CME Japanese Yen Future June 2008


Trading Metrics calculated at close of trading on 10-Jun-2008
Day Change Summary
Previous Current
09-Jun-2008 10-Jun-2008 Change Change % Previous Week
Open 0.9558 0.9409 -0.0149 -1.6% 0.9520
High 0.9582 0.9416 -0.0166 -1.7% 0.9634
Low 0.9404 0.9309 -0.0095 -1.0% 0.9399
Close 0.9427 0.9312 -0.0115 -1.2% 0.9520
Range 0.0178 0.0107 -0.0071 -39.9% 0.0235
ATR 0.0122 0.0121 0.0000 -0.2% 0.0000
Volume 141,038 178,054 37,016 26.2% 692,290
Daily Pivots for day following 10-Jun-2008
Classic Woodie Camarilla DeMark
R4 0.9667 0.9596 0.9371
R3 0.9560 0.9489 0.9341
R2 0.9453 0.9453 0.9332
R1 0.9382 0.9382 0.9322 0.9364
PP 0.9346 0.9346 0.9346 0.9337
S1 0.9275 0.9275 0.9302 0.9257
S2 0.9239 0.9239 0.9292
S3 0.9132 0.9168 0.9283
S4 0.9025 0.9061 0.9253
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 1.0223 1.0106 0.9649
R3 0.9988 0.9871 0.9585
R2 0.9753 0.9753 0.9563
R1 0.9636 0.9636 0.9542 0.9638
PP 0.9518 0.9518 0.9518 0.9518
S1 0.9401 0.9401 0.9498 0.9403
S2 0.9283 0.9283 0.9477
S3 0.9048 0.9166 0.9455
S4 0.8813 0.8931 0.9391
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9582 0.9309 0.0273 2.9% 0.0123 1.3% 1% False True 153,421
10 0.9635 0.9309 0.0326 3.5% 0.0120 1.3% 1% False True 141,693
20 0.9744 0.9309 0.0435 4.7% 0.0115 1.2% 1% False True 129,179
40 0.9956 0.9309 0.0647 6.9% 0.0113 1.2% 0% False True 120,227
60 1.0493 0.9309 0.1184 12.7% 0.0134 1.4% 0% False True 123,075
80 1.0493 0.9298 0.1195 12.8% 0.0132 1.4% 1% False False 97,418
100 1.0493 0.9287 0.1206 13.0% 0.0122 1.3% 2% False False 77,987
120 1.0493 0.8882 0.1611 17.3% 0.0112 1.2% 27% False False 65,024
Crabel Price Patterns
NR True
NR4 True
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 False
Bear Hook False
Bull Hook False
Stretch 0.0025
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9871
2.618 0.9696
1.618 0.9589
1.000 0.9523
0.618 0.9482
HIGH 0.9416
0.618 0.9375
0.500 0.9363
0.382 0.9350
LOW 0.9309
0.618 0.9243
1.000 0.9202
1.618 0.9136
2.618 0.9029
4.250 0.8854
Fisher Pivots for day following 10-Jun-2008
Pivot 1 day 3 day
R1 0.9363 0.9446
PP 0.9346 0.9401
S1 0.9329 0.9357

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

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