CME Japanese Yen Future June 2008

Trading Metrics calculated at close of trading on 29-Apr-2008

Day Change Summary
	Previous	Current
	28-Apr-2008	29-Apr-2008	Change	Change %	Previous Week
Open	0.9601	0.9626	0.0025	0.3%	0.9669
High	0.9636	0.9718	0.0082	0.9%	0.9773
Low	0.9566	0.9610	0.0044	0.5%	0.9569
Close	0.9620	0.9645	0.0025	0.3%	0.9599
Range	0.0070	0.0108	0.0038	54.3%	0.0204
ATR	0.0130	0.0128	-0.0002	-1.2%	0.0000
Volume	90,191	78,781	-11,410	-12.7%	574,528

Daily Pivots for day following 29-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9982	0.9921	0.9704
R3	0.9874	0.9813	0.9675
R2	0.9766	0.9766	0.9665
R1	0.9705	0.9705	0.9655	0.9736
PP	0.9658	0.9658	0.9658	0.9673
S1	0.9597	0.9597	0.9635	0.9628
S2	0.9550	0.9550	0.9625
S3	0.9442	0.9489	0.9615
S4	0.9334	0.9381	0.9586

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	0.9766	0.9566	0.0200	2.1%	0.0097	1.0%	40%	False	False	99,897
10	0.9956	0.9566	0.0390	4.0%	0.0110	1.1%	20%	False	False	108,995
20	1.0033	0.9566	0.0467	4.8%	0.0121	1.3%	17%	False	False	116,401
40	1.0493	0.9566	0.0927	9.6%	0.0153	1.6%	9%	False	False	104,233
60	1.0493	0.9287	0.1206	12.5%	0.0132	1.4%	30%	False	False	69,613
80	1.0493	0.9229	0.1264	13.1%	0.0119	1.2%	33%	False	False	52,315

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	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0177
2.618	1.0001
1.618	0.9893
1.000	0.9826
0.618	0.9785
HIGH	0.9718
0.618	0.9677
0.500	0.9664
0.382	0.9651
LOW	0.9610
0.618	0.9543
1.000	0.9502
1.618	0.9435
2.618	0.9327
4.250	0.9151

Fisher Pivots for day following 29-Apr-2008
Pivot	1 day	3 day
R1	0.9664	0.9644
PP	0.9658	0.9643
S1	0.9651	0.9642

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols