CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 14-Sep-2007
Day Change Summary
Previous Current
13-Sep-2007 14-Sep-2007 Change Change % Previous Week
Open 0.8866 0.8869 0.0003 0.0% 0.9060
High 0.8866 0.8869 0.0003 0.0% 0.9060
Low 0.8866 0.8864 -0.0002 0.0% 0.8864
Close 0.8866 0.8874 0.0008 0.1% 0.8874
Range 0.0000 0.0005 0.0005 0.0196
ATR 0.0052 0.0049 -0.0003 -6.5% 0.0000
Volume 3 0 -3 -100.0% 8
Daily Pivots for day following 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 0.8884 0.8884 0.8877
R3 0.8879 0.8879 0.8875
R2 0.8874 0.8874 0.8875
R1 0.8874 0.8874 0.8874 0.8874
PP 0.8869 0.8869 0.8869 0.8869
S1 0.8869 0.8869 0.8874 0.8869
S2 0.8864 0.8864 0.8873
S3 0.8859 0.8864 0.8873
S4 0.8854 0.8859 0.8871
Weekly Pivots for week ending 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 0.9521 0.9393 0.8982
R3 0.9325 0.9197 0.8928
R2 0.9129 0.9129 0.8910
R1 0.9001 0.9001 0.8892 0.8967
PP 0.8933 0.8933 0.8933 0.8916
S1 0.8805 0.8805 0.8856 0.8771
S2 0.8737 0.8737 0.8838
S3 0.8541 0.8609 0.8820
S4 0.8345 0.8413 0.8766
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9060 0.8864 0.0196 2.2% 0.0010 0.1% 5% False True 1
10 0.9060 0.8834 0.0226 2.5% 0.0005 0.1% 18% False False 16
20 0.9060 0.8756 0.0304 3.4% 0.0009 0.1% 39% False False 27
40 0.9098 0.8484 0.0614 6.9% 0.0010 0.1% 64% False False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8890
2.618 0.8882
1.618 0.8877
1.000 0.8874
0.618 0.8872
HIGH 0.8869
0.618 0.8867
0.500 0.8867
0.382 0.8866
LOW 0.8864
0.618 0.8861
1.000 0.8859
1.618 0.8856
2.618 0.8851
4.250 0.8843
Fisher Pivots for day following 14-Sep-2007
Pivot 1 day 3 day
R1 0.8872 0.8912
PP 0.8869 0.8899
S1 0.8867 0.8887

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

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