CME Japanese Yen Future June 2008


Trading Metrics calculated at close of trading on 25-Feb-2008
Day Change Summary
Previous Current
22-Feb-2008 25-Feb-2008 Change Change % Previous Week
Open 0.9364 0.9384 0.0020 0.2% 0.9336
High 0.9430 0.9391 -0.0039 -0.4% 0.9441
Low 0.9364 0.9308 -0.0056 -0.6% 0.9298
Close 0.9418 0.9318 -0.0100 -1.1% 0.9418
Range 0.0066 0.0083 0.0017 25.8% 0.0143
ATR 0.0086 0.0088 0.0002 2.0% 0.0000
Volume 684 1,036 352 51.5% 2,655
Daily Pivots for day following 25-Feb-2008
Classic Woodie Camarilla DeMark
R4 0.9588 0.9536 0.9364
R3 0.9505 0.9453 0.9341
R2 0.9422 0.9422 0.9333
R1 0.9370 0.9370 0.9326 0.9355
PP 0.9339 0.9339 0.9339 0.9331
S1 0.9287 0.9287 0.9310 0.9272
S2 0.9256 0.9256 0.9303
S3 0.9173 0.9204 0.9295
S4 0.9090 0.9121 0.9272
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% 0.0089 1.0% 14% False False 729
10 0.9441 0.9287 0.0154 1.7% 0.0087 0.9% 20% False False 399
20 0.9526 0.9287 0.0239 2.6% 0.0081 0.9% 13% False False 295
40 0.9597 0.8978 0.0619 6.6% 0.0083 0.9% 55% False False 327
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 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9744
2.618 0.9608
1.618 0.9525
1.000 0.9474
0.618 0.9442
HIGH 0.9391
0.618 0.9359
0.500 0.9350
0.382 0.9340
LOW 0.9308
0.618 0.9257
1.000 0.9225
1.618 0.9174
2.618 0.9091
4.250 0.8955
Fisher Pivots for day following 25-Feb-2008
Pivot 1 day 3 day
R1 0.9350 0.9369
PP 0.9339 0.9352
S1 0.9329 0.9335

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

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