CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 06-Sep-2007
Day Change Summary
Previous Current
05-Sep-2007 06-Sep-2007 Change Change % Previous Week
Open 0.8894 0.8870 -0.0024 -0.3% 0.8818
High 0.8894 0.8870 -0.0024 -0.3% 0.8935
Low 0.8894 0.8870 -0.0024 -0.3% 0.8818
Close 0.8894 0.8878 -0.0016 -0.2% 0.8836
Range
ATR 0.0049 0.0047 -0.0002 -3.6% 0.0000
Volume 1 0 -1 -100.0% 37
Daily Pivots for day following 06-Sep-2007
Classic Woodie Camarilla DeMark
R4 0.8873 0.8875 0.8878
R3 0.8873 0.8875 0.8878
R2 0.8873 0.8873 0.8878
R1 0.8875 0.8875 0.8878 0.8874
PP 0.8873 0.8873 0.8873 0.8872
S1 0.8875 0.8875 0.8878 0.8874
S2 0.8873 0.8873 0.8878
S3 0.8873 0.8875 0.8878
S4 0.8873 0.8875 0.8878
Weekly Pivots for week ending 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 0.9214 0.9142 0.8900
R3 0.9097 0.9025 0.8868
R2 0.8980 0.8980 0.8857
R1 0.8908 0.8908 0.8847 0.8944
PP 0.8863 0.8863 0.8863 0.8881
S1 0.8791 0.8791 0.8825 0.8827
S2 0.8746 0.8746 0.8815
S3 0.8629 0.8674 0.8804
S4 0.8512 0.8557 0.8772
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8894 0.8834 0.0060 0.7% 0.0001 0.0% 73% False False 18
10 0.8935 0.8811 0.0124 1.4% 0.0001 0.0% 54% False False 39
20 0.9098 0.8663 0.0435 4.9% 0.0018 0.2% 49% False False 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 0.8870
2.618 0.8870
1.618 0.8870
1.000 0.8870
0.618 0.8870
HIGH 0.8870
0.618 0.8870
0.500 0.8870
0.382 0.8870
LOW 0.8870
0.618 0.8870
1.000 0.8870
1.618 0.8870
2.618 0.8870
4.250 0.8870
Fisher Pivots for day following 06-Sep-2007
Pivot 1 day 3 day
R1 0.8875 0.8873
PP 0.8873 0.8869
S1 0.8870 0.8864

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

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