CME Japanese Yen Future June 2008


Trading Metrics calculated at close of trading on 17-Jan-2008
Day Change Summary
Previous Current
16-Jan-2008 17-Jan-2008 Change Change % Previous Week
Open 0.9500 0.9427 -0.0073 -0.8% 0.9316
High 0.9550 0.9492 -0.0058 -0.6% 0.9324
Low 0.9384 0.9415 0.0031 0.3% 0.9229
Close 0.9406 0.9456 0.0050 0.5% 0.9303
Range 0.0166 0.0077 -0.0089 -53.6% 0.0095
ATR 0.0077 0.0078 0.0001 0.8% 0.0000
Volume 580 142 -438 -75.5% 2,566
Daily Pivots for day following 17-Jan-2008
Classic Woodie Camarilla DeMark
R4 0.9685 0.9648 0.9498
R3 0.9608 0.9571 0.9477
R2 0.9531 0.9531 0.9470
R1 0.9494 0.9494 0.9463 0.9513
PP 0.9454 0.9454 0.9454 0.9464
S1 0.9417 0.9417 0.9449 0.9436
S2 0.9377 0.9377 0.9442
S3 0.9300 0.9340 0.9435
S4 0.9223 0.9263 0.9414
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 0.9290 0.0260 2.7% 0.0087 0.9% 64% False False 437
10 0.9550 0.9229 0.0321 3.4% 0.0069 0.7% 71% False False 399
20 0.9550 0.8882 0.0668 7.1% 0.0064 0.7% 86% False False 208
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9819
2.618 0.9694
1.618 0.9617
1.000 0.9569
0.618 0.9540
HIGH 0.9492
0.618 0.9463
0.500 0.9454
0.382 0.9444
LOW 0.9415
0.618 0.9367
1.000 0.9338
1.618 0.9290
2.618 0.9213
4.250 0.9088
Fisher Pivots for day following 17-Jan-2008
Pivot 1 day 3 day
R1 0.9455 0.9467
PP 0.9454 0.9463
S1 0.9454 0.9460

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

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