CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 20-Mar-2008
Day Change Summary
Previous Current
19-Mar-2008 20-Mar-2008 Change Change % Previous Week
Open 1.0086 1.0176 0.0090 0.9% 0.9850
High 1.0221 1.0176 -0.0045 -0.4% 1.0129
Low 1.0026 1.0176 0.0150 1.5% 0.9725
Close 1.0123 1.0220 0.0097 1.0% 1.0155
Range 0.0195 0.0000 -0.0195 -100.0% 0.0404
ATR 0.0132 0.0126 -0.0006 -4.3% 0.0000
Volume 123 31 -92 -74.8% 37
Daily Pivots for day following 20-Mar-2008
Classic Woodie Camarilla DeMark
R4 1.0191 1.0205 1.0220
R3 1.0191 1.0205 1.0220
R2 1.0191 1.0191 1.0220
R1 1.0205 1.0205 1.0220 1.0198
PP 1.0191 1.0191 1.0191 1.0187
S1 1.0205 1.0205 1.0220 1.0198
S2 1.0191 1.0191 1.0220
S3 1.0191 1.0205 1.0220
S4 1.0191 1.0205 1.0220
Weekly Pivots for week ending 14-Mar-2008
Classic Woodie Camarilla DeMark
R4 1.1215 1.1089 1.0377
R3 1.0811 1.0685 1.0266
R2 1.0407 1.0407 1.0229
R1 1.0281 1.0281 1.0192 1.0344
PP 1.0003 1.0003 1.0003 1.0035
S1 0.9877 0.9877 1.0118 0.9940
S2 0.9599 0.9599 1.0081
S3 0.9195 0.9473 1.0044
S4 0.8791 0.9069 0.9933
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0505 0.9992 0.0513 5.0% 0.0171 1.7% 44% False False 37
10 1.0505 0.9725 0.0780 7.6% 0.0118 1.2% 63% False False 25
20 1.0505 0.9372 0.1133 11.1% 0.0073 0.7% 75% False False 39
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0021
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0176
2.618 1.0176
1.618 1.0176
1.000 1.0176
0.618 1.0176
HIGH 1.0176
0.618 1.0176
0.500 1.0176
0.382 1.0176
LOW 1.0176
0.618 1.0176
1.000 1.0176
1.618 1.0176
2.618 1.0176
4.250 1.0176
Fisher Pivots for day following 20-Mar-2008
Pivot 1 day 3 day
R1 1.0205 1.0207
PP 1.0191 1.0194
S1 1.0176 1.0181

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

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