CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 19-May-2008
Day Change Summary
Previous Current
16-May-2008 19-May-2008 Change Change % Previous Week
Open 0.9685 0.9683 -0.0002 0.0% 0.9773
High 0.9734 0.9683 -0.0051 -0.5% 0.9773
Low 0.9685 0.9683 -0.0002 0.0% 0.9605
Close 0.9703 0.9683 -0.0020 -0.2% 0.9703
Range 0.0049 0.0000 -0.0049 -100.0% 0.0168
ATR 0.0062 0.0059 -0.0003 -4.8% 0.0000
Volume 0 6 6 112
Daily Pivots for day following 19-May-2008
Classic Woodie Camarilla DeMark
R4 0.9683 0.9683 0.9683
R3 0.9683 0.9683 0.9683
R2 0.9683 0.9683 0.9683
R1 0.9683 0.9683 0.9683 0.9683
PP 0.9683 0.9683 0.9683 0.9683
S1 0.9683 0.9683 0.9683 0.9683
S2 0.9683 0.9683 0.9683
S3 0.9683 0.9683 0.9683
S4 0.9683 0.9683 0.9683
Weekly Pivots for week ending 16-May-2008
Classic Woodie Camarilla DeMark
R4 1.0198 1.0118 0.9795
R3 1.0030 0.9950 0.9749
R2 0.9862 0.9862 0.9734
R1 0.9782 0.9782 0.9718 0.9738
PP 0.9694 0.9694 0.9694 0.9672
S1 0.9614 0.9614 0.9688 0.9570
S2 0.9526 0.9526 0.9672
S3 0.9358 0.9446 0.9657
S4 0.9190 0.9278 0.9611
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9734 0.9605 0.0129 1.3% 0.0010 0.1% 60% False False 21
10 0.9812 0.9598 0.0214 2.2% 0.0006 0.1% 40% False False 13
20 0.9849 0.9582 0.0267 2.8% 0.0003 0.0% 38% False False 6
40 1.0171 0.9582 0.0589 6.1% 0.0003 0.0% 17% False False 16
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 0.9683
2.618 0.9683
1.618 0.9683
1.000 0.9683
0.618 0.9683
HIGH 0.9683
0.618 0.9683
0.500 0.9683
0.382 0.9683
LOW 0.9683
0.618 0.9683
1.000 0.9683
1.618 0.9683
2.618 0.9683
4.250 0.9683
Fisher Pivots for day following 19-May-2008
Pivot 1 day 3 day
R1 0.9683 0.9693
PP 0.9683 0.9689
S1 0.9683 0.9686

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

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