CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 15-Oct-2007
Day Change Summary
Previous Current
12-Oct-2007 15-Oct-2007 Change Change % Previous Week
Open 0.8682 0.8650 -0.0032 -0.4% 0.8693
High 0.8682 0.8682 0.0000 0.0% 0.8711
Low 0.8656 0.8631 -0.0025 -0.3% 0.8643
Close 0.8657 0.8683 0.0026 0.3% 0.8657
Range 0.0026 0.0051 0.0025 96.2% 0.0068
ATR 0.0052 0.0052 0.0000 -0.1% 0.0000
Volume 107 103 -4 -3.7% 563
Daily Pivots for day following 15-Oct-2007
Classic Woodie Camarilla DeMark
R4 0.8818 0.8802 0.8711
R3 0.8767 0.8751 0.8697
R2 0.8716 0.8716 0.8692
R1 0.8700 0.8700 0.8688 0.8708
PP 0.8665 0.8665 0.8665 0.8670
S1 0.8649 0.8649 0.8678 0.8657
S2 0.8614 0.8614 0.8674
S3 0.8563 0.8598 0.8669
S4 0.8512 0.8547 0.8655
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 0.8631 0.0080 0.9% 0.0037 0.4% 65% False True 86
10 0.8820 0.8631 0.0189 2.2% 0.0038 0.4% 28% False True 99
20 0.8936 0.8631 0.0305 3.5% 0.0050 0.6% 17% False True 465
40 0.9060 0.8631 0.0429 4.9% 0.0029 0.3% 12% False True 245
60 0.9098 0.8484 0.0614 7.1% 0.0023 0.3% 32% False False 167
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.8899
2.618 0.8816
1.618 0.8765
1.000 0.8733
0.618 0.8714
HIGH 0.8682
0.618 0.8663
0.500 0.8657
0.382 0.8650
LOW 0.8631
0.618 0.8599
1.000 0.8580
1.618 0.8548
2.618 0.8497
4.250 0.8414
Fisher Pivots for day following 15-Oct-2007
Pivot 1 day 3 day
R1 0.8674 0.8676
PP 0.8665 0.8669
S1 0.8657 0.8662

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

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