CME Japanese Yen Future June 2008


Trading Metrics calculated at close of trading on 30-Jan-2008
Day Change Summary
Previous Current
29-Jan-2008 30-Jan-2008 Change Change % Previous Week
Open 0.9447 0.9450 0.0003 0.0% 0.9460
High 0.9463 0.9485 0.0022 0.2% 0.9597
Low 0.9415 0.9390 -0.0025 -0.3% 0.9364
Close 0.9431 0.9432 0.0001 0.0% 0.9433
Range 0.0048 0.0095 0.0047 97.9% 0.0233
ATR 0.0084 0.0085 0.0001 0.9% 0.0000
Volume 698 69 -629 -90.1% 2,377
Daily Pivots for day following 30-Jan-2008
Classic Woodie Camarilla DeMark
R4 0.9721 0.9671 0.9484
R3 0.9626 0.9576 0.9458
R2 0.9531 0.9531 0.9449
R1 0.9481 0.9481 0.9441 0.9459
PP 0.9436 0.9436 0.9436 0.9424
S1 0.9386 0.9386 0.9423 0.9364
S2 0.9341 0.9341 0.9415
S3 0.9246 0.9291 0.9406
S4 0.9151 0.9196 0.9380
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 0.9514 0.9364 0.0150 1.6% 0.0080 0.9% 45% False False 440
10 0.9597 0.9364 0.0233 2.5% 0.0098 1.0% 29% False False 457
20 0.9597 0.9115 0.0482 5.1% 0.0085 0.9% 66% False False 396
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9889
2.618 0.9734
1.618 0.9639
1.000 0.9580
0.618 0.9544
HIGH 0.9485
0.618 0.9449
0.500 0.9438
0.382 0.9426
LOW 0.9390
0.618 0.9331
1.000 0.9295
1.618 0.9236
2.618 0.9141
4.250 0.8986
Fisher Pivots for day following 30-Jan-2008
Pivot 1 day 3 day
R1 0.9438 0.9452
PP 0.9436 0.9445
S1 0.9434 0.9439

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

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