CME Japanese Yen Future June 2008


Trading Metrics calculated at close of trading on 14-Feb-2008
Day Change Summary
Previous Current
13-Feb-2008 14-Feb-2008 Change Change % Previous Week
Open 0.9380 0.9310 -0.0070 -0.7% 0.9447
High 0.9404 0.9336 -0.0068 -0.7% 0.9505
Low 0.9295 0.9287 -0.0008 -0.1% 0.9346
Close 0.9311 0.9332 0.0021 0.2% 0.9382
Range 0.0109 0.0049 -0.0060 -55.0% 0.0159
ATR 0.0084 0.0081 -0.0002 -3.0% 0.0000
Volume 71 121 50 70.4% 617
Daily Pivots for day following 14-Feb-2008
Classic Woodie Camarilla DeMark
R4 0.9465 0.9448 0.9359
R3 0.9416 0.9399 0.9345
R2 0.9367 0.9367 0.9341
R1 0.9350 0.9350 0.9336 0.9359
PP 0.9318 0.9318 0.9318 0.9323
S1 0.9301 0.9301 0.9328 0.9310
S2 0.9269 0.9269 0.9323
S3 0.9220 0.9252 0.9319
S4 0.9171 0.9203 0.9305
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 0.9463 0.9287 0.0176 1.9% 0.0067 0.7% 26% False True 126
10 0.9526 0.9287 0.0239 2.6% 0.0073 0.8% 19% False True 117
20 0.9597 0.9287 0.0310 3.3% 0.0081 0.9% 15% False True 269
40 0.9597 0.8882 0.0715 7.7% 0.0072 0.8% 63% False False 236
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9544
2.618 0.9464
1.618 0.9415
1.000 0.9385
0.618 0.9366
HIGH 0.9336
0.618 0.9317
0.500 0.9312
0.382 0.9306
LOW 0.9287
0.618 0.9257
1.000 0.9238
1.618 0.9208
2.618 0.9159
4.250 0.9079
Fisher Pivots for day following 14-Feb-2008
Pivot 1 day 3 day
R1 0.9325 0.9351
PP 0.9318 0.9345
S1 0.9312 0.9338

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

View Archives - Comment on this page... - Back to Index of Symbols