CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 30-Jun-2008
Day Change Summary
Previous Current
27-Jun-2008 30-Jun-2008 Change Change % Previous Week
Open 0.9448 0.9487 0.0039 0.4% 0.9376
High 0.9538 0.9570 0.0032 0.3% 0.9538
Low 0.9448 0.9487 0.0039 0.4% 0.9315
Close 0.9503 0.9503 0.0000 0.0% 0.9503
Range 0.0090 0.0083 -0.0007 -7.8% 0.0223
ATR 0.0055 0.0057 0.0002 3.6% 0.0000
Volume 92 369 277 301.1% 214
Daily Pivots for day following 30-Jun-2008
Classic Woodie Camarilla DeMark
R4 0.9769 0.9719 0.9549
R3 0.9686 0.9636 0.9526
R2 0.9603 0.9603 0.9518
R1 0.9553 0.9553 0.9511 0.9578
PP 0.9520 0.9520 0.9520 0.9533
S1 0.9470 0.9470 0.9495 0.9495
S2 0.9437 0.9437 0.9488
S3 0.9354 0.9387 0.9480
S4 0.9271 0.9304 0.9457
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 0.9570 0.9315 0.0255 2.7% 0.0050 0.5% 74% True False 107
10 0.9570 0.9315 0.0255 2.7% 0.0046 0.5% 74% True False 75
20 0.9631 0.9313 0.0318 3.3% 0.0035 0.4% 60% False False 1,062
40 0.9812 0.9313 0.0499 5.3% 0.0020 0.2% 38% False False 547
60 1.0025 0.9313 0.0712 7.5% 0.0013 0.1% 27% False False 365
Crabel Price Patterns
NR True
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9923
2.618 0.9787
1.618 0.9704
1.000 0.9653
0.618 0.9621
HIGH 0.9570
0.618 0.9538
0.500 0.9529
0.382 0.9519
LOW 0.9487
0.618 0.9436
1.000 0.9404
1.618 0.9353
2.618 0.9270
4.250 0.9134
Fisher Pivots for day following 30-Jun-2008
Pivot 1 day 3 day
R1 0.9529 0.9501
PP 0.9520 0.9499
S1 0.9512 0.9497

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

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