CME Japanese Yen Future June 2008


Trading Metrics calculated at close of trading on 16-May-2008
Day Change Summary
Previous Current
15-May-2008 16-May-2008 Change Change % Previous Week
Open 0.9538 0.9565 0.0027 0.3% 0.9734
High 0.9592 0.9676 0.0084 0.9% 0.9770
Low 0.9513 0.9529 0.0016 0.2% 0.9501
Close 0.9562 0.9616 0.0054 0.6% 0.9616
Range 0.0079 0.0147 0.0068 86.1% 0.0269
ATR 0.0118 0.0120 0.0002 1.8% 0.0000
Volume 103,550 95,365 -8,185 -7.9% 563,346
Daily Pivots for day following 16-May-2008
Classic Woodie Camarilla DeMark
R4 1.0048 0.9979 0.9697
R3 0.9901 0.9832 0.9656
R2 0.9754 0.9754 0.9643
R1 0.9685 0.9685 0.9629 0.9720
PP 0.9607 0.9607 0.9607 0.9624
S1 0.9538 0.9538 0.9603 0.9573
S2 0.9460 0.9460 0.9589
S3 0.9313 0.9391 0.9576
S4 0.9166 0.9244 0.9535
Weekly Pivots for week ending 16-May-2008
Classic Woodie Camarilla DeMark
R4 1.0436 1.0295 0.9764
R3 1.0167 1.0026 0.9690
R2 0.9898 0.9898 0.9665
R1 0.9757 0.9757 0.9641 0.9693
PP 0.9629 0.9629 0.9629 0.9597
S1 0.9488 0.9488 0.9591 0.9424
S2 0.9360 0.9360 0.9567
S3 0.9091 0.9219 0.9542
S4 0.8822 0.8950 0.9468
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9770 0.9501 0.0269 2.8% 0.0118 1.2% 43% False False 112,669
10 0.9770 0.9490 0.0280 2.9% 0.0113 1.2% 45% False False 112,665
20 0.9773 0.9484 0.0289 3.0% 0.0107 1.1% 46% False False 111,269
40 1.0187 0.9484 0.0703 7.3% 0.0126 1.3% 19% False False 112,512
60 1.0493 0.9308 0.1185 12.3% 0.0138 1.4% 26% False False 94,264
80 1.0493 0.9287 0.1206 12.5% 0.0124 1.3% 27% False False 70,757
100 1.0493 0.8882 0.1611 16.8% 0.0115 1.2% 46% False False 56,672
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.0301
2.618 1.0061
1.618 0.9914
1.000 0.9823
0.618 0.9767
HIGH 0.9676
0.618 0.9620
0.500 0.9603
0.382 0.9585
LOW 0.9529
0.618 0.9438
1.000 0.9382
1.618 0.9291
2.618 0.9144
4.250 0.8904
Fisher Pivots for day following 16-May-2008
Pivot 1 day 3 day
R1 0.9612 0.9607
PP 0.9607 0.9598
S1 0.9603 0.9589

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

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