CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 27-Sep-2007
Day Change Summary
Previous Current
26-Sep-2007 27-Sep-2007 Change Change % Previous Week
Open 0.8850 0.8819 -0.0031 -0.4% 0.8874
High 0.8850 0.8847 -0.0003 0.0% 0.8936
Low 0.8812 0.8795 -0.0017 -0.2% 0.8773
Close 0.8832 0.8816 -0.0016 -0.2% 0.8835
Range 0.0038 0.0052 0.0014 36.8% 0.0163
ATR 0.0062 0.0061 -0.0001 -1.1% 0.0000
Volume 148 7,622 7,474 5,050.0% 470
Daily Pivots for day following 27-Sep-2007
Classic Woodie Camarilla DeMark
R4 0.8975 0.8948 0.8845
R3 0.8923 0.8896 0.8830
R2 0.8871 0.8871 0.8826
R1 0.8844 0.8844 0.8821 0.8832
PP 0.8819 0.8819 0.8819 0.8813
S1 0.8792 0.8792 0.8811 0.8780
S2 0.8767 0.8767 0.8806
S3 0.8715 0.8740 0.8802
S4 0.8663 0.8688 0.8787
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 0.8933 0.8795 0.0138 1.6% 0.0039 0.4% 15% False True 1,645
10 0.8936 0.8773 0.0163 1.8% 0.0050 0.6% 26% False False 828
20 0.9060 0.8773 0.0287 3.3% 0.0028 0.3% 15% False False 424
40 0.9098 0.8580 0.0518 5.9% 0.0023 0.3% 46% False False 222
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9068
2.618 0.8983
1.618 0.8931
1.000 0.8899
0.618 0.8879
HIGH 0.8847
0.618 0.8827
0.500 0.8821
0.382 0.8815
LOW 0.8795
0.618 0.8763
1.000 0.8743
1.618 0.8711
2.618 0.8659
4.250 0.8574
Fisher Pivots for day following 27-Sep-2007
Pivot 1 day 3 day
R1 0.8821 0.8864
PP 0.8819 0.8848
S1 0.8818 0.8832

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

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