CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 29-Oct-2007
Day Change Summary
Previous Current
26-Oct-2007 29-Oct-2007 Change Change % Previous Week
Open 0.8882 0.8848 -0.0034 -0.4% 0.8944
High 0.8907 0.8859 -0.0048 -0.5% 0.8968
Low 0.8873 0.8840 -0.0033 -0.4% 0.8839
Close 0.8888 0.8859 -0.0029 -0.3% 0.8888
Range 0.0034 0.0019 -0.0015 -44.1% 0.0129
ATR 0.0059 0.0058 -0.0001 -1.3% 0.0000
Volume 221 142 -79 -35.7% 737
Daily Pivots for day following 29-Oct-2007
Classic Woodie Camarilla DeMark
R4 0.8910 0.8903 0.8869
R3 0.8891 0.8884 0.8864
R2 0.8872 0.8872 0.8862
R1 0.8865 0.8865 0.8861 0.8869
PP 0.8853 0.8853 0.8853 0.8854
S1 0.8846 0.8846 0.8857 0.8850
S2 0.8834 0.8834 0.8856
S3 0.8815 0.8827 0.8854
S4 0.8796 0.8808 0.8849
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 0.8920 0.8839 0.0081 0.9% 0.0045 0.5% 25% False False 156
10 0.8968 0.8685 0.0283 3.2% 0.0057 0.6% 61% False False 121
20 0.8968 0.8631 0.0337 3.8% 0.0047 0.5% 68% False False 110
40 0.9060 0.8631 0.0429 4.8% 0.0040 0.5% 53% False False 266
60 0.9098 0.8580 0.0518 5.8% 0.0033 0.4% 54% False False 186
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0011
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 0.8940
2.618 0.8909
1.618 0.8890
1.000 0.8878
0.618 0.8871
HIGH 0.8859
0.618 0.8852
0.500 0.8850
0.382 0.8847
LOW 0.8840
0.618 0.8828
1.000 0.8821
1.618 0.8809
2.618 0.8790
4.250 0.8759
Fisher Pivots for day following 29-Oct-2007
Pivot 1 day 3 day
R1 0.8856 0.8879
PP 0.8853 0.8872
S1 0.8850 0.8866

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

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