CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 28-Aug-2007
Day Change Summary
Previous Current
27-Aug-2007 28-Aug-2007 Change Change % Previous Week
Open 0.8818 0.8935 0.0117 1.3% 0.8895
High 0.8818 0.8935 0.0117 1.3% 0.8951
Low 0.8818 0.8935 0.0117 1.3% 0.8756
Close 0.8818 0.8935 0.0117 1.3% 0.8811
Range
ATR 0.0056 0.0060 0.0004 7.8% 0.0000
Volume
Daily Pivots for day following 28-Aug-2007
Classic Woodie Camarilla DeMark
R4 0.8935 0.8935 0.8935
R3 0.8935 0.8935 0.8935
R2 0.8935 0.8935 0.8935
R1 0.8935 0.8935 0.8935 0.8935
PP 0.8935 0.8935 0.8935 0.8935
S1 0.8935 0.8935 0.8935 0.8935
S2 0.8935 0.8935 0.8935
S3 0.8935 0.8935 0.8935
S4 0.8935 0.8935 0.8935
Weekly Pivots for week ending 24-Aug-2007
Classic Woodie Camarilla DeMark
R4 0.9424 0.9313 0.8918
R3 0.9229 0.9118 0.8865
R2 0.9034 0.9034 0.8847
R1 0.8923 0.8923 0.8829 0.8881
PP 0.8839 0.8839 0.8839 0.8819
S1 0.8728 0.8728 0.8793 0.8686
S2 0.8644 0.8644 0.8775
S3 0.8449 0.8533 0.8757
S4 0.8254 0.8338 0.8704
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8935 0.8756 0.0179 2.0% 0.0023 0.3% 100% True False 63
10 0.9098 0.8756 0.0342 3.8% 0.0035 0.4% 52% False False 41
20 0.9098 0.8580 0.0518 5.8% 0.0018 0.2% 69% False False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 0.0002
Fibonacci Retracements and Extensions
4.250 0.8935
2.618 0.8935
1.618 0.8935
1.000 0.8935
0.618 0.8935
HIGH 0.8935
0.618 0.8935
0.500 0.8935
0.382 0.8935
LOW 0.8935
0.618 0.8935
1.000 0.8935
1.618 0.8935
2.618 0.8935
4.250 0.8935
Fisher Pivots for day following 28-Aug-2007
Pivot 1 day 3 day
R1 0.8935 0.8914
PP 0.8935 0.8894
S1 0.8935 0.8873

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

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