CME Japanese Yen Future June 2008


Trading Metrics calculated at close of trading on 13-Feb-2008
Day Change Summary
Previous Current
12-Feb-2008 13-Feb-2008 Change Change % Previous Week
Open 0.9415 0.9380 -0.0035 -0.4% 0.9447
High 0.9415 0.9404 -0.0011 -0.1% 0.9505
Low 0.9370 0.9295 -0.0075 -0.8% 0.9346
Close 0.9385 0.9311 -0.0074 -0.8% 0.9382
Range 0.0045 0.0109 0.0064 142.2% 0.0159
ATR 0.0082 0.0084 0.0002 2.4% 0.0000
Volume 66 71 5 7.6% 617
Daily Pivots for day following 13-Feb-2008
Classic Woodie Camarilla DeMark
R4 0.9664 0.9596 0.9371
R3 0.9555 0.9487 0.9341
R2 0.9446 0.9446 0.9331
R1 0.9378 0.9378 0.9321 0.9358
PP 0.9337 0.9337 0.9337 0.9326
S1 0.9269 0.9269 0.9301 0.9249
S2 0.9228 0.9228 0.9291
S3 0.9119 0.9160 0.9281
S4 0.9010 0.9051 0.9251
Weekly Pivots for week ending 08-Feb-2008
Classic Woodie Camarilla DeMark
R4 0.9888 0.9794 0.9469
R3 0.9729 0.9635 0.9426
R2 0.9570 0.9570 0.9411
R1 0.9476 0.9476 0.9397 0.9444
PP 0.9411 0.9411 0.9411 0.9395
S1 0.9317 0.9317 0.9367 0.9285
S2 0.9252 0.9252 0.9353
S3 0.9093 0.9158 0.9338
S4 0.8934 0.8999 0.9295
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9505 0.9295 0.0210 2.3% 0.0089 1.0% 8% False True 110
10 0.9526 0.9295 0.0231 2.5% 0.0077 0.8% 7% False True 127
20 0.9597 0.9295 0.0302 3.2% 0.0087 0.9% 5% False True 292
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0016
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9867
2.618 0.9689
1.618 0.9580
1.000 0.9513
0.618 0.9471
HIGH 0.9404
0.618 0.9362
0.500 0.9350
0.382 0.9337
LOW 0.9295
0.618 0.9228
1.000 0.9186
1.618 0.9119
2.618 0.9010
4.250 0.8832
Fisher Pivots for day following 13-Feb-2008
Pivot 1 day 3 day
R1 0.9350 0.9379
PP 0.9337 0.9356
S1 0.9324 0.9334

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

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