CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 26-Jun-2008
Day Change Summary
Previous Current
25-Jun-2008 26-Jun-2008 Change Change % Previous Week
Open 0.9320 0.9423 0.0103 1.1% 0.9333
High 0.9365 0.9445 0.0080 0.9% 0.9420
Low 0.9315 0.9423 0.0108 1.2% 0.9313
Close 0.9364 0.9469 0.0105 1.1% 0.9431
Range 0.0050 0.0022 -0.0028 -56.0% 0.0107
ATR 0.0050 0.0052 0.0002 4.4% 0.0000
Volume 18 25 7 38.9% 186
Daily Pivots for day following 26-Jun-2008
Classic Woodie Camarilla DeMark
R4 0.9512 0.9512 0.9481
R3 0.9490 0.9490 0.9475
R2 0.9468 0.9468 0.9473
R1 0.9468 0.9468 0.9471 0.9468
PP 0.9446 0.9446 0.9446 0.9446
S1 0.9446 0.9446 0.9467 0.9446
S2 0.9424 0.9424 0.9465
S3 0.9402 0.9424 0.9463
S4 0.9380 0.9402 0.9457
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 0.9709 0.9677 0.9490
R3 0.9602 0.9570 0.9460
R2 0.9495 0.9495 0.9451
R1 0.9463 0.9463 0.9441 0.9479
PP 0.9388 0.9388 0.9388 0.9396
S1 0.9356 0.9356 0.9421 0.9372
S2 0.9281 0.9281 0.9411
S3 0.9174 0.9249 0.9402
S4 0.9067 0.9142 0.9372
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9445 0.9315 0.0130 1.4% 0.0033 0.4% 118% True False 45
10 0.9445 0.9313 0.0132 1.4% 0.0037 0.4% 118% True False 36
20 0.9678 0.9313 0.0365 3.9% 0.0026 0.3% 43% False False 1,044
40 0.9812 0.9313 0.0499 5.3% 0.0016 0.2% 31% False False 536
60 1.0025 0.9313 0.0712 7.5% 0.0011 0.1% 22% False False 357
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9539
2.618 0.9503
1.618 0.9481
1.000 0.9467
0.618 0.9459
HIGH 0.9445
0.618 0.9437
0.500 0.9434
0.382 0.9431
LOW 0.9423
0.618 0.9409
1.000 0.9401
1.618 0.9387
2.618 0.9365
4.250 0.9330
Fisher Pivots for day following 26-Jun-2008
Pivot 1 day 3 day
R1 0.9457 0.9439
PP 0.9446 0.9410
S1 0.9434 0.9380

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

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