CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 04-Oct-2007
Day Change Summary
Previous Current
03-Oct-2007 04-Oct-2007 Change Change % Previous Week
Open 0.8775 0.8725 -0.0050 -0.6% 0.8859
High 0.8775 0.8752 -0.0023 -0.3% 0.8933
Low 0.8728 0.8725 -0.0003 0.0% 0.8795
Close 0.8731 0.8743 0.0012 0.1% 0.8882
Range 0.0047 0.0027 -0.0020 -42.6% 0.0138
ATR 0.0062 0.0059 -0.0002 -4.0% 0.0000
Volume 90 166 76 84.4% 7,832
Daily Pivots for day following 04-Oct-2007
Classic Woodie Camarilla DeMark
R4 0.8821 0.8809 0.8758
R3 0.8794 0.8782 0.8750
R2 0.8767 0.8767 0.8748
R1 0.8755 0.8755 0.8745 0.8761
PP 0.8740 0.8740 0.8740 0.8743
S1 0.8728 0.8728 0.8741 0.8734
S2 0.8713 0.8713 0.8738
S3 0.8686 0.8701 0.8736
S4 0.8659 0.8674 0.8728
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 0.8725 0.0155 1.8% 0.0045 0.5% 12% False True 69
10 0.8933 0.8725 0.0208 2.4% 0.0042 0.5% 9% False True 857
20 0.9060 0.8725 0.0335 3.8% 0.0039 0.4% 5% False True 436
40 0.9098 0.8663 0.0435 5.0% 0.0028 0.3% 18% False False 231
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0003
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8867
2.618 0.8823
1.618 0.8796
1.000 0.8779
0.618 0.8769
HIGH 0.8752
0.618 0.8742
0.500 0.8739
0.382 0.8735
LOW 0.8725
0.618 0.8708
1.000 0.8698
1.618 0.8681
2.618 0.8654
4.250 0.8610
Fisher Pivots for day following 04-Oct-2007
Pivot 1 day 3 day
R1 0.8742 0.8773
PP 0.8740 0.8763
S1 0.8739 0.8753

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

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