CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 12-Oct-2007
Day Change Summary
Previous Current
11-Oct-2007 12-Oct-2007 Change Change % Previous Week
Open 0.8688 0.8682 -0.0006 -0.1% 0.8693
High 0.8692 0.8682 -0.0010 -0.1% 0.8711
Low 0.8643 0.8656 0.0013 0.2% 0.8643
Close 0.8683 0.8657 -0.0026 -0.3% 0.8657
Range 0.0049 0.0026 -0.0023 -46.9% 0.0068
ATR 0.0054 0.0052 -0.0002 -3.5% 0.0000
Volume 183 107 -76 -41.5% 563
Daily Pivots for day following 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 0.8743 0.8726 0.8671
R3 0.8717 0.8700 0.8664
R2 0.8691 0.8691 0.8662
R1 0.8674 0.8674 0.8659 0.8670
PP 0.8665 0.8665 0.8665 0.8663
S1 0.8648 0.8648 0.8655 0.8644
S2 0.8639 0.8639 0.8652
S3 0.8613 0.8622 0.8650
S4 0.8587 0.8596 0.8643
Weekly Pivots for week ending 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 0.8874 0.8834 0.8694
R3 0.8806 0.8766 0.8676
R2 0.8738 0.8738 0.8669
R1 0.8698 0.8698 0.8663 0.8684
PP 0.8670 0.8670 0.8670 0.8664
S1 0.8630 0.8630 0.8651 0.8616
S2 0.8602 0.8602 0.8645
S3 0.8534 0.8562 0.8638
S4 0.8466 0.8494 0.8620
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8711 0.8643 0.0068 0.8% 0.0034 0.4% 21% False False 112
10 0.8869 0.8643 0.0226 2.6% 0.0041 0.5% 6% False False 91
20 0.8936 0.8643 0.0293 3.4% 0.0047 0.5% 5% False False 460
40 0.9060 0.8643 0.0417 4.8% 0.0028 0.3% 3% False False 244
60 0.9098 0.8484 0.0614 7.1% 0.0023 0.3% 28% False False 166
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 15 trading days
Fibonacci Retracements and Extensions
4.250 0.8793
2.618 0.8750
1.618 0.8724
1.000 0.8708
0.618 0.8698
HIGH 0.8682
0.618 0.8672
0.500 0.8669
0.382 0.8666
LOW 0.8656
0.618 0.8640
1.000 0.8630
1.618 0.8614
2.618 0.8588
4.250 0.8546
Fisher Pivots for day following 12-Oct-2007
Pivot 1 day 3 day
R1 0.8669 0.8669
PP 0.8665 0.8665
S1 0.8661 0.8661

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

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