CME Japanese Yen Future June 2008


Trading Metrics calculated at close of trading on 07-Feb-2008
Day Change Summary
Previous Current
06-Feb-2008 07-Feb-2008 Change Change % Previous Week
Open 0.9451 0.9466 0.0015 0.2% 0.9440
High 0.9462 0.9505 0.0043 0.5% 0.9526
Low 0.9445 0.9346 -0.0099 -1.0% 0.9390
Close 0.9457 0.9378 -0.0079 -0.8% 0.9471
Range 0.0017 0.0159 0.0142 835.3% 0.0136
ATR 0.0081 0.0087 0.0006 6.8% 0.0000
Volume 69 40 -29 -42.0% 1,421
Daily Pivots for day following 07-Feb-2008
Classic Woodie Camarilla DeMark
R4 0.9887 0.9791 0.9465
R3 0.9728 0.9632 0.9422
R2 0.9569 0.9569 0.9407
R1 0.9473 0.9473 0.9393 0.9442
PP 0.9410 0.9410 0.9410 0.9394
S1 0.9314 0.9314 0.9363 0.9283
S2 0.9251 0.9251 0.9349
S3 0.9092 0.9155 0.9334
S4 0.8933 0.8996 0.9291
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 0.9346 0.0180 1.9% 0.0080 0.9% 18% False True 107
10 0.9526 0.9346 0.0180 1.9% 0.0079 0.8% 18% False True 207
20 0.9597 0.9229 0.0368 3.9% 0.0084 0.9% 40% False False 342
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.0181
2.618 0.9921
1.618 0.9762
1.000 0.9664
0.618 0.9603
HIGH 0.9505
0.618 0.9444
0.500 0.9426
0.382 0.9407
LOW 0.9346
0.618 0.9248
1.000 0.9187
1.618 0.9089
2.618 0.8930
4.250 0.8670
Fisher Pivots for day following 07-Feb-2008
Pivot 1 day 3 day
R1 0.9426 0.9426
PP 0.9410 0.9410
S1 0.9394 0.9394

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

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