CME Japanese Yen Future December 2008


Trading Metrics calculated at close of trading on 18-Apr-2008
Day Change Summary
Previous Current
17-Apr-2008 18-Apr-2008 Change Change % Previous Week
Open 0.9886 0.9710 -0.0176 -1.8% 1.0014
High 0.9886 0.9710 -0.0176 -1.8% 1.0014
Low 0.9886 0.9710 -0.0176 -1.8% 0.9710
Close 0.9886 0.9761 -0.0125 -1.3% 0.9761
Range
ATR 0.0064 0.0072 0.0008 12.4% 0.0000
Volume
Daily Pivots for day following 18-Apr-2008
Classic Woodie Camarilla DeMark
R4 0.9727 0.9744 0.9761
R3 0.9727 0.9744 0.9761
R2 0.9727 0.9727 0.9761
R1 0.9744 0.9744 0.9761 0.9736
PP 0.9727 0.9727 0.9727 0.9723
S1 0.9744 0.9744 0.9761 0.9736
S2 0.9727 0.9727 0.9761
S3 0.9727 0.9744 0.9761
S4 0.9727 0.9744 0.9761
Weekly Pivots for week ending 18-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.0740 1.0555 0.9928
R3 1.0436 1.0251 0.9845
R2 1.0132 1.0132 0.9817
R1 0.9947 0.9947 0.9789 0.9888
PP 0.9828 0.9828 0.9828 0.9799
S1 0.9643 0.9643 0.9733 0.9584
S2 0.9524 0.9524 0.9705
S3 0.9220 0.9339 0.9677
S4 0.8916 0.9035 0.9594
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0014 0.9710 0.0304 3.1% 0.0000 0.0% 17% False True
10 1.0025 0.9710 0.0315 3.2% 0.0005 0.0% 16% False True
20 1.0171 0.9710 0.0461 4.7% 0.0002 0.0% 11% False True 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 0.0000
Fibonacci Retracements and Extensions
4.250 0.9710
2.618 0.9710
1.618 0.9710
1.000 0.9710
0.618 0.9710
HIGH 0.9710
0.618 0.9710
0.500 0.9710
0.382 0.9710
LOW 0.9710
0.618 0.9710
1.000 0.9710
1.618 0.9710
2.618 0.9710
4.250 0.9710
Fisher Pivots for day following 18-Apr-2008
Pivot 1 day 3 day
R1 0.9744 0.9831
PP 0.9727 0.9808
S1 0.9710 0.9784

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

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