CME Japanese Yen Future June 2008


Trading Metrics calculated at close of trading on 22-Feb-2008
Day Change Summary
Previous Current
21-Feb-2008 22-Feb-2008 Change Change % Previous Week
Open 0.9318 0.9364 0.0046 0.5% 0.9336
High 0.9398 0.9430 0.0032 0.3% 0.9441
Low 0.9307 0.9364 0.0057 0.6% 0.9298
Close 0.9378 0.9418 0.0040 0.4% 0.9418
Range 0.0091 0.0066 -0.0025 -27.5% 0.0143
ATR 0.0088 0.0086 -0.0002 -1.8% 0.0000
Volume 730 684 -46 -6.3% 2,655
Daily Pivots for day following 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 0.9602 0.9576 0.9454
R3 0.9536 0.9510 0.9436
R2 0.9470 0.9470 0.9430
R1 0.9444 0.9444 0.9424 0.9457
PP 0.9404 0.9404 0.9404 0.9411
S1 0.9378 0.9378 0.9412 0.9391
S2 0.9338 0.9338 0.9406
S3 0.9272 0.9312 0.9400
S4 0.9206 0.9246 0.9382
Weekly Pivots for week ending 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 0.9815 0.9759 0.9497
R3 0.9672 0.9616 0.9457
R2 0.9529 0.9529 0.9444
R1 0.9473 0.9473 0.9431 0.9501
PP 0.9386 0.9386 0.9386 0.9400
S1 0.9330 0.9330 0.9405 0.9358
S2 0.9243 0.9243 0.9392
S3 0.9100 0.9187 0.9379
S4 0.8957 0.9044 0.9339
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9441 0.9298 0.0143 1.5% 0.0100 1.1% 84% False False 531
10 0.9463 0.9287 0.0176 1.9% 0.0088 0.9% 74% False False 309
20 0.9526 0.9287 0.0239 2.5% 0.0081 0.9% 55% False False 256
40 0.9597 0.8882 0.0715 7.6% 0.0082 0.9% 75% False False 301
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 True
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9711
2.618 0.9603
1.618 0.9537
1.000 0.9496
0.618 0.9471
HIGH 0.9430
0.618 0.9405
0.500 0.9397
0.382 0.9389
LOW 0.9364
0.618 0.9323
1.000 0.9298
1.618 0.9257
2.618 0.9191
4.250 0.9084
Fisher Pivots for day following 22-Feb-2008
Pivot 1 day 3 day
R1 0.9411 0.9400
PP 0.9404 0.9382
S1 0.9397 0.9364

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

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