CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 12-May-2008
Day Change Summary
Previous Current
09-May-2008 12-May-2008 Change Change % Previous Week
Open 0.9809 0.9773 -0.0036 -0.4% 0.9652
High 0.9812 0.9773 -0.0039 -0.4% 0.9812
Low 0.9809 0.9773 -0.0036 -0.4% 0.9598
Close 0.9820 0.9733 -0.0087 -0.9% 0.9820
Range 0.0003 0.0000 -0.0003 -100.0% 0.0214
ATR 0.0062 0.0061 -0.0001 -1.7% 0.0000
Volume 0 10 10 14
Daily Pivots for day following 12-May-2008
Classic Woodie Camarilla DeMark
R4 0.9760 0.9746 0.9733
R3 0.9760 0.9746 0.9733
R2 0.9760 0.9760 0.9733
R1 0.9746 0.9746 0.9733 0.9753
PP 0.9760 0.9760 0.9760 0.9763
S1 0.9746 0.9746 0.9733 0.9753
S2 0.9760 0.9760 0.9733
S3 0.9760 0.9746 0.9733
S4 0.9760 0.9746 0.9733
Weekly Pivots for week ending 09-May-2008
Classic Woodie Camarilla DeMark
R4 1.0385 1.0317 0.9938
R3 1.0171 1.0103 0.9879
R2 0.9957 0.9957 0.9859
R1 0.9889 0.9889 0.9840 0.9923
PP 0.9743 0.9743 0.9743 0.9761
S1 0.9675 0.9675 0.9800 0.9709
S2 0.9529 0.9529 0.9781
S3 0.9315 0.9461 0.9761
S4 0.9101 0.9247 0.9702
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9812 0.9598 0.0214 2.2% 0.0001 0.0% 63% False False 4
10 0.9812 0.9582 0.0230 2.4% 0.0001 0.0% 66% False False 2
20 0.9952 0.9582 0.0370 3.8% 0.0000 0.0% 41% False False 1
40 1.0401 0.9582 0.0819 8.4% 0.0001 0.0% 18% False False 13
Crabel Price Patterns
NR True
NR4 False
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9773
2.618 0.9773
1.618 0.9773
1.000 0.9773
0.618 0.9773
HIGH 0.9773
0.618 0.9773
0.500 0.9773
0.382 0.9773
LOW 0.9773
0.618 0.9773
1.000 0.9773
1.618 0.9773
2.618 0.9773
4.250 0.9773
Fisher Pivots for day following 12-May-2008
Pivot 1 day 3 day
R1 0.9773 0.9766
PP 0.9760 0.9755
S1 0.9746 0.9744

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

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