CME Japanese Yen Future June 2008


Trading Metrics calculated at close of trading on 18-Feb-2008
Day Change Summary
Previous Current
15-Feb-2008 18-Feb-2008 Change Change % Previous Week
Open 0.9347 0.9336 -0.0011 -0.1% 0.9370
High 0.9381 0.9441 0.0060 0.6% 0.9463
Low 0.9297 0.9303 0.0006 0.1% 0.9287
Close 0.9355 0.9311 -0.0044 -0.5% 0.9355
Range 0.0084 0.0138 0.0054 64.3% 0.0176
ATR 0.0081 0.0085 0.0004 5.0% 0.0000
Volume 45 45 0 0.0% 436
Daily Pivots for day following 18-Feb-2008
Classic Woodie Camarilla DeMark
R4 0.9766 0.9676 0.9387
R3 0.9628 0.9538 0.9349
R2 0.9490 0.9490 0.9336
R1 0.9400 0.9400 0.9324 0.9376
PP 0.9352 0.9352 0.9352 0.9340
S1 0.9262 0.9262 0.9298 0.9238
S2 0.9214 0.9214 0.9286
S3 0.9076 0.9124 0.9273
S4 0.8938 0.8986 0.9235
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 0.9441 0.9287 0.0154 1.7% 0.0085 0.9% 16% True False 69
10 0.9505 0.9287 0.0218 2.3% 0.0083 0.9% 11% False False 86
20 0.9597 0.9287 0.0310 3.3% 0.0085 0.9% 8% False False 244
40 0.9597 0.8882 0.0715 7.7% 0.0076 0.8% 60% False False 237
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0028
2.618 0.9802
1.618 0.9664
1.000 0.9579
0.618 0.9526
HIGH 0.9441
0.618 0.9388
0.500 0.9372
0.382 0.9356
LOW 0.9303
0.618 0.9218
1.000 0.9165
1.618 0.9080
2.618 0.8942
4.250 0.8717
Fisher Pivots for day following 18-Feb-2008
Pivot 1 day 3 day
R1 0.9372 0.9364
PP 0.9352 0.9346
S1 0.9331 0.9329

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

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