CME Japanese Yen Future June 2008


Trading Metrics calculated at close of trading on 07-Apr-2008
Day Change Summary
Previous Current
04-Apr-2008 07-Apr-2008 Change Change % Previous Week
Open 0.9820 0.9898 0.0078 0.8% 1.0116
High 0.9895 0.9934 0.0039 0.4% 1.0162
Low 0.9777 0.9760 -0.0017 -0.2% 0.9750
Close 0.9867 0.9799 -0.0068 -0.7% 0.9867
Range 0.0118 0.0174 0.0056 47.5% 0.0412
ATR 0.0160 0.0161 0.0001 0.6% 0.0000
Volume 97,063 110,200 13,137 13.5% 572,274
Daily Pivots for day following 07-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.0353 1.0250 0.9895
R3 1.0179 1.0076 0.9847
R2 1.0005 1.0005 0.9831
R1 0.9902 0.9902 0.9815 0.9867
PP 0.9831 0.9831 0.9831 0.9813
S1 0.9728 0.9728 0.9783 0.9693
S2 0.9657 0.9657 0.9767
S3 0.9483 0.9554 0.9751
S4 0.9309 0.9380 0.9703
Weekly Pivots for week ending 04-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.1162 1.0927 1.0094
R3 1.0750 1.0515 0.9980
R2 1.0338 1.0338 0.9943
R1 1.0103 1.0103 0.9905 1.0015
PP 0.9926 0.9926 0.9926 0.9882
S1 0.9691 0.9691 0.9829 0.9603
S2 0.9514 0.9514 0.9791
S3 0.9102 0.9279 0.9754
S4 0.8690 0.8867 0.9640
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0086 0.9750 0.0336 3.4% 0.0153 1.6% 15% False False 118,960
10 1.0187 0.9750 0.0437 4.5% 0.0149 1.5% 11% False False 107,628
20 1.0493 0.9702 0.0791 8.1% 0.0187 1.9% 12% False False 116,205
40 1.0493 0.9287 0.1206 12.3% 0.0143 1.5% 42% False False 58,684
60 1.0493 0.9287 0.1206 12.3% 0.0123 1.3% 42% False False 39,240
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0039
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0674
2.618 1.0390
1.618 1.0216
1.000 1.0108
0.618 1.0042
HIGH 0.9934
0.618 0.9868
0.500 0.9847
0.382 0.9826
LOW 0.9760
0.618 0.9652
1.000 0.9586
1.618 0.9478
2.618 0.9304
4.250 0.9021
Fisher Pivots for day following 07-Apr-2008
Pivot 1 day 3 day
R1 0.9847 0.9842
PP 0.9831 0.9828
S1 0.9815 0.9813

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

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