CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 18-Jan-2008
Day Change Summary
Previous Current
17-Jan-2008 18-Jan-2008 Change Change % Previous Week
Open 0.9351 0.9430 0.0079 0.8% 0.9253
High 0.9436 0.9449 0.0013 0.1% 0.9493
Low 0.9318 0.9340 0.0022 0.2% 0.9231
Close 0.9392 0.9394 0.0002 0.0% 0.9394
Range 0.0118 0.0109 -0.0009 -7.6% 0.0262
ATR 0.0113 0.0112 0.0000 -0.2% 0.0000
Volume 187,688 177,704 -9,984 -5.3% 700,935
Daily Pivots for day following 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 0.9721 0.9667 0.9454
R3 0.9612 0.9558 0.9424
R2 0.9503 0.9503 0.9414
R1 0.9449 0.9449 0.9404 0.9422
PP 0.9394 0.9394 0.9394 0.9381
S1 0.9340 0.9340 0.9384 0.9313
S2 0.9285 0.9285 0.9374
S3 0.9176 0.9231 0.9364
S4 0.9067 0.9122 0.9334
Weekly Pivots for week ending 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 1.0159 1.0038 0.9538
R3 0.9897 0.9776 0.9466
R2 0.9635 0.9635 0.9442
R1 0.9514 0.9514 0.9418 0.9575
PP 0.9373 0.9373 0.9373 0.9403
S1 0.9252 0.9252 0.9370 0.9313
S2 0.9111 0.9111 0.9346
S3 0.8849 0.8990 0.9322
S4 0.8587 0.8728 0.9250
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9493 0.9231 0.0262 2.8% 0.0139 1.5% 62% False False 140,187
10 0.9493 0.9139 0.0354 3.8% 0.0118 1.3% 72% False False 134,547
20 0.9493 0.8792 0.0701 7.5% 0.0111 1.2% 86% False False 104,136
40 0.9493 0.8792 0.0701 7.5% 0.0103 1.1% 86% False False 65,600
60 0.9493 0.8768 0.0725 7.7% 0.0097 1.0% 86% False False 43,933
80 0.9493 0.8631 0.0862 9.2% 0.0086 0.9% 89% False False 33,066
100 0.9493 0.8631 0.0862 9.2% 0.0073 0.8% 89% False False 26,462
120 0.9493 0.8580 0.0913 9.7% 0.0064 0.7% 89% False False 22,056
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0025
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9912
2.618 0.9734
1.618 0.9625
1.000 0.9558
0.618 0.9516
HIGH 0.9449
0.618 0.9407
0.500 0.9395
0.382 0.9382
LOW 0.9340
0.618 0.9273
1.000 0.9231
1.618 0.9164
2.618 0.9055
4.250 0.8877
Fisher Pivots for day following 18-Jan-2008
Pivot 1 day 3 day
R1 0.9395 0.9404
PP 0.9394 0.9400
S1 0.9394 0.9397

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

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