CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 28-Jan-2008

Day Change Summary
	Previous	Current
	25-Jan-2008	28-Jan-2008	Change	Change %	Previous Week
Open	0.9367	0.9405	0.0038	0.4%	0.9406
High	0.9404	0.9468	0.0064	0.7%	0.9565
Low	0.9302	0.9376	0.0074	0.8%	0.9302
Close	0.9380	0.9397	0.0017	0.2%	0.9380
Range	0.0102	0.0092	-0.0010	-9.8%	0.0263
ATR	0.0120	0.0118	-0.0002	-1.7%	0.0000
Volume	143,668	137,991	-5,677	-4.0%	606,576

Daily Pivots for day following 28-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9690	0.9635	0.9448
R3	0.9598	0.9543	0.9422
R2	0.9506	0.9506	0.9414
R1	0.9451	0.9451	0.9405	0.9433
PP	0.9414	0.9414	0.9414	0.9404
S1	0.9359	0.9359	0.9389	0.9341
S2	0.9322	0.9322	0.9380
S3	0.9230	0.9267	0.9372
S4	0.9138	0.9175	0.9346

Weekly Pivots for week ending 25-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0205	1.0055	0.9525
R3	0.9942	0.9792	0.9452
R2	0.9679	0.9679	0.9428
R1	0.9529	0.9529	0.9404	0.9473
PP	0.9416	0.9416	0.9416	0.9387
S1	0.9266	0.9266	0.9356	0.9210
S2	0.9153	0.9153	0.9332
S3	0.8890	0.9003	0.9308
S4	0.8627	0.8740	0.9235

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9565	0.9302	0.0263	2.8%	0.0131	1.4%	36%	False	False	148,913
10	0.9565	0.9231	0.0334	3.6%	0.0135	1.4%	50%	False	False	144,550
20	0.9565	0.8839	0.0726	7.7%	0.0128	1.4%	77%	False	False	127,459
40	0.9565	0.8792	0.0773	8.2%	0.0104	1.1%	78%	False	False	84,072
60	0.9565	0.8768	0.0797	8.5%	0.0105	1.1%	79%	False	False	56,329
80	0.9565	0.8631	0.0934	9.9%	0.0091	1.0%	82%	False	False	42,276
100	0.9565	0.8631	0.0934	9.9%	0.0080	0.9%	82%	False	False	33,906
120	0.9565	0.8610	0.0955	10.2%	0.0070	0.7%	82%	False	False	28,260

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0037
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.9859
2.618	0.9709
1.618	0.9617
1.000	0.9560
0.618	0.9525
HIGH	0.9468
0.618	0.9433
0.500	0.9422
0.382	0.9411
LOW	0.9376
0.618	0.9319
1.000	0.9284
1.618	0.9227
2.618	0.9135
4.250	0.8985

Fisher Pivots for day following 28-Jan-2008
Pivot	1 day	3 day
R1	0.9422	0.9394
PP	0.9414	0.9390
S1	0.9405	0.9387

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols