CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 23-Aug-2007
Day Change Summary
Previous Current
22-Aug-2007 23-Aug-2007 Change Change % Previous Week
Open 0.8903 0.8870 -0.0033 -0.4% 0.8671
High 0.8903 0.8870 -0.0033 -0.4% 0.9098
Low 0.8903 0.8756 -0.0147 -1.7% 0.8663
Close 0.8903 0.8834 -0.0069 -0.8% 0.8990
Range 0.0000 0.0114 0.0114 0.0435
ATR 0.0056 0.0063 0.0006 11.6% 0.0000
Volume 15 0 -15 -100.0% 68
Daily Pivots for day following 23-Aug-2007
Classic Woodie Camarilla DeMark
R4 0.9162 0.9112 0.8897
R3 0.9048 0.8998 0.8865
R2 0.8934 0.8934 0.8855
R1 0.8884 0.8884 0.8844 0.8852
PP 0.8820 0.8820 0.8820 0.8804
S1 0.8770 0.8770 0.8824 0.8738
S2 0.8706 0.8706 0.8813
S3 0.8592 0.8656 0.8803
S4 0.8478 0.8542 0.8771
Weekly Pivots for week ending 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.0222 1.0041 0.9229
R3 0.9787 0.9606 0.9110
R2 0.9352 0.9352 0.9070
R1 0.9171 0.9171 0.9030 0.9262
PP 0.8917 0.8917 0.8917 0.8962
S1 0.8736 0.8736 0.8950 0.8827
S2 0.8482 0.8482 0.8910
S3 0.8047 0.8301 0.8870
S4 0.7612 0.7866 0.8751
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8991 0.8756 0.0235 2.7% 0.0039 0.4% 33% False True 23
10 0.9098 0.8663 0.0435 4.9% 0.0035 0.4% 39% False False 12
20 0.9098 0.8580 0.0518 5.9% 0.0018 0.2% 49% False False 11
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 0.0002
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9355
2.618 0.9168
1.618 0.9054
1.000 0.8984
0.618 0.8940
HIGH 0.8870
0.618 0.8826
0.500 0.8813
0.382 0.8800
LOW 0.8756
0.618 0.8686
1.000 0.8642
1.618 0.8572
2.618 0.8458
4.250 0.8272
Fisher Pivots for day following 23-Aug-2007
Pivot 1 day 3 day
R1 0.8827 0.8854
PP 0.8820 0.8847
S1 0.8813 0.8841

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

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