CME Japanese Yen Future June 2008


Trading Metrics calculated at close of trading on 29-Jan-2008
Day Change Summary
Previous Current
28-Jan-2008 29-Jan-2008 Change Change % Previous Week
Open 0.9440 0.9447 0.0007 0.1% 0.9460
High 0.9514 0.9463 -0.0051 -0.5% 0.9597
Low 0.9436 0.9415 -0.0021 -0.2% 0.9364
Close 0.9449 0.9431 -0.0018 -0.2% 0.9433
Range 0.0078 0.0048 -0.0030 -38.5% 0.0233
ATR 0.0087 0.0084 -0.0003 -3.2% 0.0000
Volume 264 698 434 164.4% 2,377
Daily Pivots for day following 29-Jan-2008
Classic Woodie Camarilla DeMark
R4 0.9580 0.9554 0.9457
R3 0.9532 0.9506 0.9444
R2 0.9484 0.9484 0.9440
R1 0.9458 0.9458 0.9435 0.9447
PP 0.9436 0.9436 0.9436 0.9431
S1 0.9410 0.9410 0.9427 0.9399
S2 0.9388 0.9388 0.9422
S3 0.9340 0.9362 0.9418
S4 0.9292 0.9314 0.9405
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% 0.0090 1.0% 29% False False 595
10 0.9597 0.9364 0.0233 2.5% 0.0098 1.0% 29% False False 507
20 0.9597 0.9017 0.0580 6.1% 0.0084 0.9% 71% False False 393
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0017
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.9667
2.618 0.9589
1.618 0.9541
1.000 0.9511
0.618 0.9493
HIGH 0.9463
0.618 0.9445
0.500 0.9439
0.382 0.9433
LOW 0.9415
0.618 0.9385
1.000 0.9367
1.618 0.9337
2.618 0.9289
4.250 0.9211
Fisher Pivots for day following 29-Jan-2008
Pivot 1 day 3 day
R1 0.9439 0.9439
PP 0.9436 0.9436
S1 0.9434 0.9434

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

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