CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 24-Sep-2007
Day Change Summary
Previous Current
21-Sep-2007 24-Sep-2007 Change Change % Previous Week
Open 0.8815 0.8859 0.0044 0.5% 0.8874
High 0.8830 0.8894 0.0064 0.7% 0.8936
Low 0.8815 0.8859 0.0044 0.5% 0.8773
Close 0.8835 0.8878 0.0043 0.5% 0.8835
Range 0.0015 0.0035 0.0020 133.3% 0.0163
ATR 0.0060 0.0060 0.0000 -0.1% 0.0000
Volume 415 6 -409 -98.6% 470
Daily Pivots for day following 24-Sep-2007
Classic Woodie Camarilla DeMark
R4 0.8982 0.8965 0.8897
R3 0.8947 0.8930 0.8888
R2 0.8912 0.8912 0.8884
R1 0.8895 0.8895 0.8881 0.8904
PP 0.8877 0.8877 0.8877 0.8881
S1 0.8860 0.8860 0.8875 0.8869
S2 0.8842 0.8842 0.8872
S3 0.8807 0.8825 0.8868
S4 0.8772 0.8790 0.8859
Weekly Pivots for week ending 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 0.9337 0.9249 0.8925
R3 0.9174 0.9086 0.8880
R2 0.9011 0.9011 0.8865
R1 0.8923 0.8923 0.8850 0.8886
PP 0.8848 0.8848 0.8848 0.8829
S1 0.8760 0.8760 0.8820 0.8723
S2 0.8685 0.8685 0.8805
S3 0.8522 0.8597 0.8790
S4 0.8359 0.8434 0.8745
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8936 0.8773 0.0163 1.8% 0.0071 0.8% 64% False False 94
10 0.8976 0.8773 0.0203 2.3% 0.0036 0.4% 52% False False 48
20 0.9060 0.8773 0.0287 3.2% 0.0020 0.2% 37% False False 33
40 0.9098 0.8580 0.0518 5.8% 0.0019 0.2% 58% False False 30
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 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9043
2.618 0.8986
1.618 0.8951
1.000 0.8929
0.618 0.8916
HIGH 0.8894
0.618 0.8881
0.500 0.8877
0.382 0.8872
LOW 0.8859
0.618 0.8837
1.000 0.8824
1.618 0.8802
2.618 0.8767
4.250 0.8710
Fisher Pivots for day following 24-Sep-2007
Pivot 1 day 3 day
R1 0.8878 0.8873
PP 0.8877 0.8867
S1 0.8877 0.8862

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

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