CME Japanese Yen Future June 2008


Trading Metrics calculated at close of trading on 15-Feb-2008
Day Change Summary
Previous Current
14-Feb-2008 15-Feb-2008 Change Change % Previous Week
Open 0.9310 0.9347 0.0037 0.4% 0.9370
High 0.9336 0.9381 0.0045 0.5% 0.9463
Low 0.9287 0.9297 0.0010 0.1% 0.9287
Close 0.9332 0.9355 0.0023 0.2% 0.9355
Range 0.0049 0.0084 0.0035 71.4% 0.0176
ATR 0.0081 0.0081 0.0000 0.3% 0.0000
Volume 121 45 -76 -62.8% 436
Daily Pivots for day following 15-Feb-2008
Classic Woodie Camarilla DeMark
R4 0.9596 0.9560 0.9401
R3 0.9512 0.9476 0.9378
R2 0.9428 0.9428 0.9370
R1 0.9392 0.9392 0.9363 0.9410
PP 0.9344 0.9344 0.9344 0.9354
S1 0.9308 0.9308 0.9347 0.9326
S2 0.9260 0.9260 0.9340
S3 0.9176 0.9224 0.9332
S4 0.9092 0.9140 0.9309
Weekly Pivots for week ending 15-Feb-2008
Classic Woodie Camarilla DeMark
R4 0.9896 0.9802 0.9452
R3 0.9720 0.9626 0.9403
R2 0.9544 0.9544 0.9387
R1 0.9450 0.9450 0.9371 0.9409
PP 0.9368 0.9368 0.9368 0.9348
S1 0.9274 0.9274 0.9339 0.9233
S2 0.9192 0.9192 0.9323
S3 0.9016 0.9098 0.9307
S4 0.8840 0.8922 0.9258
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9463 0.9287 0.0176 1.9% 0.0076 0.8% 39% False False 87
10 0.9505 0.9287 0.0218 2.3% 0.0072 0.8% 31% False False 105
20 0.9597 0.9287 0.0310 3.3% 0.0082 0.9% 22% False False 264
40 0.9597 0.8882 0.0715 7.6% 0.0073 0.8% 66% False False 236
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9738
2.618 0.9601
1.618 0.9517
1.000 0.9465
0.618 0.9433
HIGH 0.9381
0.618 0.9349
0.500 0.9339
0.382 0.9329
LOW 0.9297
0.618 0.9245
1.000 0.9213
1.618 0.9161
2.618 0.9077
4.250 0.8940
Fisher Pivots for day following 15-Feb-2008
Pivot 1 day 3 day
R1 0.9350 0.9352
PP 0.9344 0.9349
S1 0.9339 0.9346

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

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