CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 07-May-2008
Day Change Summary
Previous Current
06-May-2008 07-May-2008 Change Change % Previous Week
Open 0.9720 0.9598 -0.0122 -1.3% 0.9713
High 0.9720 0.9601 -0.0119 -1.2% 0.9737
Low 0.9720 0.9598 -0.0122 -1.3% 0.9582
Close 0.9657 0.9643 -0.0014 -0.1% 0.9609
Range 0.0000 0.0003 0.0003 0.0155
ATR 0.0058 0.0058 0.0000 0.1% 0.0000
Volume 0 2 2 0
Daily Pivots for day following 07-May-2008
Classic Woodie Camarilla DeMark
R4 0.9623 0.9636 0.9645
R3 0.9620 0.9633 0.9644
R2 0.9617 0.9617 0.9644
R1 0.9630 0.9630 0.9643 0.9624
PP 0.9614 0.9614 0.9614 0.9611
S1 0.9627 0.9627 0.9643 0.9621
S2 0.9611 0.9611 0.9642
S3 0.9608 0.9624 0.9642
S4 0.9605 0.9621 0.9641
Weekly Pivots for week ending 02-May-2008
Classic Woodie Camarilla DeMark
R4 1.0108 1.0013 0.9694
R3 0.9953 0.9858 0.9652
R2 0.9798 0.9798 0.9637
R1 0.9703 0.9703 0.9623 0.9673
PP 0.9643 0.9643 0.9643 0.9628
S1 0.9548 0.9548 0.9595 0.9518
S2 0.9488 0.9488 0.9581
S3 0.9333 0.9393 0.9566
S4 0.9178 0.9238 0.9524
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9720 0.9582 0.0138 1.4% 0.0001 0.0% 44% False False
10 0.9737 0.9582 0.0155 1.6% 0.0000 0.0% 39% False False
20 1.0025 0.9582 0.0443 4.6% 0.0000 0.0% 14% False False
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 0.0000
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 0.9614
2.618 0.9609
1.618 0.9606
1.000 0.9604
0.618 0.9603
HIGH 0.9601
0.618 0.9600
0.500 0.9600
0.382 0.9599
LOW 0.9598
0.618 0.9596
1.000 0.9595
1.618 0.9593
2.618 0.9590
4.250 0.9585
Fisher Pivots for day following 07-May-2008
Pivot 1 day 3 day
R1 0.9629 0.9659
PP 0.9614 0.9654
S1 0.9600 0.9648

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

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