CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 03-Oct-2007
Day Change Summary
Previous Current
02-Oct-2007 03-Oct-2007 Change Change % Previous Week
Open 0.8820 0.8775 -0.0045 -0.5% 0.8859
High 0.8820 0.8775 -0.0045 -0.5% 0.8933
Low 0.8790 0.8728 -0.0062 -0.7% 0.8795
Close 0.8796 0.8731 -0.0065 -0.7% 0.8882
Range 0.0030 0.0047 0.0017 56.7% 0.0138
ATR 0.0061 0.0062 0.0000 0.8% 0.0000
Volume 51 90 39 76.5% 7,832
Daily Pivots for day following 03-Oct-2007
Classic Woodie Camarilla DeMark
R4 0.8886 0.8855 0.8757
R3 0.8839 0.8808 0.8744
R2 0.8792 0.8792 0.8740
R1 0.8761 0.8761 0.8735 0.8753
PP 0.8745 0.8745 0.8745 0.8741
S1 0.8714 0.8714 0.8727 0.8706
S2 0.8698 0.8698 0.8722
S3 0.8651 0.8667 0.8718
S4 0.8604 0.8620 0.8705
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 0.8880 0.8728 0.0152 1.7% 0.0050 0.6% 2% False True 1,560
10 0.8936 0.8728 0.0208 2.4% 0.0054 0.6% 1% False True 842
20 0.9060 0.8728 0.0332 3.8% 0.0037 0.4% 1% False True 428
40 0.9098 0.8610 0.0488 5.6% 0.0028 0.3% 25% False False 227
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8975
2.618 0.8898
1.618 0.8851
1.000 0.8822
0.618 0.8804
HIGH 0.8775
0.618 0.8757
0.500 0.8752
0.382 0.8746
LOW 0.8728
0.618 0.8699
1.000 0.8681
1.618 0.8652
2.618 0.8605
4.250 0.8528
Fisher Pivots for day following 03-Oct-2007
Pivot 1 day 3 day
R1 0.8752 0.8799
PP 0.8745 0.8776
S1 0.8738 0.8754

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

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