CME Japanese Yen Future June 2008


Trading Metrics calculated at close of trading on 13-May-2008
Day Change Summary
Previous Current
12-May-2008 13-May-2008 Change Change % Previous Week
Open 0.9734 0.9651 -0.0083 -0.9% 0.9529
High 0.9770 0.9691 -0.0079 -0.8% 0.9765
Low 0.9631 0.9549 -0.0082 -0.9% 0.9490
Close 0.9645 0.9561 -0.0084 -0.9% 0.9733
Range 0.0139 0.0142 0.0003 2.2% 0.0275
ATR 0.0122 0.0124 0.0001 1.2% 0.0000
Volume 115,392 120,051 4,659 4.0% 563,304
Daily Pivots for day following 13-May-2008
Classic Woodie Camarilla DeMark
R4 1.0026 0.9936 0.9639
R3 0.9884 0.9794 0.9600
R2 0.9742 0.9742 0.9587
R1 0.9652 0.9652 0.9574 0.9626
PP 0.9600 0.9600 0.9600 0.9588
S1 0.9510 0.9510 0.9548 0.9484
S2 0.9458 0.9458 0.9535
S3 0.9316 0.9368 0.9522
S4 0.9174 0.9226 0.9483
Weekly Pivots for week ending 09-May-2008
Classic Woodie Camarilla DeMark
R4 1.0488 1.0385 0.9884
R3 1.0213 1.0110 0.9809
R2 0.9938 0.9938 0.9783
R1 0.9835 0.9835 0.9758 0.9887
PP 0.9663 0.9663 0.9663 0.9688
S1 0.9560 0.9560 0.9708 0.9612
S2 0.9388 0.9388 0.9683
S3 0.9113 0.9285 0.9657
S4 0.8838 0.9010 0.9582
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9770 0.9491 0.0279 2.9% 0.0128 1.3% 25% False False 116,066
10 0.9770 0.9484 0.0286 3.0% 0.0116 1.2% 27% False False 115,397
20 0.9956 0.9484 0.0472 4.9% 0.0113 1.2% 16% False False 112,196
40 1.0362 0.9484 0.0878 9.2% 0.0138 1.4% 9% False False 117,641
60 1.0493 0.9298 0.1195 12.5% 0.0138 1.4% 22% False False 88,831
80 1.0493 0.9287 0.1206 12.6% 0.0125 1.3% 23% False False 66,684
100 1.0493 0.8882 0.1611 16.8% 0.0113 1.2% 42% False False 53,393
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0295
2.618 1.0063
1.618 0.9921
1.000 0.9833
0.618 0.9779
HIGH 0.9691
0.618 0.9637
0.500 0.9620
0.382 0.9603
LOW 0.9549
0.618 0.9461
1.000 0.9407
1.618 0.9319
2.618 0.9177
4.250 0.8946
Fisher Pivots for day following 13-May-2008
Pivot 1 day 3 day
R1 0.9620 0.9660
PP 0.9600 0.9627
S1 0.9581 0.9594

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

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