.9013 0.0286 3.1% 0.0106 1.2% 70% True False 117,718
20 0.9310 0.9013 0.0297 3.2% 0.0096 1.0% 67% False False 112,919
40 0.9672 0.9013 0.0659 7.2% 0.0098 1.1% 30% False False 118,618
60 0.9672 0.9013 0.0659 7.2% 0.0097 1.1% 30% False False 115,044
80 0.9790 0.9013 0.0777 8.4% 0.0097 1.0% 26% False False 86,534
100 0.9989 0.9013 0.0976 10.6% 0.0092 1.0% 20% False False 69,257
120 1.0505 0.9013 0.1492 16.2% 0.0094 1.0% 13% False False 57,735
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 0.0018
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9873
2.618 0.9652
1.618 0.9517
1.000 0.9434
0.618 0.9382
HIGH 0.9299
0.618 0.9247
0.500 0.9232
0.382 0.9216
LOW 0.9164
0.618 0.9081
1.000 0.9029
1.618 0.8946
2.618 0.8811
4.250 0.8590
Fisher Pivots for day following 02-Sep-2008
Pivot 1 day 3 day
R1 0.9232 0.9211
PP 0.9225 0.9211
S1 0.9219 0.9210

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

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