CME Japanese Yen Future June 2008


Trading Metrics calculated at close of trading on 15-Jan-2008
Day Change Summary
Previous Current
14-Jan-2008 15-Jan-2008 Change Change % Previous Week
Open 0.9318 0.9399 0.0081 0.9% 0.9316
High 0.9400 0.9489 0.0089 0.9% 0.9324
Low 0.9318 0.9393 0.0075 0.8% 0.9229
Close 0.9352 0.9458 0.0106 1.1% 0.9303
Range 0.0082 0.0096 0.0014 17.1% 0.0095
ATR 0.0065 0.0071 0.0005 7.8% 0.0000
Volume 121 575 454 375.2% 2,566
Daily Pivots for day following 15-Jan-2008
Classic Woodie Camarilla DeMark
R4 0.9735 0.9692 0.9511
R3 0.9639 0.9596 0.9484
R2 0.9543 0.9543 0.9476
R1 0.9500 0.9500 0.9467 0.9522
PP 0.9447 0.9447 0.9447 0.9457
S1 0.9404 0.9404 0.9449 0.9426
S2 0.9351 0.9351 0.9440
S3 0.9255 0.9308 0.9432
S4 0.9159 0.9212 0.9405
Weekly Pivots for week ending 11-Jan-2008
Classic Woodie Camarilla DeMark
R4 0.9570 0.9532 0.9355
R3 0.9475 0.9437 0.9329
R2 0.9380 0.9380 0.9320
R1 0.9342 0.9342 0.9312 0.9314
PP 0.9285 0.9285 0.9285 0.9271
S1 0.9247 0.9247 0.9294 0.9219
S2 0.9190 0.9190 0.9286
S3 0.9095 0.9152 0.9277
S4 0.9000 0.9057 0.9251
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9489 0.9229 0.0260 2.7% 0.0055 0.6% 88% True False 577
10 0.9489 0.9115 0.0374 4.0% 0.0072 0.8% 92% True False 335
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9897
2.618 0.9740
1.618 0.9644
1.000 0.9585
0.618 0.9548
HIGH 0.9489
0.618 0.9452
0.500 0.9441
0.382 0.9430
LOW 0.9393
0.618 0.9334
1.000 0.9297
1.618 0.9238
2.618 0.9142
4.250 0.8985
Fisher Pivots for day following 15-Jan-2008
Pivot 1 day 3 day
R1 0.9452 0.9435
PP 0.9447 0.9412
S1 0.9441 0.9390

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

View Archives - Comment on this page... - Back to Index of Symbols