CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 28-Sep-2007
Day Change Summary
Previous Current
27-Sep-2007 28-Sep-2007 Change Change % Previous Week
Open 0.8819 0.8844 0.0025 0.3% 0.8859
High 0.8847 0.8880 0.0033 0.4% 0.8933
Low 0.8795 0.8844 0.0049 0.6% 0.8795
Close 0.8816 0.8882 0.0066 0.7% 0.8882
Range 0.0052 0.0036 -0.0016 -30.8% 0.0138
ATR 0.0061 0.0061 0.0000 0.4% 0.0000
Volume 7,622 20 -7,602 -99.7% 7,832
Daily Pivots for day following 28-Sep-2007
Classic Woodie Camarilla DeMark
R4 0.8977 0.8965 0.8902
R3 0.8941 0.8929 0.8892
R2 0.8905 0.8905 0.8889
R1 0.8893 0.8893 0.8885 0.8899
PP 0.8869 0.8869 0.8869 0.8872
S1 0.8857 0.8857 0.8879 0.8863
S2 0.8833 0.8833 0.8875
S3 0.8797 0.8821 0.8872
S4 0.8761 0.8785 0.8862
Weekly Pivots for week ending 28-Sep-2007
Classic Woodie Camarilla DeMark
R4 0.9284 0.9221 0.8958
R3 0.9146 0.9083 0.8920
R2 0.9008 0.9008 0.8907
R1 0.8945 0.8945 0.8895 0.8977
PP 0.8870 0.8870 0.8870 0.8886
S1 0.8807 0.8807 0.8869 0.8839
S2 0.8732 0.8732 0.8857
S3 0.8594 0.8669 0.8844
S4 0.8456 0.8531 0.8806
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8933 0.8795 0.0138 1.6% 0.0043 0.5% 63% False False 1,566
10 0.8936 0.8773 0.0163 1.8% 0.0053 0.6% 67% False False 830
20 0.9060 0.8773 0.0287 3.2% 0.0029 0.3% 38% False False 423
40 0.9098 0.8580 0.0518 5.8% 0.0023 0.3% 58% False False 223
Crabel Price Patterns
NR True
NR4 True
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 0.0003
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9033
2.618 0.8974
1.618 0.8938
1.000 0.8916
0.618 0.8902
HIGH 0.8880
0.618 0.8866
0.500 0.8862
0.382 0.8858
LOW 0.8844
0.618 0.8822
1.000 0.8808
1.618 0.8786
2.618 0.8750
4.250 0.8691
Fisher Pivots for day following 28-Sep-2007
Pivot 1 day 3 day
R1 0.8875 0.8867
PP 0.8869 0.8852
S1 0.8862 0.8838

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

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