CME Japanese Yen Future June 2008


Trading Metrics calculated at close of trading on 28-Apr-2008
Day Change Summary
Previous Current
25-Apr-2008 28-Apr-2008 Change Change % Previous Week
Open 0.9619 0.9601 -0.0018 -0.2% 0.9669
High 0.9655 0.9636 -0.0019 -0.2% 0.9773
Low 0.9569 0.9566 -0.0003 0.0% 0.9569
Close 0.9599 0.9620 0.0021 0.2% 0.9599
Range 0.0086 0.0070 -0.0016 -18.6% 0.0204
ATR 0.0135 0.0130 -0.0005 -3.4% 0.0000
Volume 118,367 90,191 -28,176 -23.8% 574,528
Daily Pivots for day following 28-Apr-2008
Classic Woodie Camarilla DeMark
R4 0.9817 0.9789 0.9659
R3 0.9747 0.9719 0.9639
R2 0.9677 0.9677 0.9633
R1 0.9649 0.9649 0.9626 0.9663
PP 0.9607 0.9607 0.9607 0.9615
S1 0.9579 0.9579 0.9614 0.9593
S2 0.9537 0.9537 0.9607
S3 0.9467 0.9509 0.9601
S4 0.9397 0.9439 0.9582
Weekly Pivots for week ending 25-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.0259 1.0133 0.9711
R3 1.0055 0.9929 0.9655
R2 0.9851 0.9851 0.9636
R1 0.9725 0.9725 0.9618 0.9686
PP 0.9647 0.9647 0.9647 0.9628
S1 0.9521 0.9521 0.9580 0.9482
S2 0.9443 0.9443 0.9562
S3 0.9239 0.9317 0.9543
S4 0.9035 0.9113 0.9487
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9773 0.9566 0.0207 2.2% 0.0092 1.0% 26% False True 102,722
10 0.9956 0.9566 0.0390 4.1% 0.0110 1.1% 14% False True 111,280
20 1.0086 0.9566 0.0520 5.4% 0.0129 1.3% 10% False True 117,251
40 1.0493 0.9566 0.0927 9.6% 0.0153 1.6% 6% False True 102,287
60 1.0493 0.9287 0.1206 12.5% 0.0131 1.4% 28% False False 68,304
80 1.0493 0.9229 0.1264 13.1% 0.0118 1.2% 31% False False 51,330
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 0.9934
2.618 0.9819
1.618 0.9749
1.000 0.9706
0.618 0.9679
HIGH 0.9636
0.618 0.9609
0.500 0.9601
0.382 0.9593
LOW 0.9566
0.618 0.9523
1.000 0.9496
1.618 0.9453
2.618 0.9383
4.250 0.9269
Fisher Pivots for day following 28-Apr-2008
Pivot 1 day 3 day
R1 0.9614 0.9638
PP 0.9607 0.9632
S1 0.9601 0.9626

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

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