CME Japanese Yen Future June 2008


Trading Metrics calculated at close of trading on 19-Feb-2008
Day Change Summary
Previous Current
18-Feb-2008 19-Feb-2008 Change Change % Previous Week
Open 0.9336 0.9336 0.0000 0.0% 0.9370
High 0.9441 0.9441 0.0000 0.0% 0.9463
Low 0.9303 0.9303 0.0000 0.0% 0.9287
Close 0.9311 0.9361 0.0050 0.5% 0.9355
Range 0.0138 0.0138 0.0000 0.0% 0.0176
ATR 0.0085 0.0089 0.0004 4.4% 0.0000
Volume 45 511 466 1,035.6% 436
Daily Pivots for day following 19-Feb-2008
Classic Woodie Camarilla DeMark
R4 0.9782 0.9710 0.9437
R3 0.9644 0.9572 0.9399
R2 0.9506 0.9506 0.9386
R1 0.9434 0.9434 0.9374 0.9470
PP 0.9368 0.9368 0.9368 0.9387
S1 0.9296 0.9296 0.9348 0.9332
S2 0.9230 0.9230 0.9336
S3 0.9092 0.9158 0.9323
S4 0.8954 0.9020 0.9285
Weekly Pivots for week ending 15-Feb-2008
Classic Woodie Camarilla DeMark
R4 0.9896 0.9802 0.9452
R3 0.9720 0.9626 0.9403
R2 0.9544 0.9544 0.9387
R1 0.9450 0.9450 0.9371 0.9409
PP 0.9368 0.9368 0.9368 0.9348
S1 0.9274 0.9274 0.9339 0.9233
S2 0.9192 0.9192 0.9323
S3 0.9016 0.9098 0.9307
S4 0.8840 0.8922 0.9258
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9441 0.9287 0.0154 1.6% 0.0104 1.1% 48% True False 158
10 0.9505 0.9287 0.0218 2.3% 0.0087 0.9% 34% False False 134
20 0.9597 0.9287 0.0310 3.3% 0.0086 0.9% 24% False False 252
40 0.9597 0.8882 0.0715 7.6% 0.0080 0.9% 67% False False 249
Crabel Price Patterns
NR False
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 0.0020
Fibonacci Retracements and Extensions
4.250 1.0028
2.618 0.9802
1.618 0.9664
1.000 0.9579
0.618 0.9526
HIGH 0.9441
0.618 0.9388
0.500 0.9372
0.382 0.9356
LOW 0.9303
0.618 0.9218
1.000 0.9165
1.618 0.9080
2.618 0.8942
4.250 0.8717
Fisher Pivots for day following 19-Feb-2008
Pivot 1 day 3 day
R1 0.9372 0.9369
PP 0.9368 0.9366
S1 0.9365 0.9364

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

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