CME Japanese Yen Future June 2008

Trading Metrics calculated at close of trading on 04-Mar-2008

Day Change Summary
	Previous	Current
	03-Mar-2008	04-Mar-2008	Change	Change %	Previous Week
Open	0.9699	0.9721	0.0022	0.2%	0.9384
High	0.9801	0.9796	-0.0005	-0.1%	0.9689
Low	0.9697	0.9717	0.0020	0.2%	0.9308
Close	0.9751	0.9751	0.0000	0.0%	0.9675
Range	0.0104	0.0079	-0.0025	-24.0%	0.0381
ATR	0.0098	0.0097	-0.0001	-1.4%	0.0000
Volume	933	2,117	1,184	126.9%	3,039

Daily Pivots for day following 04-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	0.9992	0.9950	0.9794
R3	0.9913	0.9871	0.9773
R2	0.9834	0.9834	0.9765
R1	0.9792	0.9792	0.9758	0.9813
PP	0.9755	0.9755	0.9755	0.9765
S1	0.9713	0.9713	0.9744	0.9734
S2	0.9676	0.9676	0.9737
S3	0.9597	0.9634	0.9729
S4	0.9518	0.9555	0.9708

Weekly Pivots for week ending 29-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	1.0700	1.0569	0.9885
R3	1.0319	1.0188	0.9780
R2	0.9938	0.9938	0.9745
R1	0.9807	0.9807	0.9710	0.9873
PP	0.9557	0.9557	0.9557	0.9590
S1	0.9426	0.9426	0.9640	0.9492
S2	0.9176	0.9176	0.9605
S3	0.8795	0.9045	0.9570
S4	0.8414	0.8664	0.9465

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9801	0.9380	0.0421	4.3%	0.0108	1.1%	88%	False	False	954
10	0.9801	0.9298	0.0503	5.2%	0.0093	1.0%	90%	False	False	818
20	0.9801	0.9287	0.0514	5.3%	0.0090	0.9%	90%	False	False	476
40	0.9801	0.9229	0.0572	5.9%	0.0085	0.9%	91%	False	False	446

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.0132
2.618	1.0003
1.618	0.9924
1.000	0.9875
0.618	0.9845
HIGH	0.9796
0.618	0.9766
0.500	0.9757
0.382	0.9747
LOW	0.9717
0.618	0.9668
1.000	0.9638
1.618	0.9589
2.618	0.9510
4.250	0.9381

Fisher Pivots for day following 04-Mar-2008
Pivot	1 day	3 day
R1	0.9757	0.9731
PP	0.9755	0.9711
S1	0.9753	0.9692

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols