CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 22-May-2008
Day Change Summary
Previous Current
21-May-2008 22-May-2008 Change Change % Previous Week
Open 0.9724 0.9760 0.0036 0.4% 0.9789
High 0.9763 0.9785 0.0022 0.2% 0.9790
Low 0.9724 0.9636 -0.0088 -0.9% 0.9550
Close 0.9755 0.9636 -0.0119 -1.2% 0.9660
Range 0.0039 0.0149 0.0110 282.1% 0.0240
ATR 0.0087 0.0091 0.0004 5.1% 0.0000
Volume 292 197 -95 -32.5% 2,176
Daily Pivots for day following 22-May-2008
Classic Woodie Camarilla DeMark
R4 1.0133 1.0033 0.9718
R3 0.9984 0.9884 0.9677
R2 0.9835 0.9835 0.9663
R1 0.9735 0.9735 0.9650 0.9711
PP 0.9686 0.9686 0.9686 0.9673
S1 0.9586 0.9586 0.9622 0.9562
S2 0.9537 0.9537 0.9609
S3 0.9388 0.9437 0.9595
S4 0.9239 0.9288 0.9554
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 0.9785 0.9584 0.0201 2.1% 0.0094 1.0% 26% True False 462
10 0.9790 0.9550 0.0240 2.5% 0.0089 0.9% 36% False False 407
20 0.9790 0.9530 0.0260 2.7% 0.0084 0.9% 41% False False 325
40 1.0150 0.9530 0.0620 6.4% 0.0076 0.8% 17% False False 204
60 1.0505 0.9530 0.0975 10.1% 0.0082 0.9% 11% False False 161
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 0.0013
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 1.0418
2.618 1.0175
1.618 1.0026
1.000 0.9934
0.618 0.9877
HIGH 0.9785
0.618 0.9728
0.500 0.9711
0.382 0.9693
LOW 0.9636
0.618 0.9544
1.000 0.9487
1.618 0.9395
2.618 0.9246
4.250 0.9003
Fisher Pivots for day following 22-May-2008
Pivot 1 day 3 day
R1 0.9711 0.9711
PP 0.9686 0.9686
S1 0.9661 0.9661

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

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