CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 30-Aug-2007
Day Change Summary
Previous Current
29-Aug-2007 30-Aug-2007 Change Change % Previous Week
Open 0.8869 0.8870 0.0001 0.0% 0.8895
High 0.8869 0.8871 0.0002 0.0% 0.8951
Low 0.8869 0.8869 0.0000 0.0% 0.8756
Close 0.8869 0.8847 -0.0022 -0.2% 0.8811
Range 0.0000 0.0002 0.0002 0.0195
ATR 0.0061 0.0057 -0.0004 -6.9% 0.0000
Volume
Daily Pivots for day following 30-Aug-2007
Classic Woodie Camarilla DeMark
R4 0.8868 0.8860 0.8848
R3 0.8866 0.8858 0.8848
R2 0.8864 0.8864 0.8847
R1 0.8856 0.8856 0.8847 0.8859
PP 0.8862 0.8862 0.8862 0.8864
S1 0.8854 0.8854 0.8847 0.8857
S2 0.8860 0.8860 0.8847
S3 0.8858 0.8852 0.8846
S4 0.8856 0.8850 0.8846
Weekly Pivots for week ending 24-Aug-2007
Classic Woodie Camarilla DeMark
R4 0.9424 0.9313 0.8918
R3 0.9229 0.9118 0.8865
R2 0.9034 0.9034 0.8847
R1 0.8923 0.8923 0.8829 0.8881
PP 0.8839 0.8839 0.8839 0.8819
S1 0.8728 0.8728 0.8793 0.8686
S2 0.8644 0.8644 0.8775
S3 0.8449 0.8533 0.8757
S4 0.8254 0.8338 0.8704
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8935 0.8811 0.0124 1.4% 0.0000 0.0% 29% False False 60
10 0.8991 0.8756 0.0235 2.7% 0.0020 0.2% 39% False False 41
20 0.9098 0.8580 0.0518 5.9% 0.0018 0.2% 52% False False 21
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 True
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 0.8880
2.618 0.8876
1.618 0.8874
1.000 0.8873
0.618 0.8872
HIGH 0.8871
0.618 0.8870
0.500 0.8870
0.382 0.8870
LOW 0.8869
0.618 0.8868
1.000 0.8867
1.618 0.8866
2.618 0.8864
4.250 0.8861
Fisher Pivots for day following 30-Aug-2007
Pivot 1 day 3 day
R1 0.8870 0.8902
PP 0.8862 0.8884
S1 0.8855 0.8865

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

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