CME Japanese Yen Future June 2008


Trading Metrics calculated at close of trading on 08-Feb-2008
Day Change Summary
Previous Current
07-Feb-2008 08-Feb-2008 Change Change % Previous Week
Open 0.9466 0.9361 -0.0105 -1.1% 0.9447
High 0.9505 0.9393 -0.0112 -1.2% 0.9505
Low 0.9346 0.9356 0.0010 0.1% 0.9346
Close 0.9378 0.9382 0.0004 0.0% 0.9382
Range 0.0159 0.0037 -0.0122 -76.7% 0.0159
ATR 0.0087 0.0083 -0.0004 -4.1% 0.0000
Volume 40 243 203 507.5% 617
Daily Pivots for day following 08-Feb-2008
Classic Woodie Camarilla DeMark
R4 0.9488 0.9472 0.9402
R3 0.9451 0.9435 0.9392
R2 0.9414 0.9414 0.9389
R1 0.9398 0.9398 0.9385 0.9406
PP 0.9377 0.9377 0.9377 0.9381
S1 0.9361 0.9361 0.9379 0.9369
S2 0.9340 0.9340 0.9375
S3 0.9303 0.9324 0.9372
S4 0.9266 0.9287 0.9362
Weekly Pivots for week ending 08-Feb-2008
Classic Woodie Camarilla DeMark
R4 0.9888 0.9794 0.9469
R3 0.9729 0.9635 0.9426
R2 0.9570 0.9570 0.9411
R1 0.9476 0.9476 0.9397 0.9444
PP 0.9411 0.9411 0.9411 0.9395
S1 0.9317 0.9317 0.9367 0.9285
S2 0.9252 0.9252 0.9353
S3 0.9093 0.9158 0.9338
S4 0.8934 0.8999 0.9295
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9505 0.9346 0.0159 1.7% 0.0069 0.7% 23% False False 123
10 0.9526 0.9346 0.0180 1.9% 0.0074 0.8% 20% False False 203
20 0.9597 0.9290 0.0307 3.3% 0.0084 0.9% 30% False False 352
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9550
2.618 0.9490
1.618 0.9453
1.000 0.9430
0.618 0.9416
HIGH 0.9393
0.618 0.9379
0.500 0.9375
0.382 0.9370
LOW 0.9356
0.618 0.9333
1.000 0.9319
1.618 0.9296
2.618 0.9259
4.250 0.9199
Fisher Pivots for day following 08-Feb-2008
Pivot 1 day 3 day
R1 0.9380 0.9426
PP 0.9377 0.9411
S1 0.9375 0.9397

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

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