CME Japanese Yen Future June 2008


Trading Metrics calculated at close of trading on 06-Mar-2008
Day Change Summary
Previous Current
05-Mar-2008 06-Mar-2008 Change Change % Previous Week
Open 0.9723 0.9682 -0.0041 -0.4% 0.9384
High 0.9733 0.9805 0.0072 0.7% 0.9689
Low 0.9652 0.9667 0.0015 0.2% 0.9308
Close 0.9682 0.9767 0.0085 0.9% 0.9675
Range 0.0081 0.0138 0.0057 70.4% 0.0381
ATR 0.0097 0.0100 0.0003 3.0% 0.0000
Volume 1,290 8,056 6,766 524.5% 3,039
Daily Pivots for day following 06-Mar-2008
Classic Woodie Camarilla DeMark
R4 1.0160 1.0102 0.9843
R3 1.0022 0.9964 0.9805
R2 0.9884 0.9884 0.9792
R1 0.9826 0.9826 0.9780 0.9855
PP 0.9746 0.9746 0.9746 0.9761
S1 0.9688 0.9688 0.9754 0.9717
S2 0.9608 0.9608 0.9742
S3 0.9470 0.9550 0.9729
S4 0.9332 0.9412 0.9691
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 0.9805 0.9582 0.0223 2.3% 0.0102 1.0% 83% True False 2,582
10 0.9805 0.9308 0.0497 5.1% 0.0099 1.0% 92% True False 1,611
20 0.9805 0.9287 0.0518 5.3% 0.0092 0.9% 93% True False 938
40 0.9805 0.9229 0.0576 5.9% 0.0088 0.9% 93% True False 640
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.0392
2.618 1.0166
1.618 1.0028
1.000 0.9943
0.618 0.9890
HIGH 0.9805
0.618 0.9752
0.500 0.9736
0.382 0.9720
LOW 0.9667
0.618 0.9582
1.000 0.9529
1.618 0.9444
2.618 0.9306
4.250 0.9081
Fisher Pivots for day following 06-Mar-2008
Pivot 1 day 3 day
R1 0.9757 0.9754
PP 0.9746 0.9741
S1 0.9736 0.9729

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

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