CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 15-Sep-2008
Day Change Summary
Previous Current
12-Sep-2008 15-Sep-2008 Change Change % Previous Week
Open 0.9331 0.9409 0.0078 0.8% 0.9212
High 0.9370 0.9567 0.0197 2.1% 0.9428
Low 0.9260 0.9274 0.0014 0.2% 0.9170
Close 0.9274 0.9451 0.0177 1.9% 0.9274
Range 0.0110 0.0293 0.0183 166.4% 0.0258
ATR 0.0116 0.0129 0.0013 10.9% 0.0000
Volume 112,356 44,686 -67,670 -60.2% 880,354
Daily Pivots for day following 15-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.0310 1.0173 0.9612
R3 1.0017 0.9880 0.9532
R2 0.9724 0.9724 0.9505
R1 0.9587 0.9587 0.9478 0.9656
PP 0.9431 0.9431 0.9431 0.9465
S1 0.9294 0.9294 0.9424 0.9363
S2 0.9138 0.9138 0.9397
S3 0.8845 0.9001 0.9370
S4 0.8552 0.8708 0.9290
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.0065 0.9927 0.9416
R3 0.9807 0.9669 0.9345
R2 0.9549 0.9549 0.9321
R1 0.9411 0.9411 0.9298 0.9480
PP 0.9291 0.9291 0.9291 0.9325
S1 0.9153 0.9153 0.9250 0.9222
S2 0.9033 0.9033 0.9227
S3 0.8775 0.8895 0.9203
S4 0.8517 0.8637 0.9132
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9567 0.9243 0.0324 3.4% 0.0162 1.7% 64% True False 144,932
10 0.9567 0.9164 0.0403 4.3% 0.0148 1.6% 71% True False 149,747
20 0.9567 0.9013 0.0554 5.9% 0.0123 1.3% 79% True False 133,238
40 0.9567 0.9013 0.0554 5.9% 0.0103 1.1% 79% True False 119,625
60 0.9672 0.9013 0.0659 7.0% 0.0106 1.1% 66% False False 127,265
80 0.9756 0.9013 0.0743 7.9% 0.0103 1.1% 59% False False 103,816
100 0.9790 0.9013 0.0777 8.2% 0.0100 1.1% 56% False False 83,118
120 1.0150 0.9013 0.1137 12.0% 0.0094 1.0% 39% False False 69,279
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 0.0044
Widest range in 127 trading days
Fibonacci Retracements and Extensions
4.250 1.0812
2.618 1.0334
1.618 1.0041
1.000 0.9860
0.618 0.9748
HIGH 0.9567
0.618 0.9455
0.500 0.9421
0.382 0.9386
LOW 0.9274
0.618 0.9093
1.000 0.8981
1.618 0.8800
2.618 0.8507
4.250 0.8029
Fisher Pivots for day following 15-Sep-2008
Pivot 1 day 3 day
R1 0.9441 0.9439
PP 0.9431 0.9426
S1 0.9421 0.9414

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

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