CME Japanese Yen Future June 2008


Trading Metrics calculated at close of trading on 28-Jan-2008
Day Change Summary
Previous Current
25-Jan-2008 28-Jan-2008 Change Change % Previous Week
Open 0.9421 0.9440 0.0019 0.2% 0.9460
High 0.9450 0.9514 0.0064 0.7% 0.9597
Low 0.9364 0.9436 0.0072 0.8% 0.9364
Close 0.9433 0.9449 0.0016 0.2% 0.9433
Range 0.0086 0.0078 -0.0008 -9.3% 0.0233
ATR 0.0088 0.0087 0.0000 -0.5% 0.0000
Volume 284 264 -20 -7.0% 2,377
Daily Pivots for day following 28-Jan-2008
Classic Woodie Camarilla DeMark
R4 0.9700 0.9653 0.9492
R3 0.9622 0.9575 0.9470
R2 0.9544 0.9544 0.9463
R1 0.9497 0.9497 0.9456 0.9521
PP 0.9466 0.9466 0.9466 0.9478
S1 0.9419 0.9419 0.9442 0.9443
S2 0.9388 0.9388 0.9435
S3 0.9310 0.9341 0.9428
S4 0.9232 0.9263 0.9406
Weekly Pivots for week ending 25-Jan-2008
Classic Woodie Camarilla DeMark
R4 1.0164 1.0031 0.9561
R3 0.9931 0.9798 0.9497
R2 0.9698 0.9698 0.9476
R1 0.9565 0.9565 0.9454 0.9515
PP 0.9465 0.9465 0.9465 0.9440
S1 0.9332 0.9332 0.9412 0.9282
S2 0.9232 0.9232 0.9390
S3 0.8999 0.9099 0.9369
S4 0.8766 0.8866 0.9305
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9597 0.9364 0.0233 2.5% 0.0103 1.1% 36% False False 528
10 0.9597 0.9318 0.0279 3.0% 0.0101 1.1% 47% False False 449
20 0.9597 0.8978 0.0619 6.6% 0.0085 0.9% 76% False False 359
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 0.0015
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9846
2.618 0.9718
1.618 0.9640
1.000 0.9592
0.618 0.9562
HIGH 0.9514
0.618 0.9484
0.500 0.9475
0.382 0.9466
LOW 0.9436
0.618 0.9388
1.000 0.9358
1.618 0.9310
2.618 0.9232
4.250 0.9105
Fisher Pivots for day following 28-Jan-2008
Pivot 1 day 3 day
R1 0.9475 0.9446
PP 0.9466 0.9442
S1 0.9458 0.9439

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

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