CME Japanese Yen Future June 2008


Trading Metrics calculated at close of trading on 16-Jan-2008
Day Change Summary
Previous Current
15-Jan-2008 16-Jan-2008 Change Change % Previous Week
Open 0.9399 0.9500 0.0101 1.1% 0.9316
High 0.9489 0.9550 0.0061 0.6% 0.9324
Low 0.9393 0.9384 -0.0009 -0.1% 0.9229
Close 0.9458 0.9406 -0.0052 -0.5% 0.9303
Range 0.0096 0.0166 0.0070 72.9% 0.0095
ATR 0.0071 0.0077 0.0007 9.7% 0.0000
Volume 575 580 5 0.9% 2,566
Daily Pivots for day following 16-Jan-2008
Classic Woodie Camarilla DeMark
R4 0.9945 0.9841 0.9497
R3 0.9779 0.9675 0.9452
R2 0.9613 0.9613 0.9436
R1 0.9509 0.9509 0.9421 0.9478
PP 0.9447 0.9447 0.9447 0.9431
S1 0.9343 0.9343 0.9391 0.9312
S2 0.9281 0.9281 0.9376
S3 0.9115 0.9177 0.9360
S4 0.8949 0.9011 0.9315
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 0.9550 0.9229 0.0321 3.4% 0.0076 0.8% 55% True False 420
10 0.9550 0.9229 0.0321 3.4% 0.0070 0.7% 55% True False 393
20 0.9550 0.8882 0.0668 7.1% 0.0062 0.7% 78% True False 202
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0256
2.618 0.9985
1.618 0.9819
1.000 0.9716
0.618 0.9653
HIGH 0.9550
0.618 0.9487
0.500 0.9467
0.382 0.9447
LOW 0.9384
0.618 0.9281
1.000 0.9218
1.618 0.9115
2.618 0.8949
4.250 0.8679
Fisher Pivots for day following 16-Jan-2008
Pivot 1 day 3 day
R1 0.9467 0.9434
PP 0.9447 0.9425
S1 0.9426 0.9415

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

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