CME Japanese Yen Future June 2008


Trading Metrics calculated at close of trading on 11-Feb-2008
Day Change Summary
Previous Current
08-Feb-2008 11-Feb-2008 Change Change % Previous Week
Open 0.9361 0.9370 0.0009 0.1% 0.9447
High 0.9393 0.9463 0.0070 0.7% 0.9505
Low 0.9356 0.9370 0.0014 0.1% 0.9346
Close 0.9382 0.9420 0.0038 0.4% 0.9382
Range 0.0037 0.0093 0.0056 151.4% 0.0159
ATR 0.0083 0.0084 0.0001 0.8% 0.0000
Volume 243 133 -110 -45.3% 617
Daily Pivots for day following 11-Feb-2008
Classic Woodie Camarilla DeMark
R4 0.9697 0.9651 0.9471
R3 0.9604 0.9558 0.9446
R2 0.9511 0.9511 0.9437
R1 0.9465 0.9465 0.9429 0.9488
PP 0.9418 0.9418 0.9418 0.9429
S1 0.9372 0.9372 0.9411 0.9395
S2 0.9325 0.9325 0.9403
S3 0.9232 0.9279 0.9394
S4 0.9139 0.9186 0.9369
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% 0.0080 0.9% 47% False False 103
10 0.9526 0.9346 0.0180 1.9% 0.0076 0.8% 41% False False 190
20 0.9597 0.9318 0.0279 3.0% 0.0088 0.9% 37% False False 320
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9858
2.618 0.9706
1.618 0.9613
1.000 0.9556
0.618 0.9520
HIGH 0.9463
0.618 0.9427
0.500 0.9417
0.382 0.9406
LOW 0.9370
0.618 0.9313
1.000 0.9277
1.618 0.9220
2.618 0.9127
4.250 0.8975
Fisher Pivots for day following 11-Feb-2008
Pivot 1 day 3 day
R1 0.9419 0.9426
PP 0.9418 0.9424
S1 0.9417 0.9422

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

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