CME Japanese Yen Future June 2008


Trading Metrics calculated at close of trading on 31-Jan-2008
Day Change Summary
Previous Current
30-Jan-2008 31-Jan-2008 Change Change % Previous Week
Open 0.9450 0.9474 0.0024 0.3% 0.9460
High 0.9485 0.9524 0.0039 0.4% 0.9597
Low 0.9390 0.9440 0.0050 0.5% 0.9364
Close 0.9432 0.9472 0.0040 0.4% 0.9433
Range 0.0095 0.0084 -0.0011 -11.6% 0.0233
ATR 0.0085 0.0086 0.0000 0.6% 0.0000
Volume 69 228 159 230.4% 2,377
Daily Pivots for day following 31-Jan-2008
Classic Woodie Camarilla DeMark
R4 0.9731 0.9685 0.9518
R3 0.9647 0.9601 0.9495
R2 0.9563 0.9563 0.9487
R1 0.9517 0.9517 0.9480 0.9498
PP 0.9479 0.9479 0.9479 0.9469
S1 0.9433 0.9433 0.9464 0.9414
S2 0.9395 0.9395 0.9457
S3 0.9311 0.9349 0.9449
S4 0.9227 0.9265 0.9426
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 0.9524 0.9364 0.0160 1.7% 0.0078 0.8% 68% True False 308
10 0.9597 0.9364 0.0233 2.5% 0.0089 0.9% 46% False False 421
20 0.9597 0.9229 0.0368 3.9% 0.0080 0.8% 66% False False 407
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9881
2.618 0.9744
1.618 0.9660
1.000 0.9608
0.618 0.9576
HIGH 0.9524
0.618 0.9492
0.500 0.9482
0.382 0.9472
LOW 0.9440
0.618 0.9388
1.000 0.9356
1.618 0.9304
2.618 0.9220
4.250 0.9083
Fisher Pivots for day following 31-Jan-2008
Pivot 1 day 3 day
R1 0.9482 0.9467
PP 0.9479 0.9462
S1 0.9475 0.9457

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

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