CME Japanese Yen Future June 2008


Trading Metrics calculated at close of trading on 21-Feb-2008
Day Change Summary
Previous Current
20-Feb-2008 21-Feb-2008 Change Change % Previous Week
Open 0.9333 0.9318 -0.0015 -0.2% 0.9370
High 0.9364 0.9398 0.0034 0.4% 0.9463
Low 0.9298 0.9307 0.0009 0.1% 0.9287
Close 0.9311 0.9378 0.0067 0.7% 0.9355
Range 0.0066 0.0091 0.0025 37.9% 0.0176
ATR 0.0087 0.0088 0.0000 0.3% 0.0000
Volume 685 730 45 6.6% 436
Daily Pivots for day following 21-Feb-2008
Classic Woodie Camarilla DeMark
R4 0.9634 0.9597 0.9428
R3 0.9543 0.9506 0.9403
R2 0.9452 0.9452 0.9395
R1 0.9415 0.9415 0.9386 0.9434
PP 0.9361 0.9361 0.9361 0.9370
S1 0.9324 0.9324 0.9370 0.9343
S2 0.9270 0.9270 0.9361
S3 0.9179 0.9233 0.9353
S4 0.9088 0.9142 0.9328
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 0.9297 0.0144 1.5% 0.0103 1.1% 56% False False 403
10 0.9463 0.9287 0.0176 1.9% 0.0085 0.9% 52% False False 265
20 0.9526 0.9287 0.0239 2.5% 0.0082 0.9% 38% False False 236
40 0.9597 0.8882 0.0715 7.6% 0.0081 0.9% 69% False False 284
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 True
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9785
2.618 0.9636
1.618 0.9545
1.000 0.9489
0.618 0.9454
HIGH 0.9398
0.618 0.9363
0.500 0.9353
0.382 0.9342
LOW 0.9307
0.618 0.9251
1.000 0.9216
1.618 0.9160
2.618 0.9069
4.250 0.8920
Fisher Pivots for day following 21-Feb-2008
Pivot 1 day 3 day
R1 0.9370 0.9375
PP 0.9361 0.9372
S1 0.9353 0.9370

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

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