CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 14-May-2008
Day Change Summary
Previous Current
13-May-2008 14-May-2008 Change Change % Previous Week
Open 0.9650 0.9605 -0.0045 -0.5% 0.9652
High 0.9650 0.9605 -0.0045 -0.5% 0.9812
Low 0.9650 0.9605 -0.0045 -0.5% 0.9598
Close 0.9650 0.9605 -0.0045 -0.5% 0.9820
Range
ATR 0.0062 0.0061 -0.0001 -2.0% 0.0000
Volume 2 100 98 4,900.0% 14
Daily Pivots for day following 14-May-2008
Classic Woodie Camarilla DeMark
R4 0.9605 0.9605 0.9605
R3 0.9605 0.9605 0.9605
R2 0.9605 0.9605 0.9605
R1 0.9605 0.9605 0.9605 0.9605
PP 0.9605 0.9605 0.9605 0.9605
S1 0.9605 0.9605 0.9605 0.9605
S2 0.9605 0.9605 0.9605
S3 0.9605 0.9605 0.9605
S4 0.9605 0.9605 0.9605
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 0.9605 0.0207 2.2% 0.0001 0.0% 0% False True 24
10 0.9812 0.9582 0.0230 2.4% 0.0001 0.0% 10% False False 12
20 0.9886 0.9582 0.0304 3.2% 0.0000 0.0% 8% False False 6
40 1.0252 0.9582 0.0670 7.0% 0.0001 0.0% 3% False False 16
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 0.9605
2.618 0.9605
1.618 0.9605
1.000 0.9605
0.618 0.9605
HIGH 0.9605
0.618 0.9605
0.500 0.9605
0.382 0.9605
LOW 0.9605
0.618 0.9605
1.000 0.9605
1.618 0.9605
2.618 0.9605
4.250 0.9605
Fisher Pivots for day following 14-May-2008
Pivot 1 day 3 day
R1 0.9605 0.9689
PP 0.9605 0.9661
S1 0.9605 0.9633

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

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