CME Japanese Yen Future June 2008


Trading Metrics calculated at close of trading on 02-Apr-2008
Day Change Summary
Previous Current
01-Apr-2008 02-Apr-2008 Change Change % Previous Week
Open 1.0057 0.9868 -0.0189 -1.9% 1.0117
High 1.0086 0.9893 -0.0193 -1.9% 1.0187
Low 0.9830 0.9766 -0.0064 -0.7% 0.9938
Close 0.9845 0.9808 -0.0037 -0.4% 1.0100
Range 0.0256 0.0127 -0.0129 -50.4% 0.0249
ATR 0.0172 0.0169 -0.0003 -1.9% 0.0000
Volume 95,795 159,645 63,850 66.7% 507,142
Daily Pivots for day following 02-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.0203 1.0133 0.9878
R3 1.0076 1.0006 0.9843
R2 0.9949 0.9949 0.9831
R1 0.9879 0.9879 0.9820 0.9851
PP 0.9822 0.9822 0.9822 0.9808
S1 0.9752 0.9752 0.9796 0.9724
S2 0.9695 0.9695 0.9785
S3 0.9568 0.9625 0.9773
S4 0.9441 0.9498 0.9738
Weekly Pivots for week ending 28-Mar-2008
Classic Woodie Camarilla DeMark
R4 1.0822 1.0710 1.0237
R3 1.0573 1.0461 1.0168
R2 1.0324 1.0324 1.0146
R1 1.0212 1.0212 1.0123 1.0144
PP 1.0075 1.0075 1.0075 1.0041
S1 0.9963 0.9963 1.0077 0.9895
S2 0.9826 0.9826 1.0054
S3 0.9577 0.9714 1.0032
S4 0.9328 0.9465 0.9963
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0187 0.9766 0.0421 4.3% 0.0163 1.7% 10% False True 112,994
10 1.0277 0.9766 0.0511 5.2% 0.0175 1.8% 8% False True 118,992
20 1.0493 0.9652 0.0841 8.6% 0.0187 1.9% 19% False False 99,942
40 1.0493 0.9287 0.1206 12.3% 0.0139 1.4% 43% False False 50,209
60 1.0493 0.9229 0.1264 12.9% 0.0119 1.2% 46% False False 33,611
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0036
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.0433
2.618 1.0225
1.618 1.0098
1.000 1.0020
0.618 0.9971
HIGH 0.9893
0.618 0.9844
0.500 0.9830
0.382 0.9815
LOW 0.9766
0.618 0.9688
1.000 0.9639
1.618 0.9561
2.618 0.9434
4.250 0.9226
Fisher Pivots for day following 02-Apr-2008
Pivot 1 day 3 day
R1 0.9830 0.9964
PP 0.9822 0.9912
S1 0.9815 0.9860

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

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