CME Japanese Yen Future June 2008


Trading Metrics calculated at close of trading on 30-May-2008
Day Change Summary
Previous Current
29-May-2008 30-May-2008 Change Change % Previous Week
Open 0.9561 0.9481 -0.0080 -0.8% 0.9700
High 0.9569 0.9510 -0.0059 -0.6% 0.9706
Low 0.9453 0.9464 0.0011 0.1% 0.9453
Close 0.9483 0.9491 0.0008 0.1% 0.9491
Range 0.0116 0.0046 -0.0070 -60.3% 0.0253
ATR 0.0118 0.0113 -0.0005 -4.4% 0.0000
Volume 140,809 132,223 -8,586 -6.1% 505,331
Daily Pivots for day following 30-May-2008
Classic Woodie Camarilla DeMark
R4 0.9626 0.9605 0.9516
R3 0.9580 0.9559 0.9504
R2 0.9534 0.9534 0.9499
R1 0.9513 0.9513 0.9495 0.9524
PP 0.9488 0.9488 0.9488 0.9494
S1 0.9467 0.9467 0.9487 0.9478
S2 0.9442 0.9442 0.9483
S3 0.9396 0.9421 0.9478
S4 0.9350 0.9375 0.9466
Weekly Pivots for week ending 30-May-2008
Classic Woodie Camarilla DeMark
R4 1.0309 1.0153 0.9630
R3 1.0056 0.9900 0.9561
R2 0.9803 0.9803 0.9537
R1 0.9647 0.9647 0.9514 0.9599
PP 0.9550 0.9550 0.9550 0.9526
S1 0.9394 0.9394 0.9468 0.9346
S2 0.9297 0.9297 0.9445
S3 0.9044 0.9141 0.9421
S4 0.8791 0.8888 0.9352
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9715 0.9453 0.0262 2.8% 0.0104 1.1% 15% False False 129,176
10 0.9744 0.9453 0.0291 3.1% 0.0109 1.1% 13% False False 121,962
20 0.9770 0.9453 0.0317 3.3% 0.0110 1.2% 12% False False 117,940
40 1.0033 0.9453 0.0580 6.1% 0.0115 1.2% 7% False False 116,060
60 1.0493 0.9453 0.1040 11.0% 0.0139 1.5% 4% False False 112,867
80 1.0493 0.9287 0.1206 12.7% 0.0128 1.3% 17% False False 84,785
100 1.0493 0.9229 0.1264 13.3% 0.0118 1.2% 21% False False 67,910
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 76 trading days
Fibonacci Retracements and Extensions
4.250 0.9706
2.618 0.9630
1.618 0.9584
1.000 0.9556
0.618 0.9538
HIGH 0.9510
0.618 0.9492
0.500 0.9487
0.382 0.9482
LOW 0.9464
0.618 0.9436
1.000 0.9418
1.618 0.9390
2.618 0.9344
4.250 0.9269
Fisher Pivots for day following 30-May-2008
Pivot 1 day 3 day
R1 0.9490 0.9544
PP 0.9488 0.9526
S1 0.9487 0.9509

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

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