CME Japanese Yen Future June 2008


Trading Metrics calculated at close of trading on 09-Jan-2008
Day Change Summary
Previous Current
08-Jan-2008 09-Jan-2008 Change Change % Previous Week
Open 0.9282 0.9309 0.0027 0.3% 0.9100
High 0.9316 0.9309 -0.0007 -0.1% 0.9406
Low 0.9261 0.9248 -0.0013 -0.1% 0.9017
Close 0.9280 0.9267 -0.0013 -0.1% 0.9366
Range 0.0055 0.0061 0.0006 10.9% 0.0389
ATR 0.0067 0.0066 0.0000 -0.6% 0.0000
Volume 218 1,369 1,151 528.0% 98
Daily Pivots for day following 09-Jan-2008
Classic Woodie Camarilla DeMark
R4 0.9458 0.9423 0.9301
R3 0.9397 0.9362 0.9284
R2 0.9336 0.9336 0.9278
R1 0.9301 0.9301 0.9273 0.9288
PP 0.9275 0.9275 0.9275 0.9268
S1 0.9240 0.9240 0.9261 0.9227
S2 0.9214 0.9214 0.9256
S3 0.9153 0.9179 0.9250
S4 0.9092 0.9118 0.9233
Weekly Pivots for week ending 04-Jan-2008
Classic Woodie Camarilla DeMark
R4 1.0430 1.0287 0.9580
R3 1.0041 0.9898 0.9473
R2 0.9652 0.9652 0.9437
R1 0.9509 0.9509 0.9402 0.9581
PP 0.9263 0.9263 0.9263 0.9299
S1 0.9120 0.9120 0.9330 0.9192
S2 0.8874 0.8874 0.9295
S3 0.8485 0.8731 0.9259
S4 0.8096 0.8342 0.9152
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9406 0.9248 0.0158 1.7% 0.0064 0.7% 12% False True 366
10 0.9406 0.8882 0.0524 5.7% 0.0072 0.8% 73% False False 187
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9568
2.618 0.9469
1.618 0.9408
1.000 0.9370
0.618 0.9347
HIGH 0.9309
0.618 0.9286
0.500 0.9279
0.382 0.9271
LOW 0.9248
0.618 0.9210
1.000 0.9187
1.618 0.9149
2.618 0.9088
4.250 0.8989
Fisher Pivots for day following 09-Jan-2008
Pivot 1 day 3 day
R1 0.9279 0.9286
PP 0.9275 0.9280
S1 0.9271 0.9273

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

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