CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 22-May-2008
Day Change Summary
Previous Current
21-May-2008 22-May-2008 Change Change % Previous Week
Open 0.9798 0.9682 -0.0116 -1.2% 0.9773
High 0.9798 0.9682 -0.0116 -1.2% 0.9773
Low 0.9798 0.9682 -0.0116 -1.2% 0.9605
Close 0.9798 0.9682 -0.0116 -1.2% 0.9703
Range
ATR 0.0059 0.0063 0.0004 6.8% 0.0000
Volume 8 0 -8 -100.0% 112
Daily Pivots for day following 22-May-2008
Classic Woodie Camarilla DeMark
R4 0.9682 0.9682 0.9682
R3 0.9682 0.9682 0.9682
R2 0.9682 0.9682 0.9682
R1 0.9682 0.9682 0.9682 0.9682
PP 0.9682 0.9682 0.9682 0.9682
S1 0.9682 0.9682 0.9682 0.9682
S2 0.9682 0.9682 0.9682
S3 0.9682 0.9682 0.9682
S4 0.9682 0.9682 0.9682
Weekly Pivots for week ending 16-May-2008
Classic Woodie Camarilla DeMark
R4 1.0198 1.0118 0.9795
R3 1.0030 0.9950 0.9749
R2 0.9862 0.9862 0.9734
R1 0.9782 0.9782 0.9718 0.9738
PP 0.9694 0.9694 0.9694 0.9672
S1 0.9614 0.9614 0.9688 0.9570
S2 0.9526 0.9526 0.9672
S3 0.9358 0.9446 0.9657
S4 0.9190 0.9278 0.9611
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9798 0.9682 0.0116 1.2% 0.0021 0.2% 0% False True 2
10 0.9812 0.9605 0.0207 2.1% 0.0011 0.1% 37% False False 12
20 0.9812 0.9582 0.0230 2.4% 0.0006 0.1% 43% False False 7
40 1.0169 0.9582 0.0587 6.1% 0.0004 0.0% 17% False False 3
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 0.9682
2.618 0.9682
1.618 0.9682
1.000 0.9682
0.618 0.9682
HIGH 0.9682
0.618 0.9682
0.500 0.9682
0.382 0.9682
LOW 0.9682
0.618 0.9682
1.000 0.9682
1.618 0.9682
2.618 0.9682
4.250 0.9682
Fisher Pivots for day following 22-May-2008
Pivot 1 day 3 day
R1 0.9682 0.9740
PP 0.9682 0.9721
S1 0.9682 0.9701

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

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