CME Japanese Yen Future June 2008


Trading Metrics calculated at close of trading on 23-Jan-2008
Day Change Summary
Previous Current
22-Jan-2008 23-Jan-2008 Change Change % Previous Week
Open 0.9460 0.9453 -0.0007 -0.1% 0.9318
High 0.9567 0.9597 0.0030 0.3% 0.9550
Low 0.9452 0.9453 0.0001 0.0% 0.9318
Close 0.9485 0.9543 0.0058 0.6% 0.9457
Range 0.0115 0.0144 0.0029 25.2% 0.0232
ATR 0.0080 0.0085 0.0005 5.7% 0.0000
Volume 360 847 487 135.3% 1,858
Daily Pivots for day following 23-Jan-2008
Classic Woodie Camarilla DeMark
R4 0.9963 0.9897 0.9622
R3 0.9819 0.9753 0.9583
R2 0.9675 0.9675 0.9569
R1 0.9609 0.9609 0.9556 0.9642
PP 0.9531 0.9531 0.9531 0.9548
S1 0.9465 0.9465 0.9530 0.9498
S2 0.9387 0.9387 0.9517
S3 0.9243 0.9321 0.9503
S4 0.9099 0.9177 0.9464
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 0.9597 0.9384 0.0213 2.2% 0.0115 1.2% 75% True False 473
10 0.9597 0.9229 0.0368 3.9% 0.0085 0.9% 85% True False 525
20 0.9597 0.8882 0.0715 7.5% 0.0076 0.8% 92% True False 288
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0209
2.618 0.9974
1.618 0.9830
1.000 0.9741
0.618 0.9686
HIGH 0.9597
0.618 0.9542
0.500 0.9525
0.382 0.9508
LOW 0.9453
0.618 0.9364
1.000 0.9309
1.618 0.9220
2.618 0.9076
4.250 0.8841
Fisher Pivots for day following 23-Jan-2008
Pivot 1 day 3 day
R1 0.9537 0.9531
PP 0.9531 0.9518
S1 0.9525 0.9506

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

View Archives - Comment on this page... - Back to Index of Symbols