CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 18-Oct-2007
Day Change Summary
Previous Current
17-Oct-2007 18-Oct-2007 Change Change % Previous Week
Open 0.8740 0.8734 -0.0006 -0.1% 0.8693
High 0.8742 0.8810 0.0068 0.8% 0.8711
Low 0.8685 0.8724 0.0039 0.4% 0.8643
Close 0.8729 0.8793 0.0064 0.7% 0.8657
Range 0.0057 0.0086 0.0029 50.9% 0.0068
ATR 0.0051 0.0054 0.0002 4.8% 0.0000
Volume 158 89 -69 -43.7% 563
Daily Pivots for day following 18-Oct-2007
Classic Woodie Camarilla DeMark
R4 0.9034 0.8999 0.8840
R3 0.8948 0.8913 0.8817
R2 0.8862 0.8862 0.8809
R1 0.8827 0.8827 0.8801 0.8845
PP 0.8776 0.8776 0.8776 0.8784
S1 0.8741 0.8741 0.8785 0.8759
S2 0.8690 0.8690 0.8777
S3 0.8604 0.8655 0.8769
S4 0.8518 0.8569 0.8746
Weekly Pivots for week ending 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 0.8874 0.8834 0.8694
R3 0.8806 0.8766 0.8676
R2 0.8738 0.8738 0.8669
R1 0.8698 0.8698 0.8663 0.8684
PP 0.8670 0.8670 0.8670 0.8664
S1 0.8630 0.8630 0.8651 0.8616
S2 0.8602 0.8602 0.8645
S3 0.8534 0.8562 0.8638
S4 0.8466 0.8494 0.8620
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8810 0.8631 0.0179 2.0% 0.0051 0.6% 91% True False 100
10 0.8810 0.8631 0.0179 2.0% 0.0045 0.5% 91% True False 98
20 0.8933 0.8631 0.0302 3.4% 0.0043 0.5% 54% False False 477
40 0.9060 0.8631 0.0429 4.9% 0.0031 0.3% 38% False False 252
60 0.9098 0.8580 0.0518 5.9% 0.0026 0.3% 41% False False 172
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 0.0006
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.9176
2.618 0.9035
1.618 0.8949
1.000 0.8896
0.618 0.8863
HIGH 0.8810
0.618 0.8777
0.500 0.8767
0.382 0.8757
LOW 0.8724
0.618 0.8671
1.000 0.8638
1.618 0.8585
2.618 0.8499
4.250 0.8359
Fisher Pivots for day following 18-Oct-2007
Pivot 1 day 3 day
R1 0.8784 0.8778
PP 0.8776 0.8763
S1 0.8767 0.8748

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

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