CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 29-May-2008
Day Change Summary
Previous Current
28-May-2008 29-May-2008 Change Change % Previous Week
Open 0.9671 0.9577 -0.0094 -1.0% 0.9683
High 0.9671 0.9577 -0.0094 -1.0% 0.9803
Low 0.9671 0.9577 -0.0094 -1.0% 0.9682
Close 0.9656 0.9577 -0.0079 -0.8% 0.9803
Range
ATR 0.0063 0.0064 0.0001 1.8% 0.0000
Volume 0 414 414 14
Daily Pivots for day following 29-May-2008
Classic Woodie Camarilla DeMark
R4 0.9577 0.9577 0.9577
R3 0.9577 0.9577 0.9577
R2 0.9577 0.9577 0.9577
R1 0.9577 0.9577 0.9577 0.9577
PP 0.9577 0.9577 0.9577 0.9577
S1 0.9577 0.9577 0.9577 0.9577
S2 0.9577 0.9577 0.9577
S3 0.9577 0.9577 0.9577
S4 0.9577 0.9577 0.9577
Weekly Pivots for week ending 23-May-2008
Classic Woodie Camarilla DeMark
R4 1.0126 1.0085 0.9870
R3 1.0005 0.9964 0.9836
R2 0.9884 0.9884 0.9825
R1 0.9843 0.9843 0.9814 0.9864
PP 0.9763 0.9763 0.9763 0.9773
S1 0.9722 0.9722 0.9792 0.9743
S2 0.9642 0.9642 0.9781
S3 0.9521 0.9601 0.9770
S4 0.9400 0.9480 0.9736
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9803 0.9577 0.0226 2.4% 0.0000 0.0% 0% False True 82
10 0.9803 0.9577 0.0226 2.4% 0.0011 0.1% 0% False True 42
20 0.9812 0.9577 0.0235 2.5% 0.0006 0.1% 0% False True 27
40 1.0025 0.9577 0.0448 4.7% 0.0004 0.0% 0% False True 14
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 0.9577
2.618 0.9577
1.618 0.9577
1.000 0.9577
0.618 0.9577
HIGH 0.9577
0.618 0.9577
0.500 0.9577
0.382 0.9577
LOW 0.9577
0.618 0.9577
1.000 0.9577
1.618 0.9577
2.618 0.9577
4.250 0.9577
Fisher Pivots for day following 29-May-2008
Pivot 1 day 3 day
R1 0.9577 0.9635
PP 0.9577 0.9616
S1 0.9577 0.9596

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

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