CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 23-Jun-2008
Day Change Summary
Previous Current
20-Jun-2008 23-Jun-2008 Change Change % Previous Week
Open 0.9376 0.9376 0.0000 0.0% 0.9333
High 0.9420 0.9420 0.0000 0.0% 0.9420
Low 0.9376 0.9376 0.0000 0.0% 0.9313
Close 0.9431 0.9375 -0.0056 -0.6% 0.9431
Range 0.0044 0.0044 0.0000 0.0% 0.0107
ATR 0.0052 0.0052 0.0000 0.4% 0.0000
Volume 106 44 -62 -58.5% 186
Daily Pivots for day following 23-Jun-2008
Classic Woodie Camarilla DeMark
R4 0.9522 0.9493 0.9399
R3 0.9478 0.9449 0.9387
R2 0.9434 0.9434 0.9383
R1 0.9405 0.9405 0.9379 0.9398
PP 0.9390 0.9390 0.9390 0.9387
S1 0.9361 0.9361 0.9371 0.9354
S2 0.9346 0.9346 0.9367
S3 0.9302 0.9317 0.9363
S4 0.9258 0.9273 0.9351
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 0.9342 0.0078 0.8% 0.0041 0.4% 42% True False 42
10 0.9463 0.9313 0.0150 1.6% 0.0032 0.3% 41% False False 2,041
20 0.9693 0.9313 0.0380 4.1% 0.0022 0.2% 16% False False 1,061
40 0.9812 0.9313 0.0499 5.3% 0.0014 0.1% 12% False False 534
60 1.0025 0.9313 0.0712 7.6% 0.0010 0.1% 9% False False 356
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 0.0007
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 23-Jun-2008
Pivot 1 day 3 day
R1 0.9398 0.9398
PP 0.9390 0.9390
S1 0.9383 0.9383

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

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