CME Japanese Yen Future June 2008


Trading Metrics calculated at close of trading on 03-Jan-2008
Day Change Summary
Previous Current
02-Jan-2008 03-Jan-2008 Change Change % Previous Week
Open 0.9115 0.9350 0.0235 2.6% 0.8916
High 0.9305 0.9350 0.0045 0.5% 0.9040
Low 0.9115 0.9265 0.0150 1.6% 0.8882
Close 0.9287 0.9295 0.0008 0.1% 0.9018
Range 0.0190 0.0085 -0.0105 -55.3% 0.0158
ATR
Volume 3 74 71 2,366.7% 43
Daily Pivots for day following 03-Jan-2008
Classic Woodie Camarilla DeMark
R4 0.9558 0.9512 0.9342
R3 0.9473 0.9427 0.9318
R2 0.9388 0.9388 0.9311
R1 0.9342 0.9342 0.9303 0.9323
PP 0.9303 0.9303 0.9303 0.9294
S1 0.9257 0.9257 0.9287 0.9238
S2 0.9218 0.9218 0.9279
S3 0.9133 0.9172 0.9272
S4 0.9048 0.9087 0.9248
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 0.9350 0.8882 0.0468 5.0% 0.0093 1.0% 88% True False 22
10 0.9350 0.8882 0.0468 5.0% 0.0059 0.6% 88% True False 17
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9711
2.618 0.9573
1.618 0.9488
1.000 0.9435
0.618 0.9403
HIGH 0.9350
0.618 0.9318
0.500 0.9308
0.382 0.9297
LOW 0.9265
0.618 0.9212
1.000 0.9180
1.618 0.9127
2.618 0.9042
4.250 0.8904
Fisher Pivots for day following 03-Jan-2008
Pivot 1 day 3 day
R1 0.9308 0.9258
PP 0.9303 0.9221
S1 0.9299 0.9184

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

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