CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 24-Jun-2008
Day Change Summary
Previous Current
23-Jun-2008 24-Jun-2008 Change Change % Previous Week
Open 0.9376 0.9395 0.0019 0.2% 0.9333
High 0.9420 0.9395 -0.0025 -0.3% 0.9420
Low 0.9376 0.9388 0.0012 0.1% 0.9313
Close 0.9375 0.9365 -0.0010 -0.1% 0.9431
Range 0.0044 0.0007 -0.0037 -84.1% 0.0107
ATR 0.0052 0.0050 -0.0002 -4.4% 0.0000
Volume 44 35 -9 -20.5% 186
Daily Pivots for day following 24-Jun-2008
Classic Woodie Camarilla DeMark
R4 0.9404 0.9391 0.9369
R3 0.9397 0.9384 0.9367
R2 0.9390 0.9390 0.9366
R1 0.9377 0.9377 0.9366 0.9380
PP 0.9383 0.9383 0.9383 0.9384
S1 0.9370 0.9370 0.9364 0.9373
S2 0.9376 0.9376 0.9364
S3 0.9369 0.9363 0.9363
S4 0.9362 0.9356 0.9361
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% 0.0033 0.3% 29% False False 45
10 0.9454 0.9313 0.0141 1.5% 0.0029 0.3% 37% False False 2,044
20 0.9678 0.9313 0.0365 3.9% 0.0023 0.2% 14% False False 1,063
40 0.9812 0.9313 0.0499 5.3% 0.0014 0.2% 10% False False 535
60 1.0025 0.9313 0.0712 7.6% 0.0010 0.1% 7% False False 356
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9425
2.618 0.9413
1.618 0.9406
1.000 0.9402
0.618 0.9399
HIGH 0.9395
0.618 0.9392
0.500 0.9392
0.382 0.9391
LOW 0.9388
0.618 0.9384
1.000 0.9381
1.618 0.9377
2.618 0.9370
4.250 0.9358
Fisher Pivots for day following 24-Jun-2008
Pivot 1 day 3 day
R1 0.9392 0.9398
PP 0.9383 0.9387
S1 0.9374 0.9376

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

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