CME Japanese Yen Future June 2008


Trading Metrics calculated at close of trading on 02-Jan-2008
Day Change Summary
Previous Current
31-Dec-2007 02-Jan-2008 Change Change % Previous Week
Open 0.9100 0.9115 0.0015 0.2% 0.8916
High 0.9100 0.9305 0.0205 2.3% 0.9040
Low 0.9017 0.9115 0.0098 1.1% 0.8882
Close 0.9095 0.9287 0.0192 2.1% 0.9018
Range 0.0083 0.0190 0.0107 128.9% 0.0158
ATR
Volume 7 3 -4 -57.1% 43
Daily Pivots for day following 02-Jan-2008
Classic Woodie Camarilla DeMark
R4 0.9806 0.9736 0.9392
R3 0.9616 0.9546 0.9339
R2 0.9426 0.9426 0.9322
R1 0.9356 0.9356 0.9304 0.9391
PP 0.9236 0.9236 0.9236 0.9253
S1 0.9166 0.9166 0.9270 0.9201
S2 0.9046 0.9046 0.9252
S3 0.8856 0.8976 0.9235
S4 0.8666 0.8786 0.9183
Weekly Pivots for week ending 28-Dec-2007
Classic Woodie Camarilla DeMark
R4 0.9454 0.9394 0.9105
R3 0.9296 0.9236 0.9061
R2 0.9138 0.9138 0.9047
R1 0.9078 0.9078 0.9032 0.9108
PP 0.8980 0.8980 0.8980 0.8995
S1 0.8920 0.8920 0.9004 0.8950
S2 0.8822 0.8822 0.8989
S3 0.8664 0.8762 0.8975
S4 0.8506 0.8604 0.8931
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9305 0.8882 0.0423 4.6% 0.0079 0.9% 96% True False 9
10 0.9305 0.8882 0.0423 4.6% 0.0055 0.6% 96% True False 12
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 0.0003
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.0113
2.618 0.9802
1.618 0.9612
1.000 0.9495
0.618 0.9422
HIGH 0.9305
0.618 0.9232
0.500 0.9210
0.382 0.9188
LOW 0.9115
0.618 0.8998
1.000 0.8925
1.618 0.8808
2.618 0.8618
4.250 0.8308
Fisher Pivots for day following 02-Jan-2008
Pivot 1 day 3 day
R1 0.9261 0.9239
PP 0.9236 0.9190
S1 0.9210 0.9142

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

View Archives - Comment on this page... - Back to Index of Symbols