CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 16-Oct-2007
Day Change Summary
Previous Current
15-Oct-2007 16-Oct-2007 Change Change % Previous Week
Open 0.8650 0.8691 0.0041 0.5% 0.8693
High 0.8682 0.8726 0.0044 0.5% 0.8711
Low 0.8631 0.8691 0.0060 0.7% 0.8643
Close 0.8683 0.8719 0.0036 0.4% 0.8657
Range 0.0051 0.0035 -0.0016 -31.4% 0.0068
ATR 0.0052 0.0051 -0.0001 -1.2% 0.0000
Volume 103 45 -58 -56.3% 563
Daily Pivots for day following 16-Oct-2007
Classic Woodie Camarilla DeMark
R4 0.8817 0.8803 0.8738
R3 0.8782 0.8768 0.8729
R2 0.8747 0.8747 0.8725
R1 0.8733 0.8733 0.8722 0.8740
PP 0.8712 0.8712 0.8712 0.8716
S1 0.8698 0.8698 0.8716 0.8705
S2 0.8677 0.8677 0.8713
S3 0.8642 0.8663 0.8709
S4 0.8607 0.8628 0.8700
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 0.8726 0.8631 0.0095 1.1% 0.0038 0.4% 93% True False 92
10 0.8775 0.8631 0.0144 1.7% 0.0038 0.4% 61% False False 99
20 0.8936 0.8631 0.0305 3.5% 0.0046 0.5% 29% False False 467
40 0.9060 0.8631 0.0429 4.9% 0.0030 0.3% 21% False False 246
60 0.9098 0.8539 0.0559 6.4% 0.0024 0.3% 32% False False 168
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8875
2.618 0.8818
1.618 0.8783
1.000 0.8761
0.618 0.8748
HIGH 0.8726
0.618 0.8713
0.500 0.8709
0.382 0.8704
LOW 0.8691
0.618 0.8669
1.000 0.8656
1.618 0.8634
2.618 0.8599
4.250 0.8542
Fisher Pivots for day following 16-Oct-2007
Pivot 1 day 3 day
R1 0.8716 0.8706
PP 0.8712 0.8692
S1 0.8709 0.8679

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

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