CME Japanese Yen Future June 2008


Trading Metrics calculated at close of trading on 07-Mar-2008
Day Change Summary
Previous Current
06-Mar-2008 07-Mar-2008 Change Change % Previous Week
Open 0.9682 0.9797 0.0115 1.2% 0.9699
High 0.9805 0.9909 0.0104 1.1% 0.9909
Low 0.9667 0.9735 0.0068 0.7% 0.9652
Close 0.9767 0.9796 0.0029 0.3% 0.9796
Range 0.0138 0.0174 0.0036 26.1% 0.0257
ATR 0.0100 0.0105 0.0005 5.3% 0.0000
Volume 8,056 4,758 -3,298 -40.9% 17,154
Daily Pivots for day following 07-Mar-2008
Classic Woodie Camarilla DeMark
R4 1.0335 1.0240 0.9892
R3 1.0161 1.0066 0.9844
R2 0.9987 0.9987 0.9828
R1 0.9892 0.9892 0.9812 0.9853
PP 0.9813 0.9813 0.9813 0.9794
S1 0.9718 0.9718 0.9780 0.9679
S2 0.9639 0.9639 0.9764
S3 0.9465 0.9544 0.9748
S4 0.9291 0.9370 0.9700
Weekly Pivots for week ending 07-Mar-2008
Classic Woodie Camarilla DeMark
R4 1.0557 1.0433 0.9937
R3 1.0300 1.0176 0.9867
R2 1.0043 1.0043 0.9843
R1 0.9919 0.9919 0.9820 0.9981
PP 0.9786 0.9786 0.9786 0.9817
S1 0.9662 0.9662 0.9772 0.9724
S2 0.9529 0.9529 0.9749
S3 0.9272 0.9405 0.9725
S4 0.9015 0.9148 0.9655
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9909 0.9652 0.0257 2.6% 0.0115 1.2% 56% True False 3,430
10 0.9909 0.9308 0.0601 6.1% 0.0110 1.1% 81% True False 2,019
20 0.9909 0.9287 0.0622 6.3% 0.0099 1.0% 82% True False 1,164
40 0.9909 0.9287 0.0622 6.3% 0.0092 0.9% 82% True False 758
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 0.0014
Widest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 1.0649
2.618 1.0365
1.618 1.0191
1.000 1.0083
0.618 1.0017
HIGH 0.9909
0.618 0.9843
0.500 0.9822
0.382 0.9801
LOW 0.9735
0.618 0.9627
1.000 0.9561
1.618 0.9453
2.618 0.9279
4.250 0.8996
Fisher Pivots for day following 07-Mar-2008
Pivot 1 day 3 day
R1 0.9822 0.9791
PP 0.9813 0.9786
S1 0.9805 0.9781

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

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