CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 01-Oct-2007
Day Change Summary
Previous Current
28-Sep-2007 01-Oct-2007 Change Change % Previous Week
Open 0.8844 0.8869 0.0025 0.3% 0.8859
High 0.8880 0.8869 -0.0011 -0.1% 0.8933
Low 0.8844 0.8785 -0.0059 -0.7% 0.8795
Close 0.8882 0.8804 -0.0078 -0.9% 0.8882
Range 0.0036 0.0084 0.0048 133.3% 0.0138
ATR 0.0061 0.0064 0.0003 4.2% 0.0000
Volume 20 19 -1 -5.0% 7,832
Daily Pivots for day following 01-Oct-2007
Classic Woodie Camarilla DeMark
R4 0.9071 0.9022 0.8850
R3 0.8987 0.8938 0.8827
R2 0.8903 0.8903 0.8819
R1 0.8854 0.8854 0.8812 0.8837
PP 0.8819 0.8819 0.8819 0.8811
S1 0.8770 0.8770 0.8796 0.8753
S2 0.8735 0.8735 0.8789
S3 0.8651 0.8686 0.8781
S4 0.8567 0.8602 0.8758
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 0.8785 0.0148 1.7% 0.0053 0.6% 13% False True 1,569
10 0.8936 0.8773 0.0163 1.9% 0.0062 0.7% 19% False False 831
20 0.9060 0.8773 0.0287 3.3% 0.0033 0.4% 11% False False 422
40 0.9098 0.8580 0.0518 5.9% 0.0026 0.3% 43% False False 223
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 0.0003
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9226
2.618 0.9089
1.618 0.9005
1.000 0.8953
0.618 0.8921
HIGH 0.8869
0.618 0.8837
0.500 0.8827
0.382 0.8817
LOW 0.8785
0.618 0.8733
1.000 0.8701
1.618 0.8649
2.618 0.8565
4.250 0.8428
Fisher Pivots for day following 01-Oct-2007
Pivot 1 day 3 day
R1 0.8827 0.8833
PP 0.8819 0.8823
S1 0.8812 0.8814

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

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