CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 02-Jun-2008
Day Change Summary
Previous Current
30-May-2008 02-Jun-2008 Change Change % Previous Week
Open 0.9584 0.9678 0.0094 1.0% 0.9803
High 0.9584 0.9678 0.0094 1.0% 0.9803
Low 0.9584 0.9678 0.0094 1.0% 0.9577
Close 0.9584 0.9678 0.0094 1.0% 0.9584
Range
ATR 0.0060 0.0062 0.0002 4.1% 0.0000
Volume 105 0 -105 -100.0% 519
Daily Pivots for day following 02-Jun-2008
Classic Woodie Camarilla DeMark
R4 0.9678 0.9678 0.9678
R3 0.9678 0.9678 0.9678
R2 0.9678 0.9678 0.9678
R1 0.9678 0.9678 0.9678 0.9678
PP 0.9678 0.9678 0.9678 0.9678
S1 0.9678 0.9678 0.9678 0.9678
S2 0.9678 0.9678 0.9678
S3 0.9678 0.9678 0.9678
S4 0.9678 0.9678 0.9678
Weekly Pivots for week ending 30-May-2008
Classic Woodie Camarilla DeMark
R4 1.0333 1.0184 0.9708
R3 1.0107 0.9958 0.9646
R2 0.9881 0.9881 0.9625
R1 0.9732 0.9732 0.9605 0.9694
PP 0.9655 0.9655 0.9655 0.9635
S1 0.9506 0.9506 0.9563 0.9468
S2 0.9429 0.9429 0.9543
S3 0.9203 0.9280 0.9522
S4 0.8977 0.9054 0.9460
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9693 0.9577 0.0116 1.2% 0.0000 0.0% 87% False False 103
10 0.9803 0.9577 0.0226 2.3% 0.0006 0.1% 45% False False 52
20 0.9812 0.9577 0.0235 2.4% 0.0006 0.1% 43% False False 32
40 1.0025 0.9577 0.0448 4.6% 0.0003 0.0% 23% 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 0.9678
2.618 0.9678
1.618 0.9678
1.000 0.9678
0.618 0.9678
HIGH 0.9678
0.618 0.9678
0.500 0.9678
0.382 0.9678
LOW 0.9678
0.618 0.9678
1.000 0.9678
1.618 0.9678
2.618 0.9678
4.250 0.9678
Fisher Pivots for day following 02-Jun-2008
Pivot 1 day 3 day
R1 0.9678 0.9661
PP 0.9678 0.9644
S1 0.9678 0.9628

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

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