CME Japanese Yen Future June 2008

Trading Metrics calculated at close of trading on 13-Jun-2008

Day Change Summary
	Previous	Current
	12-Jun-2008	13-Jun-2008	Change	Change %	Previous Week
Open	0.9360	0.9268	-0.0092	-1.0%	0.9558
High	0.9364	0.9289	-0.0075	-0.8%	0.9582
Low	0.9252	0.9216	-0.0036	-0.4%	0.9216
Close	0.9265	0.9242	-0.0023	-0.2%	0.9242
Range	0.0112	0.0073	-0.0039	-34.8%	0.0366
ATR	0.0120	0.0116	-0.0003	-2.8%	0.0000
Volume	150,861	89,916	-60,945	-40.4%	726,220

Daily Pivots for day following 13-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9468	0.9428	0.9282
R3	0.9395	0.9355	0.9262
R2	0.9322	0.9322	0.9255
R1	0.9282	0.9282	0.9249	0.9266
PP	0.9249	0.9249	0.9249	0.9241
S1	0.9209	0.9209	0.9235	0.9193
S2	0.9176	0.9176	0.9229
S3	0.9103	0.9136	0.9222
S4	0.9030	0.9063	0.9202

Weekly Pivots for week ending 13-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0445	1.0209	0.9443
R3	1.0079	0.9843	0.9343
R2	0.9713	0.9713	0.9309
R1	0.9477	0.9477	0.9276	0.9412
PP	0.9347	0.9347	0.9347	0.9314
S1	0.9111	0.9111	0.9208	0.9046
S2	0.8981	0.8981	0.9175
S3	0.8615	0.8745	0.9141
S4	0.8249	0.8379	0.9041

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9582	0.9216	0.0366	4.0%	0.0115	1.2%	7%	False	True	145,244
10	0.9634	0.9216	0.0418	4.5%	0.0120	1.3%	6%	False	True	141,851
20	0.9744	0.9216	0.0528	5.7%	0.0114	1.2%	5%	False	True	131,906
40	0.9814	0.9216	0.0598	6.5%	0.0112	1.2%	4%	False	True	122,326
60	1.0200	0.9216	0.0984	10.6%	0.0123	1.3%	3%	False	True	120,324
80	1.0493	0.9216	0.1277	13.8%	0.0131	1.4%	2%	False	True	102,492
100	1.0493	0.9216	0.1277	13.8%	0.0122	1.3%	2%	False	True	82,042
120	1.0493	0.8882	0.1611	17.4%	0.0114	1.2%	22%	False	False	68,416

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 10 trading days

Fibonacci Retracements and Extensions
4.250	0.9599
2.618	0.9480
1.618	0.9407
1.000	0.9362
0.618	0.9334
HIGH	0.9289
0.618	0.9261
0.500	0.9253
0.382	0.9244
LOW	0.9216
0.618	0.9171
1.000	0.9143
1.618	0.9098
2.618	0.9025
4.250	0.8906

Fisher Pivots for day following 13-Jun-2008
Pivot	1 day	3 day
R1	0.9253	0.9302
PP	0.9249	0.9282
S1	0.9246	0.9262

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols