CME Japanese Yen Future June 2008


Trading Metrics calculated at close of trading on 26-Feb-2008
Day Change Summary
Previous Current
25-Feb-2008 26-Feb-2008 Change Change % Previous Week
Open 0.9384 0.9314 -0.0070 -0.7% 0.9336
High 0.9391 0.9394 0.0003 0.0% 0.9441
Low 0.9308 0.9314 0.0006 0.1% 0.9298
Close 0.9318 0.9388 0.0070 0.8% 0.9418
Range 0.0083 0.0080 -0.0003 -3.6% 0.0143
ATR 0.0088 0.0087 -0.0001 -0.6% 0.0000
Volume 1,036 280 -756 -73.0% 2,655
Daily Pivots for day following 26-Feb-2008
Classic Woodie Camarilla DeMark
R4 0.9605 0.9577 0.9432
R3 0.9525 0.9497 0.9410
R2 0.9445 0.9445 0.9403
R1 0.9417 0.9417 0.9395 0.9431
PP 0.9365 0.9365 0.9365 0.9373
S1 0.9337 0.9337 0.9381 0.9351
S2 0.9285 0.9285 0.9373
S3 0.9205 0.9257 0.9366
S4 0.9125 0.9177 0.9344
Weekly Pivots for week ending 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 0.9815 0.9759 0.9497
R3 0.9672 0.9616 0.9457
R2 0.9529 0.9529 0.9444
R1 0.9473 0.9473 0.9431 0.9501
PP 0.9386 0.9386 0.9386 0.9400
S1 0.9330 0.9330 0.9405 0.9358
S2 0.9243 0.9243 0.9392
S3 0.9100 0.9187 0.9379
S4 0.8957 0.9044 0.9339
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9430 0.9298 0.0132 1.4% 0.0077 0.8% 68% False False 683
10 0.9441 0.9287 0.0154 1.6% 0.0090 1.0% 66% False False 420
20 0.9526 0.9287 0.0239 2.5% 0.0083 0.9% 42% False False 274
40 0.9597 0.9017 0.0580 6.2% 0.0084 0.9% 64% False False 333
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 True
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9734
2.618 0.9603
1.618 0.9523
1.000 0.9474
0.618 0.9443
HIGH 0.9394
0.618 0.9363
0.500 0.9354
0.382 0.9345
LOW 0.9314
0.618 0.9265
1.000 0.9234
1.618 0.9185
2.618 0.9105
4.250 0.8974
Fisher Pivots for day following 26-Feb-2008
Pivot 1 day 3 day
R1 0.9377 0.9382
PP 0.9365 0.9375
S1 0.9354 0.9369

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

View Archives - Comment on this page... - Back to Index of Symbols