CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 05-Jun-2008
Day Change Summary
Previous Current
04-Jun-2008 05-Jun-2008 Change Change % Previous Week
Open 0.9620 0.9563 -0.0057 -0.6% 0.9803
High 0.9620 0.9563 -0.0057 -0.6% 0.9803
Low 0.9620 0.9563 -0.0057 -0.6% 0.9577
Close 0.9617 0.9563 -0.0054 -0.6% 0.9584
Range
ATR 0.0060 0.0059 0.0000 -0.7% 0.0000
Volume 158 3 -155 -98.1% 519
Daily Pivots for day following 05-Jun-2008
Classic Woodie Camarilla DeMark
R4 0.9563 0.9563 0.9563
R3 0.9563 0.9563 0.9563
R2 0.9563 0.9563 0.9563
R1 0.9563 0.9563 0.9563 0.9563
PP 0.9563 0.9563 0.9563 0.9563
S1 0.9563 0.9563 0.9563 0.9563
S2 0.9563 0.9563 0.9563
S3 0.9563 0.9563 0.9563
S4 0.9563 0.9563 0.9563
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 0.9678 0.9563 0.0115 1.2% 0.0000 0.0% 0% False True 64
10 0.9803 0.9563 0.0240 2.5% 0.0000 0.0% 0% False True 73
20 0.9812 0.9563 0.0249 2.6% 0.0006 0.1% 0% False True 43
40 1.0025 0.9563 0.0462 4.8% 0.0003 0.0% 0% False True 21
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 0.9563
2.618 0.9563
1.618 0.9563
1.000 0.9563
0.618 0.9563
HIGH 0.9563
0.618 0.9563
0.500 0.9563
0.382 0.9563
LOW 0.9563
0.618 0.9563
1.000 0.9563
1.618 0.9563
2.618 0.9563
4.250 0.9563
Fisher Pivots for day following 05-Jun-2008
Pivot 1 day 3 day
R1 0.9563 0.9592
PP 0.9563 0.9582
S1 0.9563 0.9573

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

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