CME Japanese Yen Future June 2008


Trading Metrics calculated at close of trading on 19-May-2008
Day Change Summary
Previous Current
16-May-2008 19-May-2008 Change Change % Previous Week
Open 0.9565 0.9625 0.0060 0.6% 0.9734
High 0.9676 0.9664 -0.0012 -0.1% 0.9770
Low 0.9529 0.9565 0.0036 0.4% 0.9501
Close 0.9616 0.9595 -0.0021 -0.2% 0.9616
Range 0.0147 0.0099 -0.0048 -32.7% 0.0269
ATR 0.0120 0.0118 -0.0001 -1.2% 0.0000
Volume 95,365 137,525 42,160 44.2% 563,346
Daily Pivots for day following 19-May-2008
Classic Woodie Camarilla DeMark
R4 0.9905 0.9849 0.9649
R3 0.9806 0.9750 0.9622
R2 0.9707 0.9707 0.9613
R1 0.9651 0.9651 0.9604 0.9630
PP 0.9608 0.9608 0.9608 0.9597
S1 0.9552 0.9552 0.9586 0.9531
S2 0.9509 0.9509 0.9577
S3 0.9410 0.9453 0.9568
S4 0.9311 0.9354 0.9541
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 0.9691 0.9501 0.0190 2.0% 0.0110 1.1% 49% False False 117,095
10 0.9770 0.9491 0.0279 2.9% 0.0115 1.2% 37% False False 113,458
20 0.9773 0.9484 0.0289 3.0% 0.0107 1.1% 38% False False 110,589
40 1.0187 0.9484 0.0703 7.3% 0.0124 1.3% 16% False False 113,117
60 1.0493 0.9308 0.1185 12.4% 0.0139 1.4% 24% False False 96,545
80 1.0493 0.9287 0.1206 12.6% 0.0124 1.3% 26% False False 72,473
100 1.0493 0.8882 0.1611 16.8% 0.0116 1.2% 44% False False 58,047
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0085
2.618 0.9923
1.618 0.9824
1.000 0.9763
0.618 0.9725
HIGH 0.9664
0.618 0.9626
0.500 0.9615
0.382 0.9603
LOW 0.9565
0.618 0.9504
1.000 0.9466
1.618 0.9405
2.618 0.9306
4.250 0.9144
Fisher Pivots for day following 19-May-2008
Pivot 1 day 3 day
R1 0.9615 0.9595
PP 0.9608 0.9595
S1 0.9602 0.9595

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

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