CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 20-Sep-2007
Day Change Summary
Previous Current
19-Sep-2007 20-Sep-2007 Change Change % Previous Week
Open 0.8810 0.8787 -0.0023 -0.3% 0.9060
High 0.8812 0.8936 0.0124 1.4% 0.9060
Low 0.8773 0.8787 0.0014 0.2% 0.8864
Close 0.8788 0.8910 0.0122 1.4% 0.8874
Range 0.0039 0.0149 0.0110 282.1% 0.0196
ATR 0.0050 0.0057 0.0007 14.2% 0.0000
Volume 32 18 -14 -43.8% 8
Daily Pivots for day following 20-Sep-2007
Classic Woodie Camarilla DeMark
R4 0.9325 0.9266 0.8992
R3 0.9176 0.9117 0.8951
R2 0.9027 0.9027 0.8937
R1 0.8968 0.8968 0.8924 0.8998
PP 0.8878 0.8878 0.8878 0.8892
S1 0.8819 0.8819 0.8896 0.8849
S2 0.8729 0.8729 0.8883
S3 0.8580 0.8670 0.8869
S4 0.8431 0.8521 0.8828
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 0.8936 0.8773 0.0163 1.8% 0.0062 0.7% 84% True False 11
10 0.9060 0.8773 0.0287 3.2% 0.0035 0.4% 48% False False 16
20 0.9060 0.8773 0.0287 3.2% 0.0018 0.2% 48% False False 27
40 0.9098 0.8580 0.0518 5.8% 0.0018 0.2% 64% False False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 0.9569
2.618 0.9326
1.618 0.9177
1.000 0.9085
0.618 0.9028
HIGH 0.8936
0.618 0.8879
0.500 0.8862
0.382 0.8844
LOW 0.8787
0.618 0.8695
1.000 0.8638
1.618 0.8546
2.618 0.8397
4.250 0.8154
Fisher Pivots for day following 20-Sep-2007
Pivot 1 day 3 day
R1 0.8894 0.8892
PP 0.8878 0.8873
S1 0.8862 0.8855

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

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