CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 25-Oct-2007
Day Change Summary
Previous Current
24-Oct-2007 25-Oct-2007 Change Change % Previous Week
Open 0.8848 0.8893 0.0045 0.5% 0.8650
High 0.8920 0.8917 -0.0003 0.0% 0.8875
Low 0.8841 0.8864 0.0023 0.3% 0.8631
Close 0.8900 0.8902 0.0002 0.0% 0.8854
Range 0.0079 0.0053 -0.0026 -32.9% 0.0244
ATR 0.0062 0.0061 -0.0001 -1.0% 0.0000
Volume 47 171 124 263.8% 443
Daily Pivots for day following 25-Oct-2007
Classic Woodie Camarilla DeMark
R4 0.9053 0.9031 0.8931
R3 0.9000 0.8978 0.8917
R2 0.8947 0.8947 0.8912
R1 0.8925 0.8925 0.8907 0.8936
PP 0.8894 0.8894 0.8894 0.8900
S1 0.8872 0.8872 0.8897 0.8883
S2 0.8841 0.8841 0.8892
S3 0.8788 0.8819 0.8887
S4 0.8735 0.8766 0.8873
Weekly Pivots for week ending 19-Oct-2007
Classic Woodie Camarilla DeMark
R4 0.9519 0.9430 0.8988
R3 0.9275 0.9186 0.8921
R2 0.9031 0.9031 0.8899
R1 0.8942 0.8942 0.8876 0.8987
PP 0.8787 0.8787 0.8787 0.8809
S1 0.8698 0.8698 0.8832 0.8743
S2 0.8543 0.8543 0.8809
S3 0.8299 0.8454 0.8787
S4 0.8055 0.8210 0.8720
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8968 0.8803 0.0165 1.9% 0.0068 0.8% 60% False False 112
10 0.8968 0.8631 0.0337 3.8% 0.0060 0.7% 80% False False 106
20 0.8968 0.8631 0.0337 3.8% 0.0051 0.6% 80% False False 94
40 0.9060 0.8631 0.0429 4.8% 0.0039 0.4% 63% False False 259
60 0.9098 0.8580 0.0518 5.8% 0.0032 0.4% 62% False False 180
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9142
2.618 0.9056
1.618 0.9003
1.000 0.8970
0.618 0.8950
HIGH 0.8917
0.618 0.8897
0.500 0.8891
0.382 0.8884
LOW 0.8864
0.618 0.8831
1.000 0.8811
1.618 0.8778
2.618 0.8725
4.250 0.8639
Fisher Pivots for day following 25-Oct-2007
Pivot 1 day 3 day
R1 0.8898 0.8895
PP 0.8894 0.8887
S1 0.8891 0.8880

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

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