CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 16-May-2008
Day Change Summary
Previous Current
15-May-2008 16-May-2008 Change Change % Previous Week
Open 0.9570 0.9618 0.0048 0.5% 0.9789
High 0.9621 0.9716 0.0095 1.0% 0.9790
Low 0.9570 0.9584 0.0014 0.1% 0.9550
Close 0.9608 0.9660 0.0052 0.5% 0.9660
Range 0.0051 0.0132 0.0081 158.8% 0.0240
ATR 0.0087 0.0090 0.0003 3.7% 0.0000
Volume 682 575 -107 -15.7% 2,176
Daily Pivots for day following 16-May-2008
Classic Woodie Camarilla DeMark
R4 1.0049 0.9987 0.9733
R3 0.9917 0.9855 0.9696
R2 0.9785 0.9785 0.9684
R1 0.9723 0.9723 0.9672 0.9754
PP 0.9653 0.9653 0.9653 0.9669
S1 0.9591 0.9591 0.9648 0.9622
S2 0.9521 0.9521 0.9636
S3 0.9389 0.9459 0.9624
S4 0.9257 0.9327 0.9587
Weekly Pivots for week ending 16-May-2008
Classic Woodie Camarilla DeMark
R4 1.0387 1.0263 0.9792
R3 1.0147 1.0023 0.9726
R2 0.9907 0.9907 0.9704
R1 0.9783 0.9783 0.9682 0.9725
PP 0.9667 0.9667 0.9667 0.9638
S1 0.9543 0.9543 0.9638 0.9485
S2 0.9427 0.9427 0.9616
S3 0.9187 0.9303 0.9594
S4 0.8947 0.9063 0.9528
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9790 0.9550 0.0240 2.5% 0.0092 1.0% 46% False False 435
10 0.9790 0.9546 0.0244 2.5% 0.0090 0.9% 47% False False 340
20 0.9808 0.9530 0.0278 2.9% 0.0079 0.8% 47% False False 256
40 1.0290 0.9530 0.0760 7.9% 0.0079 0.8% 17% False False 187
60 1.0505 0.9372 0.1133 11.7% 0.0077 0.8% 25% False False 138
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0277
2.618 1.0062
1.618 0.9930
1.000 0.9848
0.618 0.9798
HIGH 0.9716
0.618 0.9666
0.500 0.9650
0.382 0.9634
LOW 0.9584
0.618 0.9502
1.000 0.9452
1.618 0.9370
2.618 0.9238
4.250 0.9023
Fisher Pivots for day following 16-May-2008
Pivot 1 day 3 day
R1 0.9657 0.9651
PP 0.9653 0.9642
S1 0.9650 0.9633

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

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