CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 11-Oct-2007
Day Change Summary
Previous Current
10-Oct-2007 11-Oct-2007 Change Change % Previous Week
Open 0.8688 0.8688 0.0000 0.0% 0.8869
High 0.8695 0.8692 -0.0003 0.0% 0.8869
Low 0.8666 0.8643 -0.0023 -0.3% 0.8699
Close 0.8687 0.8683 -0.0004 0.0% 0.8711
Range 0.0029 0.0049 0.0020 69.0% 0.0170
ATR 0.0054 0.0054 0.0000 -0.6% 0.0000
Volume 23 183 160 695.7% 351
Daily Pivots for day following 11-Oct-2007
Classic Woodie Camarilla DeMark
R4 0.8820 0.8800 0.8710
R3 0.8771 0.8751 0.8696
R2 0.8722 0.8722 0.8692
R1 0.8702 0.8702 0.8687 0.8688
PP 0.8673 0.8673 0.8673 0.8665
S1 0.8653 0.8653 0.8679 0.8639
S2 0.8624 0.8624 0.8674
S3 0.8575 0.8604 0.8670
S4 0.8526 0.8555 0.8656
Weekly Pivots for week ending 05-Oct-2007
Classic Woodie Camarilla DeMark
R4 0.9270 0.9160 0.8805
R3 0.9100 0.8990 0.8758
R2 0.8930 0.8930 0.8742
R1 0.8820 0.8820 0.8727 0.8790
PP 0.8760 0.8760 0.8760 0.8745
S1 0.8650 0.8650 0.8695 0.8620
S2 0.8590 0.8590 0.8680
S3 0.8420 0.8480 0.8664
S4 0.8250 0.8310 0.8618
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8748 0.8643 0.0105 1.2% 0.0039 0.4% 38% False True 96
10 0.8880 0.8643 0.0237 2.7% 0.0042 0.5% 17% False True 82
20 0.8936 0.8643 0.0293 3.4% 0.0046 0.5% 14% False True 455
40 0.9060 0.8643 0.0417 4.8% 0.0029 0.3% 10% False True 243
60 0.9098 0.8484 0.0614 7.1% 0.0022 0.3% 32% False False 164
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8900
2.618 0.8820
1.618 0.8771
1.000 0.8741
0.618 0.8722
HIGH 0.8692
0.618 0.8673
0.500 0.8668
0.382 0.8662
LOW 0.8643
0.618 0.8613
1.000 0.8594
1.618 0.8564
2.618 0.8515
4.250 0.8435
Fisher Pivots for day following 11-Oct-2007
Pivot 1 day 3 day
R1 0.8678 0.8681
PP 0.8673 0.8679
S1 0.8668 0.8677

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

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