CME Japanese Yen Future June 2008


Trading Metrics calculated at close of trading on 22-Jan-2008
Day Change Summary
Previous Current
18-Jan-2008 22-Jan-2008 Change Change % Previous Week
Open 0.9470 0.9460 -0.0010 -0.1% 0.9318
High 0.9486 0.9567 0.0081 0.9% 0.9550
Low 0.9414 0.9452 0.0038 0.4% 0.9318
Close 0.9457 0.9485 0.0028 0.3% 0.9457
Range 0.0072 0.0115 0.0043 59.7% 0.0232
ATR 0.0078 0.0080 0.0003 3.4% 0.0000
Volume 440 360 -80 -18.2% 1,858
Daily Pivots for day following 22-Jan-2008
Classic Woodie Camarilla DeMark
R4 0.9846 0.9781 0.9548
R3 0.9731 0.9666 0.9517
R2 0.9616 0.9616 0.9506
R1 0.9551 0.9551 0.9496 0.9584
PP 0.9501 0.9501 0.9501 0.9518
S1 0.9436 0.9436 0.9474 0.9469
S2 0.9386 0.9386 0.9464
S3 0.9271 0.9321 0.9453
S4 0.9156 0.9206 0.9422
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 0.9567 0.9384 0.0183 1.9% 0.0105 1.1% 55% True False 419
10 0.9567 0.9229 0.0338 3.6% 0.0076 0.8% 76% True False 462
20 0.9567 0.8882 0.0685 7.2% 0.0073 0.8% 88% True False 246
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 0.0012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0056
2.618 0.9868
1.618 0.9753
1.000 0.9682
0.618 0.9638
HIGH 0.9567
0.618 0.9523
0.500 0.9510
0.382 0.9496
LOW 0.9452
0.618 0.9381
1.000 0.9337
1.618 0.9266
2.618 0.9151
4.250 0.8963
Fisher Pivots for day following 22-Jan-2008
Pivot 1 day 3 day
R1 0.9510 0.9491
PP 0.9501 0.9489
S1 0.9493 0.9487

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

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