CME Japanese Yen Future June 2008


Trading Metrics calculated at close of trading on 05-Feb-2008
Day Change Summary
Previous Current
04-Feb-2008 05-Feb-2008 Change Change % Previous Week
Open 0.9447 0.9443 -0.0004 0.0% 0.9440
High 0.9447 0.9455 0.0008 0.1% 0.9526
Low 0.9411 0.9360 -0.0051 -0.5% 0.9390
Close 0.9445 0.9427 -0.0018 -0.2% 0.9471
Range 0.0036 0.0095 0.0059 163.9% 0.0136
ATR 0.0084 0.0085 0.0001 0.9% 0.0000
Volume 231 34 -197 -85.3% 1,421
Daily Pivots for day following 05-Feb-2008
Classic Woodie Camarilla DeMark
R4 0.9699 0.9658 0.9479
R3 0.9604 0.9563 0.9453
R2 0.9509 0.9509 0.9444
R1 0.9468 0.9468 0.9436 0.9441
PP 0.9414 0.9414 0.9414 0.9401
S1 0.9373 0.9373 0.9418 0.9346
S2 0.9319 0.9319 0.9410
S3 0.9224 0.9278 0.9401
S4 0.9129 0.9183 0.9375
Weekly Pivots for week ending 01-Feb-2008
Classic Woodie Camarilla DeMark
R4 0.9870 0.9807 0.9546
R3 0.9734 0.9671 0.9508
R2 0.9598 0.9598 0.9496
R1 0.9535 0.9535 0.9483 0.9567
PP 0.9462 0.9462 0.9462 0.9478
S1 0.9399 0.9399 0.9459 0.9431
S2 0.9326 0.9326 0.9446
S3 0.9190 0.9263 0.9434
S4 0.9054 0.9127 0.9396
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9526 0.9360 0.0166 1.8% 0.0080 0.9% 40% False True 144
10 0.9597 0.9360 0.0237 2.5% 0.0085 0.9% 28% False True 370
20 0.9597 0.9229 0.0368 3.9% 0.0081 0.9% 54% False False 416
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9859
2.618 0.9704
1.618 0.9609
1.000 0.9550
0.618 0.9514
HIGH 0.9455
0.618 0.9419
0.500 0.9408
0.382 0.9396
LOW 0.9360
0.618 0.9301
1.000 0.9265
1.618 0.9206
2.618 0.9111
4.250 0.8956
Fisher Pivots for day following 05-Feb-2008
Pivot 1 day 3 day
R1 0.9421 0.9443
PP 0.9414 0.9438
S1 0.9408 0.9432

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

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