CME Japanese Yen Future June 2008


Trading Metrics calculated at close of trading on 28-Feb-2008
Day Change Summary
Previous Current
27-Feb-2008 28-Feb-2008 Change Change % Previous Week
Open 0.9388 0.9450 0.0062 0.7% 0.9336
High 0.9495 0.9573 0.0078 0.8% 0.9441
Low 0.9380 0.9437 0.0057 0.6% 0.9298
Close 0.9457 0.9551 0.0094 1.0% 0.9418
Range 0.0115 0.0136 0.0021 18.3% 0.0143
ATR 0.0089 0.0093 0.0003 3.7% 0.0000
Volume 578 631 53 9.2% 2,655
Daily Pivots for day following 28-Feb-2008
Classic Woodie Camarilla DeMark
R4 0.9928 0.9876 0.9626
R3 0.9792 0.9740 0.9588
R2 0.9656 0.9656 0.9576
R1 0.9604 0.9604 0.9563 0.9630
PP 0.9520 0.9520 0.9520 0.9534
S1 0.9468 0.9468 0.9539 0.9494
S2 0.9384 0.9384 0.9526
S3 0.9248 0.9332 0.9514
S4 0.9112 0.9196 0.9476
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 0.9573 0.9308 0.0265 2.8% 0.0096 1.0% 92% True False 641
10 0.9573 0.9297 0.0276 2.9% 0.0100 1.0% 92% True False 522
20 0.9573 0.9287 0.0286 3.0% 0.0086 0.9% 92% True False 319
40 0.9597 0.9229 0.0368 3.9% 0.0083 0.9% 88% False False 363
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0151
2.618 0.9929
1.618 0.9793
1.000 0.9709
0.618 0.9657
HIGH 0.9573
0.618 0.9521
0.500 0.9505
0.382 0.9489
LOW 0.9437
0.618 0.9353
1.000 0.9301
1.618 0.9217
2.618 0.9081
4.250 0.8859
Fisher Pivots for day following 28-Feb-2008
Pivot 1 day 3 day
R1 0.9536 0.9515
PP 0.9520 0.9479
S1 0.9505 0.9444

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

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