CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 04-Jun-2008
Day Change Summary
Previous Current
03-Jun-2008 04-Jun-2008 Change Change % Previous Week
Open 0.9600 0.9620 0.0020 0.2% 0.9803
High 0.9600 0.9620 0.0020 0.2% 0.9803
Low 0.9600 0.9620 0.0020 0.2% 0.9577
Close 0.9633 0.9617 -0.0016 -0.2% 0.9584
Range
ATR 0.0063 0.0060 -0.0004 -5.7% 0.0000
Volume 55 158 103 187.3% 519
Daily Pivots for day following 04-Jun-2008
Classic Woodie Camarilla DeMark
R4 0.9619 0.9618 0.9617
R3 0.9619 0.9618 0.9617
R2 0.9619 0.9619 0.9617
R1 0.9618 0.9618 0.9617 0.9619
PP 0.9619 0.9619 0.9619 0.9619
S1 0.9618 0.9618 0.9617 0.9619
S2 0.9619 0.9619 0.9617
S3 0.9619 0.9618 0.9617
S4 0.9619 0.9618 0.9617
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 1.1% 0.0000 0.0% 40% False False 146
10 0.9803 0.9577 0.0226 2.4% 0.0000 0.0% 18% False False 73
20 0.9812 0.9577 0.0235 2.4% 0.0006 0.1% 17% False False 43
40 1.0025 0.9577 0.0448 4.7% 0.0003 0.0% 9% False False 21
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 0.9620
2.618 0.9620
1.618 0.9620
1.000 0.9620
0.618 0.9620
HIGH 0.9620
0.618 0.9620
0.500 0.9620
0.382 0.9620
LOW 0.9620
0.618 0.9620
1.000 0.9620
1.618 0.9620
2.618 0.9620
4.250 0.9620
Fisher Pivots for day following 04-Jun-2008
Pivot 1 day 3 day
R1 0.9620 0.9639
PP 0.9619 0.9632
S1 0.9618 0.9624

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

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