CME Japanese Yen Future June 2008


Trading Metrics calculated at close of trading on 18-Jan-2008
Day Change Summary
Previous Current
17-Jan-2008 18-Jan-2008 Change Change % Previous Week
Open 0.9427 0.9470 0.0043 0.5% 0.9318
High 0.9492 0.9486 -0.0006 -0.1% 0.9550
Low 0.9415 0.9414 -0.0001 0.0% 0.9318
Close 0.9456 0.9457 0.0001 0.0% 0.9457
Range 0.0077 0.0072 -0.0005 -6.5% 0.0232
ATR 0.0078 0.0078 0.0000 -0.5% 0.0000
Volume 142 440 298 209.9% 1,858
Daily Pivots for day following 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 0.9668 0.9635 0.9497
R3 0.9596 0.9563 0.9477
R2 0.9524 0.9524 0.9470
R1 0.9491 0.9491 0.9464 0.9472
PP 0.9452 0.9452 0.9452 0.9443
S1 0.9419 0.9419 0.9450 0.9400
S2 0.9380 0.9380 0.9444
S3 0.9308 0.9347 0.9437
S4 0.9236 0.9275 0.9417
Weekly Pivots for week ending 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 1.0138 1.0029 0.9585
R3 0.9906 0.9797 0.9521
R2 0.9674 0.9674 0.9500
R1 0.9565 0.9565 0.9478 0.9620
PP 0.9442 0.9442 0.9442 0.9469
S1 0.9333 0.9333 0.9436 0.9388
S2 0.9210 0.9210 0.9414
S3 0.8978 0.9101 0.9393
S4 0.8746 0.8869 0.9329
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9550 0.9318 0.0232 2.5% 0.0099 1.0% 60% False False 371
10 0.9550 0.9229 0.0321 3.4% 0.0070 0.7% 71% False False 442
20 0.9550 0.8882 0.0668 7.1% 0.0068 0.7% 86% False False 229
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0012
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9792
2.618 0.9674
1.618 0.9602
1.000 0.9558
0.618 0.9530
HIGH 0.9486
0.618 0.9458
0.500 0.9450
0.382 0.9442
LOW 0.9414
0.618 0.9370
1.000 0.9342
1.618 0.9298
2.618 0.9226
4.250 0.9108
Fisher Pivots for day following 18-Jan-2008
Pivot 1 day 3 day
R1 0.9455 0.9467
PP 0.9452 0.9464
S1 0.9450 0.9460

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

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