CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 10-Sep-2007
Day Change Summary
Previous Current
07-Sep-2007 10-Sep-2007 Change Change % Previous Week
Open 0.9027 0.9060 0.0033 0.4% 0.8850
High 0.9027 0.9060 0.0033 0.4% 0.9027
Low 0.9027 0.9015 -0.0012 -0.1% 0.8834
Close 0.9027 0.9007 -0.0020 -0.2% 0.9027
Range 0.0000 0.0045 0.0045 0.0193
ATR 0.0054 0.0054 -0.0001 -1.2% 0.0000
Volume 101 0 -101 -100.0% 155
Daily Pivots for day following 10-Sep-2007
Classic Woodie Camarilla DeMark
R4 0.9162 0.9130 0.9032
R3 0.9117 0.9085 0.9019
R2 0.9072 0.9072 0.9015
R1 0.9040 0.9040 0.9011 0.9034
PP 0.9027 0.9027 0.9027 0.9024
S1 0.8995 0.8995 0.9003 0.8989
S2 0.8982 0.8982 0.8999
S3 0.8937 0.8950 0.8995
S4 0.8892 0.8905 0.8982
Weekly Pivots for week ending 07-Sep-2007
Classic Woodie Camarilla DeMark
R4 0.9542 0.9477 0.9133
R3 0.9349 0.9284 0.9080
R2 0.9156 0.9156 0.9062
R1 0.9091 0.9091 0.9045 0.9124
PP 0.8963 0.8963 0.8963 0.8979
S1 0.8898 0.8898 0.9009 0.8931
S2 0.8770 0.8770 0.8992
S3 0.8577 0.8705 0.8974
S4 0.8384 0.8512 0.8921
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9060 0.8834 0.0226 2.5% 0.0009 0.1% 77% True False 23
10 0.9060 0.8834 0.0226 2.5% 0.0005 0.1% 77% True False 19
20 0.9098 0.8663 0.0435 4.8% 0.0020 0.2% 79% False False 30
40 0.9098 0.8417 0.0681 7.6% 0.0010 0.1% 87% False False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.9251
2.618 0.9178
1.618 0.9133
1.000 0.9105
0.618 0.9088
HIGH 0.9060
0.618 0.9043
0.500 0.9038
0.382 0.9032
LOW 0.9015
0.618 0.8987
1.000 0.8970
1.618 0.8942
2.618 0.8897
4.250 0.8824
Fisher Pivots for day following 10-Sep-2007
Pivot 1 day 3 day
R1 0.9038 0.8993
PP 0.9027 0.8979
S1 0.9017 0.8965

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

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