CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 02-Oct-2007
Day Change Summary
Previous Current
01-Oct-2007 02-Oct-2007 Change Change % Previous Week
Open 0.8869 0.8820 -0.0049 -0.6% 0.8859
High 0.8869 0.8820 -0.0049 -0.6% 0.8933
Low 0.8785 0.8790 0.0005 0.1% 0.8795
Close 0.8804 0.8796 -0.0008 -0.1% 0.8882
Range 0.0084 0.0030 -0.0054 -64.3% 0.0138
ATR 0.0064 0.0061 -0.0002 -3.8% 0.0000
Volume 19 51 32 168.4% 7,832
Daily Pivots for day following 02-Oct-2007
Classic Woodie Camarilla DeMark
R4 0.8892 0.8874 0.8813
R3 0.8862 0.8844 0.8804
R2 0.8832 0.8832 0.8802
R1 0.8814 0.8814 0.8799 0.8808
PP 0.8802 0.8802 0.8802 0.8799
S1 0.8784 0.8784 0.8793 0.8778
S2 0.8772 0.8772 0.8791
S3 0.8742 0.8754 0.8788
S4 0.8712 0.8724 0.8780
Weekly Pivots for week ending 28-Sep-2007
Classic Woodie Camarilla DeMark
R4 0.9284 0.9221 0.8958
R3 0.9146 0.9083 0.8920
R2 0.9008 0.9008 0.8907
R1 0.8945 0.8945 0.8895 0.8977
PP 0.8870 0.8870 0.8870 0.8886
S1 0.8807 0.8807 0.8869 0.8839
S2 0.8732 0.8732 0.8857
S3 0.8594 0.8669 0.8844
S4 0.8456 0.8531 0.8806
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8880 0.8785 0.0095 1.1% 0.0048 0.5% 12% False False 1,572
10 0.8936 0.8773 0.0163 1.9% 0.0053 0.6% 14% False False 836
20 0.9060 0.8773 0.0287 3.3% 0.0035 0.4% 8% False False 424
40 0.9098 0.8580 0.0518 5.9% 0.0026 0.3% 42% False False 225
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8948
2.618 0.8899
1.618 0.8869
1.000 0.8850
0.618 0.8839
HIGH 0.8820
0.618 0.8809
0.500 0.8805
0.382 0.8801
LOW 0.8790
0.618 0.8771
1.000 0.8760
1.618 0.8741
2.618 0.8711
4.250 0.8663
Fisher Pivots for day following 02-Oct-2007
Pivot 1 day 3 day
R1 0.8805 0.8833
PP 0.8802 0.8820
S1 0.8799 0.8808

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

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