CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 19-Sep-2007
Day Change Summary
Previous Current
18-Sep-2007 19-Sep-2007 Change Change % Previous Week
Open 0.8895 0.8810 -0.0085 -1.0% 0.9060
High 0.8895 0.8812 -0.0083 -0.9% 0.9060
Low 0.8780 0.8773 -0.0007 -0.1% 0.8864
Close 0.8821 0.8788 -0.0033 -0.4% 0.8874
Range 0.0115 0.0039 -0.0076 -66.1% 0.0196
ATR 0.0050 0.0050 0.0000 -0.3% 0.0000
Volume 0 32 32 8
Daily Pivots for day following 19-Sep-2007
Classic Woodie Camarilla DeMark
R4 0.8908 0.8887 0.8809
R3 0.8869 0.8848 0.8799
R2 0.8830 0.8830 0.8795
R1 0.8809 0.8809 0.8792 0.8800
PP 0.8791 0.8791 0.8791 0.8787
S1 0.8770 0.8770 0.8784 0.8761
S2 0.8752 0.8752 0.8781
S3 0.8713 0.8731 0.8777
S4 0.8674 0.8692 0.8767
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 0.8895 0.8773 0.0122 1.4% 0.0032 0.4% 12% False True 8
10 0.9060 0.8773 0.0287 3.3% 0.0020 0.2% 5% False True 14
20 0.9060 0.8756 0.0304 3.5% 0.0016 0.2% 11% False False 26
40 0.9098 0.8580 0.0518 5.9% 0.0014 0.2% 40% False False 19
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 0.8978
2.618 0.8914
1.618 0.8875
1.000 0.8851
0.618 0.8836
HIGH 0.8812
0.618 0.8797
0.500 0.8793
0.382 0.8788
LOW 0.8773
0.618 0.8749
1.000 0.8734
1.618 0.8710
2.618 0.8671
4.250 0.8607
Fisher Pivots for day following 19-Sep-2007
Pivot 1 day 3 day
R1 0.8793 0.8834
PP 0.8791 0.8819
S1 0.8790 0.8803

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

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