CME Japanese Yen Future June 2008


Trading Metrics calculated at close of trading on 20-Feb-2008
Day Change Summary
Previous Current
19-Feb-2008 20-Feb-2008 Change Change % Previous Week
Open 0.9336 0.9333 -0.0003 0.0% 0.9370
High 0.9441 0.9364 -0.0077 -0.8% 0.9463
Low 0.9303 0.9298 -0.0005 -0.1% 0.9287
Close 0.9361 0.9311 -0.0050 -0.5% 0.9355
Range 0.0138 0.0066 -0.0072 -52.2% 0.0176
ATR 0.0089 0.0087 -0.0002 -1.9% 0.0000
Volume 511 685 174 34.1% 436
Daily Pivots for day following 20-Feb-2008
Classic Woodie Camarilla DeMark
R4 0.9522 0.9483 0.9347
R3 0.9456 0.9417 0.9329
R2 0.9390 0.9390 0.9323
R1 0.9351 0.9351 0.9317 0.9338
PP 0.9324 0.9324 0.9324 0.9318
S1 0.9285 0.9285 0.9305 0.9272
S2 0.9258 0.9258 0.9299
S3 0.9192 0.9219 0.9293
S4 0.9126 0.9153 0.9275
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 1.7% 0.0095 1.0% 16% False False 281
10 0.9505 0.9287 0.0218 2.3% 0.0092 1.0% 11% False False 196
20 0.9526 0.9287 0.0239 2.6% 0.0082 0.9% 10% False False 244
40 0.9597 0.8882 0.0715 7.7% 0.0079 0.9% 60% False False 266
Crabel Price Patterns
NR True
NR4 True
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 0.0022
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9645
2.618 0.9537
1.618 0.9471
1.000 0.9430
0.618 0.9405
HIGH 0.9364
0.618 0.9339
0.500 0.9331
0.382 0.9323
LOW 0.9298
0.618 0.9257
1.000 0.9232
1.618 0.9191
2.618 0.9125
4.250 0.9018
Fisher Pivots for day following 20-Feb-2008
Pivot 1 day 3 day
R1 0.9331 0.9370
PP 0.9324 0.9350
S1 0.9318 0.9331

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

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