CME Japanese Yen Future June 2008


Trading Metrics calculated at close of trading on 01-May-2008
Day Change Summary
Previous Current
30-Apr-2008 01-May-2008 Change Change % Previous Week
Open 0.9632 0.9644 0.0012 0.1% 0.9669
High 0.9671 0.9683 0.0012 0.1% 0.9773
Low 0.9561 0.9585 0.0024 0.3% 0.9569
Close 0.9650 0.9606 -0.0044 -0.5% 0.9599
Range 0.0110 0.0098 -0.0012 -10.9% 0.0204
ATR 0.0127 0.0125 -0.0002 -1.6% 0.0000
Volume 102,929 144,394 41,465 40.3% 574,528
Daily Pivots for day following 01-May-2008
Classic Woodie Camarilla DeMark
R4 0.9919 0.9860 0.9660
R3 0.9821 0.9762 0.9633
R2 0.9723 0.9723 0.9624
R1 0.9664 0.9664 0.9615 0.9645
PP 0.9625 0.9625 0.9625 0.9615
S1 0.9566 0.9566 0.9597 0.9547
S2 0.9527 0.9527 0.9588
S3 0.9429 0.9468 0.9579
S4 0.9331 0.9370 0.9552
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 0.9718 0.9561 0.0157 1.6% 0.0094 1.0% 29% False False 106,932
10 0.9814 0.9561 0.0253 2.6% 0.0110 1.1% 18% False False 111,572
20 1.0033 0.9561 0.0472 4.9% 0.0121 1.3% 10% False False 114,180
40 1.0493 0.9561 0.0932 9.7% 0.0154 1.6% 5% False False 110,331
60 1.0493 0.9287 0.1206 12.6% 0.0134 1.4% 26% False False 73,733
80 1.0493 0.9229 0.1264 13.2% 0.0120 1.2% 30% False False 55,402
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0027
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0100
2.618 0.9940
1.618 0.9842
1.000 0.9781
0.618 0.9744
HIGH 0.9683
0.618 0.9646
0.500 0.9634
0.382 0.9622
LOW 0.9585
0.618 0.9524
1.000 0.9487
1.618 0.9426
2.618 0.9328
4.250 0.9169
Fisher Pivots for day following 01-May-2008
Pivot 1 day 3 day
R1 0.9634 0.9640
PP 0.9625 0.9628
S1 0.9615 0.9617

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

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