CME Japanese Yen Future June 2008


Trading Metrics calculated at close of trading on 04-Jan-2008
Day Change Summary
Previous Current
03-Jan-2008 04-Jan-2008 Change Change % Previous Week
Open 0.9350 0.9395 0.0045 0.5% 0.9100
High 0.9350 0.9406 0.0056 0.6% 0.9406
Low 0.9265 0.9343 0.0078 0.8% 0.9017
Close 0.9295 0.9366 0.0071 0.8% 0.9366
Range 0.0085 0.0063 -0.0022 -25.9% 0.0389
ATR
Volume 74 14 -60 -81.1% 98
Daily Pivots for day following 04-Jan-2008
Classic Woodie Camarilla DeMark
R4 0.9561 0.9526 0.9401
R3 0.9498 0.9463 0.9383
R2 0.9435 0.9435 0.9378
R1 0.9400 0.9400 0.9372 0.9386
PP 0.9372 0.9372 0.9372 0.9365
S1 0.9337 0.9337 0.9360 0.9323
S2 0.9309 0.9309 0.9354
S3 0.9246 0.9274 0.9349
S4 0.9183 0.9211 0.9331
Weekly Pivots for week ending 04-Jan-2008
Classic Woodie Camarilla DeMark
R4 1.0430 1.0287 0.9580
R3 1.0041 0.9898 0.9473
R2 0.9652 0.9652 0.9437
R1 0.9509 0.9509 0.9402 0.9581
PP 0.9263 0.9263 0.9263 0.9299
S1 0.9120 0.9120 0.9330 0.9192
S2 0.8874 0.8874 0.9295
S3 0.8485 0.8731 0.9259
S4 0.8096 0.8342 0.9152
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9406 0.8978 0.0428 4.6% 0.0097 1.0% 91% True False 24
10 0.9406 0.8882 0.0524 5.6% 0.0065 0.7% 92% True False 17
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 False
Stretch 0.0002
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9674
2.618 0.9571
1.618 0.9508
1.000 0.9469
0.618 0.9445
HIGH 0.9406
0.618 0.9382
0.500 0.9375
0.382 0.9367
LOW 0.9343
0.618 0.9304
1.000 0.9280
1.618 0.9241
2.618 0.9178
4.250 0.9075
Fisher Pivots for day following 04-Jan-2008
Pivot 1 day 3 day
R1 0.9375 0.9331
PP 0.9372 0.9296
S1 0.9369 0.9261

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

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