CME Japanese Yen Future June 2008


Trading Metrics calculated at close of trading on 26-Mar-2008
Day Change Summary
Previous Current
25-Mar-2008 26-Mar-2008 Change Change % Previous Week
Open 0.9979 1.0044 0.0065 0.7% 1.0162
High 1.0080 1.0159 0.0079 0.8% 1.0493
Low 0.9938 1.0012 0.0074 0.7% 0.9994
Close 1.0017 1.0102 0.0085 0.8% 1.0187
Range 0.0142 0.0147 0.0005 3.5% 0.0499
ATR 0.0173 0.0172 -0.0002 -1.1% 0.0000
Volume 69,099 102,857 33,758 48.9% 748,382
Daily Pivots for day following 26-Mar-2008
Classic Woodie Camarilla DeMark
R4 1.0532 1.0464 1.0183
R3 1.0385 1.0317 1.0142
R2 1.0238 1.0238 1.0129
R1 1.0170 1.0170 1.0115 1.0204
PP 1.0091 1.0091 1.0091 1.0108
S1 1.0023 1.0023 1.0089 1.0057
S2 0.9944 0.9944 1.0075
S3 0.9797 0.9876 1.0062
S4 0.9650 0.9729 1.0021
Weekly Pivots for week ending 21-Mar-2008
Classic Woodie Camarilla DeMark
R4 1.1722 1.1453 1.0461
R3 1.1223 1.0954 1.0324
R2 1.0724 1.0724 1.0278
R1 1.0455 1.0455 1.0233 1.0590
PP 1.0225 1.0225 1.0225 1.0292
S1 0.9956 0.9956 1.0141 1.0091
S2 0.9726 0.9726 1.0096
S3 0.9227 0.9457 1.0050
S4 0.8728 0.8958 0.9913
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0277 0.9938 0.0339 3.4% 0.0186 1.8% 48% False False 124,991
10 1.0493 0.9708 0.0785 7.8% 0.0223 2.2% 50% False False 135,108
20 1.0493 0.9380 0.1113 11.0% 0.0174 1.7% 65% False False 71,932
40 1.0493 0.9287 0.1206 11.9% 0.0128 1.3% 68% False False 36,103
60 1.0493 0.9017 0.1476 14.6% 0.0114 1.1% 74% False False 24,199
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 0.0035
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0784
2.618 1.0544
1.618 1.0397
1.000 1.0306
0.618 1.0250
HIGH 1.0159
0.618 1.0103
0.500 1.0086
0.382 1.0068
LOW 1.0012
0.618 0.9921
1.000 0.9865
1.618 0.9774
2.618 0.9627
4.250 0.9387
Fisher Pivots for day following 26-Mar-2008
Pivot 1 day 3 day
R1 1.0097 1.0084
PP 1.0091 1.0066
S1 1.0086 1.0049

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

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