CME Japanese Yen Future June 2008


Trading Metrics calculated at close of trading on 11-Mar-2008
Day Change Summary
Previous Current
10-Mar-2008 11-Mar-2008 Change Change % Previous Week
Open 0.9796 0.9879 0.0083 0.8% 0.9699
High 0.9896 0.9908 0.0012 0.1% 0.9909
Low 0.9794 0.9702 -0.0092 -0.9% 0.9652
Close 0.9871 0.9721 -0.0150 -1.5% 0.9796
Range 0.0102 0.0206 0.0104 102.0% 0.0257
ATR 0.0105 0.0112 0.0007 6.9% 0.0000
Volume 10,121 58,571 48,450 478.7% 17,154
Daily Pivots for day following 11-Mar-2008
Classic Woodie Camarilla DeMark
R4 1.0395 1.0264 0.9834
R3 1.0189 1.0058 0.9778
R2 0.9983 0.9983 0.9759
R1 0.9852 0.9852 0.9740 0.9815
PP 0.9777 0.9777 0.9777 0.9758
S1 0.9646 0.9646 0.9702 0.9609
S2 0.9571 0.9571 0.9683
S3 0.9365 0.9440 0.9664
S4 0.9159 0.9234 0.9608
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% 0.0140 1.4% 27% False False 16,559
10 0.9909 0.9380 0.0529 5.4% 0.0124 1.3% 64% False False 8,756
20 0.9909 0.9287 0.0622 6.4% 0.0107 1.1% 70% False False 4,588
40 0.9909 0.9287 0.0622 6.4% 0.0097 1.0% 70% False False 2,453
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 1.0784
2.618 1.0447
1.618 1.0241
1.000 1.0114
0.618 1.0035
HIGH 0.9908
0.618 0.9829
0.500 0.9805
0.382 0.9781
LOW 0.9702
0.618 0.9575
1.000 0.9496
1.618 0.9369
2.618 0.9163
4.250 0.8827
Fisher Pivots for day following 11-Mar-2008
Pivot 1 day 3 day
R1 0.9805 0.9806
PP 0.9777 0.9777
S1 0.9749 0.9749

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

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