CME Japanese Yen Future June 2008


Trading Metrics calculated at close of trading on 14-Jan-2008
Day Change Summary
Previous Current
11-Jan-2008 14-Jan-2008 Change Change % Previous Week
Open 0.9294 0.9318 0.0024 0.3% 0.9316
High 0.9303 0.9400 0.0097 1.0% 0.9324
Low 0.9290 0.9318 0.0028 0.3% 0.9229
Close 0.9303 0.9352 0.0049 0.5% 0.9303
Range 0.0013 0.0082 0.0069 530.8% 0.0095
ATR 0.0063 0.0065 0.0002 3.9% 0.0000
Volume 771 121 -650 -84.3% 2,566
Daily Pivots for day following 14-Jan-2008
Classic Woodie Camarilla DeMark
R4 0.9603 0.9559 0.9397
R3 0.9521 0.9477 0.9375
R2 0.9439 0.9439 0.9367
R1 0.9395 0.9395 0.9360 0.9417
PP 0.9357 0.9357 0.9357 0.9368
S1 0.9313 0.9313 0.9344 0.9335
S2 0.9275 0.9275 0.9337
S3 0.9193 0.9231 0.9329
S4 0.9111 0.9149 0.9307
Weekly Pivots for week ending 11-Jan-2008
Classic Woodie Camarilla DeMark
R4 0.9570 0.9532 0.9355
R3 0.9475 0.9437 0.9329
R2 0.9380 0.9380 0.9320
R1 0.9342 0.9342 0.9312 0.9314
PP 0.9285 0.9285 0.9285 0.9271
S1 0.9247 0.9247 0.9294 0.9219
S2 0.9190 0.9190 0.9286
S3 0.9095 0.9152 0.9277
S4 0.9000 0.9057 0.9251
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9400 0.9229 0.0171 1.8% 0.0046 0.5% 72% True False 506
10 0.9406 0.9017 0.0389 4.2% 0.0071 0.8% 86% False False 278
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 0.0005
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9749
2.618 0.9615
1.618 0.9533
1.000 0.9482
0.618 0.9451
HIGH 0.9400
0.618 0.9369
0.500 0.9359
0.382 0.9349
LOW 0.9318
0.618 0.9267
1.000 0.9236
1.618 0.9185
2.618 0.9103
4.250 0.8970
Fisher Pivots for day following 14-Jan-2008
Pivot 1 day 3 day
R1 0.9359 0.9340
PP 0.9357 0.9327
S1 0.9354 0.9315

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

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