CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 18-Sep-2007
Day Change Summary
Previous Current
17-Sep-2007 18-Sep-2007 Change Change % Previous Week
Open 0.8874 0.8895 0.0021 0.2% 0.9060
High 0.8874 0.8895 0.0021 0.2% 0.9060
Low 0.8874 0.8780 -0.0094 -1.1% 0.8864
Close 0.8874 0.8821 -0.0053 -0.6% 0.8874
Range 0.0000 0.0115 0.0115 0.0196
ATR 0.0045 0.0050 0.0005 11.1% 0.0000
Volume 5 0 -5 -100.0% 8
Daily Pivots for day following 18-Sep-2007
Classic Woodie Camarilla DeMark
R4 0.9177 0.9114 0.8884
R3 0.9062 0.8999 0.8853
R2 0.8947 0.8947 0.8842
R1 0.8884 0.8884 0.8832 0.8858
PP 0.8832 0.8832 0.8832 0.8819
S1 0.8769 0.8769 0.8810 0.8743
S2 0.8717 0.8717 0.8800
S3 0.8602 0.8654 0.8789
S4 0.8487 0.8539 0.8758
Weekly Pivots for week ending 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 0.9521 0.9393 0.8982
R3 0.9325 0.9197 0.8928
R2 0.9129 0.9129 0.8910
R1 0.9001 0.9001 0.8892 0.8967
PP 0.8933 0.8933 0.8933 0.8916
S1 0.8805 0.8805 0.8856 0.8771
S2 0.8737 0.8737 0.8838
S3 0.8541 0.8609 0.8820
S4 0.8345 0.8413 0.8766
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8960 0.8780 0.0180 2.0% 0.0024 0.3% 23% False True 2
10 0.9060 0.8780 0.0280 3.2% 0.0017 0.2% 15% False True 11
20 0.9060 0.8756 0.0304 3.4% 0.0014 0.2% 21% False False 26
40 0.9098 0.8539 0.0559 6.3% 0.0013 0.1% 50% 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 23 trading days
Fibonacci Retracements and Extensions
4.250 0.9384
2.618 0.9196
1.618 0.9081
1.000 0.9010
0.618 0.8966
HIGH 0.8895
0.618 0.8851
0.500 0.8838
0.382 0.8824
LOW 0.8780
0.618 0.8709
1.000 0.8665
1.618 0.8594
2.618 0.8479
4.250 0.8291
Fisher Pivots for day following 18-Sep-2007
Pivot 1 day 3 day
R1 0.8838 0.8838
PP 0.8832 0.8832
S1 0.8827 0.8827

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

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