CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 20-Jun-2008
Day Change Summary
Previous Current
19-Jun-2008 20-Jun-2008 Change Change % Previous Week
Open 0.9377 0.9376 -0.0001 0.0% 0.9333
High 0.9405 0.9420 0.0015 0.2% 0.9420
Low 0.9375 0.9376 0.0001 0.0% 0.9313
Close 0.9360 0.9431 0.0071 0.8% 0.9431
Range 0.0030 0.0044 0.0014 46.7% 0.0107
ATR 0.0052 0.0052 0.0001 1.2% 0.0000
Volume 13 106 93 715.4% 186
Daily Pivots for day following 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 0.9541 0.9530 0.9455
R3 0.9497 0.9486 0.9443
R2 0.9453 0.9453 0.9439
R1 0.9442 0.9442 0.9435 0.9448
PP 0.9409 0.9409 0.9409 0.9412
S1 0.9398 0.9398 0.9427 0.9404
S2 0.9365 0.9365 0.9423
S3 0.9321 0.9354 0.9419
S4 0.9277 0.9310 0.9407
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 0.9709 0.9677 0.9490
R3 0.9602 0.9570 0.9460
R2 0.9495 0.9495 0.9451
R1 0.9463 0.9463 0.9441 0.9479
PP 0.9388 0.9388 0.9388 0.9396
S1 0.9356 0.9356 0.9421 0.9372
S2 0.9281 0.9281 0.9411
S3 0.9174 0.9249 0.9402
S4 0.9067 0.9142 0.9372
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9420 0.9313 0.0107 1.1% 0.0041 0.4% 110% True False 37
10 0.9631 0.9313 0.0318 3.4% 0.0039 0.4% 37% False False 2,043
20 0.9803 0.9313 0.0490 5.2% 0.0020 0.2% 24% False False 1,059
40 0.9812 0.9313 0.0499 5.3% 0.0013 0.1% 24% False False 533
60 1.0141 0.9313 0.0828 8.8% 0.0009 0.1% 14% False False 355
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9607
2.618 0.9535
1.618 0.9491
1.000 0.9464
0.618 0.9447
HIGH 0.9420
0.618 0.9403
0.500 0.9398
0.382 0.9393
LOW 0.9376
0.618 0.9349
1.000 0.9332
1.618 0.9305
2.618 0.9261
4.250 0.9189
Fisher Pivots for day following 20-Jun-2008
Pivot 1 day 3 day
R1 0.9420 0.9414
PP 0.9409 0.9398
S1 0.9398 0.9381

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

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