CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 27-Jun-2008
Day Change Summary
Previous Current
26-Jun-2008 27-Jun-2008 Change Change % Previous Week
Open 0.9423 0.9448 0.0025 0.3% 0.9376
High 0.9445 0.9538 0.0093 1.0% 0.9538
Low 0.9423 0.9448 0.0025 0.3% 0.9315
Close 0.9469 0.9503 0.0034 0.4% 0.9503
Range 0.0022 0.0090 0.0068 309.1% 0.0223
ATR 0.0052 0.0055 0.0003 5.2% 0.0000
Volume 25 92 67 268.0% 214
Daily Pivots for day following 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 0.9766 0.9725 0.9553
R3 0.9676 0.9635 0.9528
R2 0.9586 0.9586 0.9520
R1 0.9545 0.9545 0.9511 0.9566
PP 0.9496 0.9496 0.9496 0.9507
S1 0.9455 0.9455 0.9495 0.9476
S2 0.9406 0.9406 0.9487
S3 0.9316 0.9365 0.9478
S4 0.9226 0.9275 0.9454
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 1.0121 1.0035 0.9626
R3 0.9898 0.9812 0.9564
R2 0.9675 0.9675 0.9544
R1 0.9589 0.9589 0.9523 0.9632
PP 0.9452 0.9452 0.9452 0.9474
S1 0.9366 0.9366 0.9483 0.9409
S2 0.9229 0.9229 0.9462
S3 0.9006 0.9143 0.9442
S4 0.8783 0.8920 0.9380
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9538 0.9315 0.0223 2.3% 0.0043 0.4% 84% True False 42
10 0.9538 0.9313 0.0225 2.4% 0.0042 0.4% 84% True False 40
20 0.9678 0.9313 0.0365 3.8% 0.0031 0.3% 52% False False 1,044
40 0.9812 0.9313 0.0499 5.3% 0.0018 0.2% 38% False False 538
60 1.0025 0.9313 0.0712 7.5% 0.0013 0.1% 27% False False 359
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 False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.9921
2.618 0.9774
1.618 0.9684
1.000 0.9628
0.618 0.9594
HIGH 0.9538
0.618 0.9504
0.500 0.9493
0.382 0.9482
LOW 0.9448
0.618 0.9392
1.000 0.9358
1.618 0.9302
2.618 0.9212
4.250 0.9066
Fisher Pivots for day following 27-Jun-2008
Pivot 1 day 3 day
R1 0.9500 0.9478
PP 0.9496 0.9452
S1 0.9493 0.9427

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

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