CME Japanese Yen Future June 2008


Trading Metrics calculated at close of trading on 06-Feb-2008
Day Change Summary
Previous Current
05-Feb-2008 06-Feb-2008 Change Change % Previous Week
Open 0.9443 0.9451 0.0008 0.1% 0.9440
High 0.9455 0.9462 0.0007 0.1% 0.9526
Low 0.9360 0.9445 0.0085 0.9% 0.9390
Close 0.9427 0.9457 0.0030 0.3% 0.9471
Range 0.0095 0.0017 -0.0078 -82.1% 0.0136
ATR 0.0085 0.0081 -0.0004 -4.2% 0.0000
Volume 34 69 35 102.9% 1,421
Daily Pivots for day following 06-Feb-2008
Classic Woodie Camarilla DeMark
R4 0.9506 0.9498 0.9466
R3 0.9489 0.9481 0.9462
R2 0.9472 0.9472 0.9460
R1 0.9464 0.9464 0.9459 0.9468
PP 0.9455 0.9455 0.9455 0.9457
S1 0.9447 0.9447 0.9455 0.9451
S2 0.9438 0.9438 0.9454
S3 0.9421 0.9430 0.9452
S4 0.9404 0.9413 0.9448
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% 0.0065 0.7% 58% False False 144
10 0.9526 0.9360 0.0166 1.8% 0.0073 0.8% 58% False False 292
20 0.9597 0.9229 0.0368 3.9% 0.0079 0.8% 62% False False 409
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 0.0020
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.9534
2.618 0.9507
1.618 0.9490
1.000 0.9479
0.618 0.9473
HIGH 0.9462
0.618 0.9456
0.500 0.9454
0.382 0.9451
LOW 0.9445
0.618 0.9434
1.000 0.9428
1.618 0.9417
2.618 0.9400
4.250 0.9373
Fisher Pivots for day following 06-Feb-2008
Pivot 1 day 3 day
R1 0.9456 0.9442
PP 0.9455 0.9426
S1 0.9454 0.9411

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

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