CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 13-Sep-2007
Day Change Summary
Previous Current
12-Sep-2007 13-Sep-2007 Change Change % Previous Week
Open 0.8960 0.8866 -0.0094 -1.0% 0.8850
High 0.8960 0.8866 -0.0094 -1.0% 0.9027
Low 0.8960 0.8866 -0.0094 -1.0% 0.8834
Close 0.8953 0.8866 -0.0087 -1.0% 0.9027
Range
ATR 0.0049 0.0052 0.0003 5.5% 0.0000
Volume 2 3 1 50.0% 155
Daily Pivots for day following 13-Sep-2007
Classic Woodie Camarilla DeMark
R4 0.8866 0.8866 0.8866
R3 0.8866 0.8866 0.8866
R2 0.8866 0.8866 0.8866
R1 0.8866 0.8866 0.8866 0.8866
PP 0.8866 0.8866 0.8866 0.8866
S1 0.8866 0.8866 0.8866 0.8866
S2 0.8866 0.8866 0.8866
S3 0.8866 0.8866 0.8866
S4 0.8866 0.8866 0.8866
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 0.8866 0.0194 2.2% 0.0009 0.1% 0% False True 21
10 0.9060 0.8834 0.0226 2.5% 0.0005 0.1% 14% False False 20
20 0.9060 0.8756 0.0304 3.4% 0.0012 0.1% 36% False False 30
40 0.9098 0.8484 0.0614 6.9% 0.0010 0.1% 62% False False 18
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 0.8866
2.618 0.8866
1.618 0.8866
1.000 0.8866
0.618 0.8866
HIGH 0.8866
0.618 0.8866
0.500 0.8866
0.382 0.8866
LOW 0.8866
0.618 0.8866
1.000 0.8866
1.618 0.8866
2.618 0.8866
4.250 0.8866
Fisher Pivots for day following 13-Sep-2007
Pivot 1 day 3 day
R1 0.8866 0.8921
PP 0.8866 0.8903
S1 0.8866 0.8884

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

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