CME Japanese Yen Future December 2008

Trading Metrics calculated at close of trading on 02-Apr-2008

Day Change Summary
	Previous	Current
	01-Apr-2008	02-Apr-2008	Change	Change %	Previous Week
Open	0.9919	0.9888	-0.0031	-0.3%	1.0028
High	0.9919	0.9888	-0.0031	-0.3%	1.0171
Low	0.9919	0.9888	-0.0031	-0.3%	1.0028
Close	0.9919	0.9888	-0.0031	-0.3%	1.0169
Range
ATR
Volume

Daily Pivots for day following 02-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9888	0.9888	0.9888
R3	0.9888	0.9888	0.9888
R2	0.9888	0.9888	0.9888
R1	0.9888	0.9888	0.9888	0.9888
PP	0.9888	0.9888	0.9888	0.9888
S1	0.9888	0.9888	0.9888	0.9888
S2	0.9888	0.9888	0.9888
S3	0.9888	0.9888	0.9888
S4	0.9888	0.9888	0.9888

Weekly Pivots for week ending 28-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0552	1.0503	1.0248
R3	1.0409	1.0360	1.0208
R2	1.0266	1.0266	1.0195
R1	1.0217	1.0217	1.0182	1.0242
PP	1.0123	1.0123	1.0123	1.0135
S1	1.0074	1.0074	1.0156	1.0099
S2	0.9980	0.9980	1.0143
S3	0.9837	0.9931	1.0130
S4	0.9694	0.9788	1.0090

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0169	0.9888	0.0281	2.8%	0.0000	0.0%	0%	False	True
10	1.0252	0.9888	0.0364	3.7%	0.0000	0.0%	0%	False	True	50

Crabel Price Patterns
NR	False
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	False
Bull Hook	False
Stretch	0.0000

Fibonacci Retracements and Extensions
4.250	0.9888
2.618	0.9888
1.618	0.9888
1.000	0.9888
0.618	0.9888
HIGH	0.9888
0.618	0.9888
0.500	0.9888
0.382	0.9888
LOW	0.9888
0.618	0.9888
1.000	0.9888
1.618	0.9888
2.618	0.9888
4.250	0.9888

Fisher Pivots for day following 02-Apr-2008
Pivot	1 day	3 day
R1	0.9888	1.0015
PP	0.9888	0.9972
S1	0.9888	0.9930

Download as Excel Spreadsheet

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

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