CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 26-Oct-2007
Day Change Summary
Previous Current
25-Oct-2007 26-Oct-2007 Change Change % Previous Week
Open 0.8893 0.8882 -0.0011 -0.1% 0.8944
High 0.8917 0.8907 -0.0010 -0.1% 0.8968
Low 0.8864 0.8873 0.0009 0.1% 0.8839
Close 0.8902 0.8888 -0.0014 -0.2% 0.8888
Range 0.0053 0.0034 -0.0019 -35.8% 0.0129
ATR 0.0061 0.0059 -0.0002 -3.2% 0.0000
Volume 171 221 50 29.2% 737
Daily Pivots for day following 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 0.8991 0.8974 0.8907
R3 0.8957 0.8940 0.8897
R2 0.8923 0.8923 0.8894
R1 0.8906 0.8906 0.8891 0.8915
PP 0.8889 0.8889 0.8889 0.8894
S1 0.8872 0.8872 0.8885 0.8881
S2 0.8855 0.8855 0.8882
S3 0.8821 0.8838 0.8879
S4 0.8787 0.8804 0.8869
Weekly Pivots for week ending 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 0.9285 0.9216 0.8959
R3 0.9156 0.9087 0.8923
R2 0.9027 0.9027 0.8912
R1 0.8958 0.8958 0.8900 0.8928
PP 0.8898 0.8898 0.8898 0.8884
S1 0.8829 0.8829 0.8876 0.8799
S2 0.8769 0.8769 0.8864
S3 0.8640 0.8700 0.8853
S4 0.8511 0.8571 0.8817
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8968 0.8839 0.0129 1.5% 0.0061 0.7% 38% False False 147
10 0.8968 0.8631 0.0337 3.8% 0.0061 0.7% 76% False False 118
20 0.8968 0.8631 0.0337 3.8% 0.0051 0.6% 76% False False 104
40 0.9060 0.8631 0.0429 4.8% 0.0040 0.4% 60% False False 263
60 0.9098 0.8580 0.0518 5.8% 0.0033 0.4% 59% False False 183
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 0.0012
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9052
2.618 0.8996
1.618 0.8962
1.000 0.8941
0.618 0.8928
HIGH 0.8907
0.618 0.8894
0.500 0.8890
0.382 0.8886
LOW 0.8873
0.618 0.8852
1.000 0.8839
1.618 0.8818
2.618 0.8784
4.250 0.8729
Fisher Pivots for day following 26-Oct-2007
Pivot 1 day 3 day
R1 0.8890 0.8886
PP 0.8889 0.8883
S1 0.8889 0.8881

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

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