CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 03-Jun-2008
Day Change Summary
Previous Current
02-Jun-2008 03-Jun-2008 Change Change % Previous Week
Open 0.9678 0.9600 -0.0078 -0.8% 0.9803
High 0.9678 0.9600 -0.0078 -0.8% 0.9803
Low 0.9678 0.9600 -0.0078 -0.8% 0.9577
Close 0.9678 0.9633 -0.0045 -0.5% 0.9584
Range
ATR 0.0062 0.0063 0.0001 1.8% 0.0000
Volume 0 55 55 519
Daily Pivots for day following 03-Jun-2008
Classic Woodie Camarilla DeMark
R4 0.9611 0.9622 0.9633
R3 0.9611 0.9622 0.9633
R2 0.9611 0.9611 0.9633
R1 0.9622 0.9622 0.9633 0.9617
PP 0.9611 0.9611 0.9611 0.9608
S1 0.9622 0.9622 0.9633 0.9617
S2 0.9611 0.9611 0.9633
S3 0.9611 0.9622 0.9633
S4 0.9611 0.9622 0.9633
Weekly Pivots for week ending 30-May-2008
Classic Woodie Camarilla DeMark
R4 1.0333 1.0184 0.9708
R3 1.0107 0.9958 0.9646
R2 0.9881 0.9881 0.9625
R1 0.9732 0.9732 0.9605 0.9694
PP 0.9655 0.9655 0.9655 0.9635
S1 0.9506 0.9506 0.9563 0.9468
S2 0.9429 0.9429 0.9543
S3 0.9203 0.9280 0.9522
S4 0.8977 0.9054 0.9460
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9678 0.9577 0.0101 1.0% 0.0000 0.0% 55% False False 114
10 0.9803 0.9577 0.0226 2.3% 0.0000 0.0% 25% False False 58
20 0.9812 0.9577 0.0235 2.4% 0.0006 0.1% 24% False False 35
40 1.0025 0.9577 0.0448 4.7% 0.0003 0.0% 13% False False 17
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 0.9600
2.618 0.9600
1.618 0.9600
1.000 0.9600
0.618 0.9600
HIGH 0.9600
0.618 0.9600
0.500 0.9600
0.382 0.9600
LOW 0.9600
0.618 0.9600
1.000 0.9600
1.618 0.9600
2.618 0.9600
4.250 0.9600
Fisher Pivots for day following 03-Jun-2008
Pivot 1 day 3 day
R1 0.9622 0.9632
PP 0.9611 0.9632
S1 0.9600 0.9631

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

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