CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 06-Jun-2008
Day Change Summary
Previous Current
05-Jun-2008 06-Jun-2008 Change Change % Previous Week
Open 0.9563 0.9569 0.0006 0.1% 0.9678
High 0.9563 0.9575 0.0012 0.1% 0.9678
Low 0.9563 0.9569 0.0006 0.1% 0.9563
Close 0.9563 0.9616 0.0053 0.6% 0.9616
Range 0.0000 0.0006 0.0006 0.0115
ATR 0.0059 0.0056 -0.0003 -5.7% 0.0000
Volume 3 12 9 300.0% 228
Daily Pivots for day following 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 0.9605 0.9616 0.9619
R3 0.9599 0.9610 0.9618
R2 0.9593 0.9593 0.9617
R1 0.9604 0.9604 0.9617 0.9599
PP 0.9587 0.9587 0.9587 0.9584
S1 0.9598 0.9598 0.9615 0.9593
S2 0.9581 0.9581 0.9615
S3 0.9575 0.9592 0.9614
S4 0.9569 0.9586 0.9613
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 0.9964 0.9905 0.9679
R3 0.9849 0.9790 0.9648
R2 0.9734 0.9734 0.9637
R1 0.9675 0.9675 0.9627 0.9647
PP 0.9619 0.9619 0.9619 0.9605
S1 0.9560 0.9560 0.9605 0.9532
S2 0.9504 0.9504 0.9595
S3 0.9389 0.9445 0.9584
S4 0.9274 0.9330 0.9553
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9678 0.9563 0.0115 1.2% 0.0001 0.0% 46% False False 45
10 0.9803 0.9563 0.0240 2.5% 0.0001 0.0% 22% False False 74
20 0.9803 0.9563 0.0240 2.5% 0.0006 0.1% 22% False False 43
40 1.0014 0.9563 0.0451 4.7% 0.0003 0.0% 12% False False 22
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.9601
2.618 0.9591
1.618 0.9585
1.000 0.9581
0.618 0.9579
HIGH 0.9575
0.618 0.9573
0.500 0.9572
0.382 0.9571
LOW 0.9569
0.618 0.9565
1.000 0.9563
1.618 0.9559
2.618 0.9553
4.250 0.9544
Fisher Pivots for day following 06-Jun-2008
Pivot 1 day 3 day
R1 0.9601 0.9608
PP 0.9587 0.9600
S1 0.9572 0.9592

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

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