CME Japanese Yen Future June 2008


Trading Metrics calculated at close of trading on 12-Mar-2008
Day Change Summary
Previous Current
11-Mar-2008 12-Mar-2008 Change Change % Previous Week
Open 0.9879 0.9717 -0.0162 -1.6% 0.9699
High 0.9908 0.9890 -0.0018 -0.2% 0.9909
Low 0.9702 0.9708 0.0006 0.1% 0.9652
Close 0.9721 0.9852 0.0131 1.3% 0.9796
Range 0.0206 0.0182 -0.0024 -11.7% 0.0257
ATR 0.0112 0.0117 0.0005 4.5% 0.0000
Volume 58,571 43,532 -15,039 -25.7% 17,154
Daily Pivots for day following 12-Mar-2008
Classic Woodie Camarilla DeMark
R4 1.0363 1.0289 0.9952
R3 1.0181 1.0107 0.9902
R2 0.9999 0.9999 0.9885
R1 0.9925 0.9925 0.9869 0.9962
PP 0.9817 0.9817 0.9817 0.9835
S1 0.9743 0.9743 0.9835 0.9780
S2 0.9635 0.9635 0.9819
S3 0.9453 0.9561 0.9802
S4 0.9271 0.9379 0.9752
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 0.9667 0.0242 2.5% 0.0160 1.6% 76% False False 25,007
10 0.9909 0.9437 0.0472 4.8% 0.0131 1.3% 88% False False 13,052
20 0.9909 0.9287 0.0622 6.3% 0.0111 1.1% 91% False False 6,761
40 0.9909 0.9287 0.0622 6.3% 0.0099 1.0% 91% False False 3,527
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0664
2.618 1.0366
1.618 1.0184
1.000 1.0072
0.618 1.0002
HIGH 0.9890
0.618 0.9820
0.500 0.9799
0.382 0.9778
LOW 0.9708
0.618 0.9596
1.000 0.9526
1.618 0.9414
2.618 0.9232
4.250 0.8935
Fisher Pivots for day following 12-Mar-2008
Pivot 1 day 3 day
R1 0.9834 0.9836
PP 0.9817 0.9821
S1 0.9799 0.9805

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

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