CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 09-Nov-2007
Day Change Summary
Previous Current
08-Nov-2007 09-Nov-2007 Change Change % Previous Week
Open 0.8982 0.8999 0.0017 0.2% 0.8846
High 0.9032 0.9170 0.0138 1.5% 0.9170
Low 0.8953 0.8992 0.0039 0.4% 0.8842
Close 0.9023 0.9142 0.0119 1.3% 0.9142
Range 0.0079 0.0178 0.0099 125.3% 0.0328
ATR 0.0066 0.0074 0.0008 12.0% 0.0000
Volume 448 722 274 61.2% 3,389
Daily Pivots for day following 09-Nov-2007
Classic Woodie Camarilla DeMark
R4 0.9635 0.9567 0.9240
R3 0.9457 0.9389 0.9191
R2 0.9279 0.9279 0.9175
R1 0.9211 0.9211 0.9158 0.9245
PP 0.9101 0.9101 0.9101 0.9119
S1 0.9033 0.9033 0.9126 0.9067
S2 0.8923 0.8923 0.9109
S3 0.8745 0.8855 0.9093
S4 0.8567 0.8677 0.9044
Weekly Pivots for week ending 09-Nov-2007
Classic Woodie Camarilla DeMark
R4 1.0035 0.9917 0.9322
R3 0.9707 0.9589 0.9232
R2 0.9379 0.9379 0.9202
R1 0.9261 0.9261 0.9172 0.9320
PP 0.9051 0.9051 0.9051 0.9081
S1 0.8933 0.8933 0.9112 0.8992
S2 0.8723 0.8723 0.9082
S3 0.8395 0.8605 0.9052
S4 0.8067 0.8277 0.8962
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9170 0.8842 0.0328 3.6% 0.0099 1.1% 91% True False 677
10 0.9170 0.8768 0.0402 4.4% 0.0079 0.9% 93% True False 418
20 0.9170 0.8631 0.0539 5.9% 0.0070 0.8% 95% True False 268
40 0.9170 0.8631 0.0539 5.9% 0.0058 0.6% 95% True False 364
60 0.9170 0.8631 0.0539 5.9% 0.0042 0.5% 95% True False 252
80 0.9170 0.8484 0.0686 7.5% 0.0034 0.4% 96% True False 191
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 0.0010
Widest range in 86 trading days
Fibonacci Retracements and Extensions
4.250 0.9927
2.618 0.9636
1.618 0.9458
1.000 0.9348
0.618 0.9280
HIGH 0.9170
0.618 0.9102
0.500 0.9081
0.382 0.9060
LOW 0.8992
0.618 0.8882
1.000 0.8814
1.618 0.8704
2.618 0.8526
4.250 0.8236
Fisher Pivots for day following 09-Nov-2007
Pivot 1 day 3 day
R1 0.9122 0.9097
PP 0.9101 0.9052
S1 0.9081 0.9008

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

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