CME Japanese Yen Future June 2008


Trading Metrics calculated at close of trading on 04-Mar-2008
Day Change Summary
Previous Current
03-Mar-2008 04-Mar-2008 Change Change % Previous Week
Open 0.9699 0.9721 0.0022 0.2% 0.9384
High 0.9801 0.9796 -0.0005 -0.1% 0.9689
Low 0.9697 0.9717 0.0020 0.2% 0.9308
Close 0.9751 0.9751 0.0000 0.0% 0.9675
Range 0.0104 0.0079 -0.0025 -24.0% 0.0381
ATR 0.0098 0.0097 -0.0001 -1.4% 0.0000
Volume 933 2,117 1,184 126.9% 3,039
Daily Pivots for day following 04-Mar-2008
Classic Woodie Camarilla DeMark
R4 0.9992 0.9950 0.9794
R3 0.9913 0.9871 0.9773
R2 0.9834 0.9834 0.9765
R1 0.9792 0.9792 0.9758 0.9813
PP 0.9755 0.9755 0.9755 0.9765
S1 0.9713 0.9713 0.9744 0.9734
S2 0.9676 0.9676 0.9737
S3 0.9597 0.9634 0.9729
S4 0.9518 0.9555 0.9708
Weekly Pivots for week ending 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 1.0700 1.0569 0.9885
R3 1.0319 1.0188 0.9780
R2 0.9938 0.9938 0.9745
R1 0.9807 0.9807 0.9710 0.9873
PP 0.9557 0.9557 0.9557 0.9590
S1 0.9426 0.9426 0.9640 0.9492
S2 0.9176 0.9176 0.9605
S3 0.8795 0.9045 0.9570
S4 0.8414 0.8664 0.9465
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9801 0.9380 0.0421 4.3% 0.0108 1.1% 88% False False 954
10 0.9801 0.9298 0.0503 5.2% 0.0093 1.0% 90% False False 818
20 0.9801 0.9287 0.0514 5.3% 0.0090 0.9% 90% False False 476
40 0.9801 0.9229 0.0572 5.9% 0.0085 0.9% 91% False False 446
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 0.0009
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0132
2.618 1.0003
1.618 0.9924
1.000 0.9875
0.618 0.9845
HIGH 0.9796
0.618 0.9766
0.500 0.9757
0.382 0.9747
LOW 0.9717
0.618 0.9668
1.000 0.9638
1.618 0.9589
2.618 0.9510
4.250 0.9381
Fisher Pivots for day following 04-Mar-2008
Pivot 1 day 3 day
R1 0.9757 0.9731
PP 0.9755 0.9711
S1 0.9753 0.9692

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

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