CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 12-Jun-2008
Day Change Summary
Previous Current
11-Jun-2008 12-Jun-2008 Change Change % Previous Week
Open 0.9454 0.9454 0.0000 0.0% 0.9678
High 0.9454 0.9454 0.0000 0.0% 0.9678
Low 0.9454 0.9454 0.0000 0.0% 0.9563
Close 0.9454 0.9369 -0.0085 -0.9% 0.9616
Range
ATR 0.0061 0.0057 -0.0004 -7.1% 0.0000
Volume 20,123 0 -20,123 -100.0% 228
Daily Pivots for day following 12-Jun-2008
Classic Woodie Camarilla DeMark
R4 0.9426 0.9397 0.9369
R3 0.9426 0.9397 0.9369
R2 0.9426 0.9426 0.9369
R1 0.9397 0.9397 0.9369 0.9412
PP 0.9426 0.9426 0.9426 0.9433
S1 0.9397 0.9397 0.9369 0.9412
S2 0.9426 0.9426 0.9369
S3 0.9426 0.9397 0.9369
S4 0.9426 0.9397 0.9369
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 0.9964 0.9905 0.9679
R3 0.9849 0.9790 0.9648
R2 0.9734 0.9734 0.9637
R1 0.9675 0.9675 0.9627 0.9647
PP 0.9619 0.9619 0.9619 0.9605
S1 0.9560 0.9560 0.9605 0.9532
S2 0.9504 0.9504 0.9595
S3 0.9389 0.9445 0.9584
S4 0.9274 0.9330 0.9553
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9631 0.9428 0.0203 2.2% 0.0031 0.3% -29% False False 4,041
10 0.9678 0.9428 0.0250 2.7% 0.0016 0.2% -24% False False 2,052
20 0.9803 0.9428 0.0375 4.0% 0.0013 0.1% -16% False False 1,047
40 0.9849 0.9428 0.0421 4.5% 0.0007 0.1% -14% False False 527
60 1.0252 0.9428 0.0824 8.8% 0.0005 0.1% -7% False False 359
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Fibonacci Retracements and Extensions
4.250 0.9454
2.618 0.9454
1.618 0.9454
1.000 0.9454
0.618 0.9454
HIGH 0.9454
0.618 0.9454
0.500 0.9454
0.382 0.9454
LOW 0.9454
0.618 0.9454
1.000 0.9454
1.618 0.9454
2.618 0.9454
4.250 0.9454
Fisher Pivots for day following 12-Jun-2008
Pivot 1 day 3 day
R1 0.9454 0.9446
PP 0.9426 0.9420
S1 0.9397 0.9395

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

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