CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 11-Sep-2007
Day Change Summary
Previous Current
10-Sep-2007 11-Sep-2007 Change Change % Previous Week
Open 0.9060 0.8976 -0.0084 -0.9% 0.8850
High 0.9060 0.8976 -0.0084 -0.9% 0.9027
Low 0.9015 0.8976 -0.0039 -0.4% 0.8834
Close 0.9007 0.8950 -0.0057 -0.6% 0.9027
Range 0.0045 0.0000 -0.0045 -100.0% 0.0193
ATR 0.0054 0.0052 -0.0002 -3.0% 0.0000
Volume 0 3 3 155
Daily Pivots for day following 11-Sep-2007
Classic Woodie Camarilla DeMark
R4 0.8967 0.8959 0.8950
R3 0.8967 0.8959 0.8950
R2 0.8967 0.8967 0.8950
R1 0.8959 0.8959 0.8950 0.8963
PP 0.8967 0.8967 0.8967 0.8970
S1 0.8959 0.8959 0.8950 0.8963
S2 0.8967 0.8967 0.8950
S3 0.8967 0.8959 0.8950
S4 0.8967 0.8959 0.8950
Weekly Pivots for week ending 07-Sep-2007
Classic Woodie Camarilla DeMark
R4 0.9542 0.9477 0.9133
R3 0.9349 0.9284 0.9080
R2 0.9156 0.9156 0.9062
R1 0.9091 0.9091 0.9045 0.9124
PP 0.8963 0.8963 0.8963 0.8979
S1 0.8898 0.8898 0.9009 0.8931
S2 0.8770 0.8770 0.8992
S3 0.8577 0.8705 0.8974
S4 0.8384 0.8512 0.8921
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9060 0.8870 0.0190 2.1% 0.0009 0.1% 42% False False 21
10 0.9060 0.8834 0.0226 2.5% 0.0005 0.1% 51% False False 19
20 0.9098 0.8756 0.0342 3.8% 0.0020 0.2% 57% False False 30
40 0.9098 0.8435 0.0663 7.4% 0.0010 0.1% 78% False False 18
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8976
2.618 0.8976
1.618 0.8976
1.000 0.8976
0.618 0.8976
HIGH 0.8976
0.618 0.8976
0.500 0.8976
0.382 0.8976
LOW 0.8976
0.618 0.8976
1.000 0.8976
1.618 0.8976
2.618 0.8976
4.250 0.8976
Fisher Pivots for day following 11-Sep-2007
Pivot 1 day 3 day
R1 0.8976 0.9018
PP 0.8967 0.8995
S1 0.8959 0.8973

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

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