CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 26-Mar-2008
Day Change Summary
Previous Current
25-Mar-2008 26-Mar-2008 Change Change % Previous Week
Open 0.9974 1.0052 0.0078 0.8% 1.0189
High 1.0070 1.0052 -0.0018 -0.2% 1.0505
Low 0.9974 1.0052 0.0078 0.8% 1.0026
Close 1.0052 1.0137 0.0085 0.8% 1.0220
Range 0.0096 0.0000 -0.0096 -100.0% 0.0479
ATR 0.0135 0.0125 -0.0010 -7.1% 0.0000
Volume 14 20 6 42.9% 182
Daily Pivots for day following 26-Mar-2008
Classic Woodie Camarilla DeMark
R4 1.0080 1.0109 1.0137
R3 1.0080 1.0109 1.0137
R2 1.0080 1.0080 1.0137
R1 1.0109 1.0109 1.0137 1.0095
PP 1.0080 1.0080 1.0080 1.0073
S1 1.0109 1.0109 1.0137 1.0095
S2 1.0080 1.0080 1.0137
S3 1.0080 1.0109 1.0137
S4 1.0080 1.0109 1.0137
Weekly Pivots for week ending 21-Mar-2008
Classic Woodie Camarilla DeMark
R4 1.1687 1.1433 1.0483
R3 1.1208 1.0954 1.0352
R2 1.0729 1.0729 1.0308
R1 1.0475 1.0475 1.0264 1.0602
PP 1.0250 1.0250 1.0250 1.0314
S1 0.9996 0.9996 1.0176 1.0123
S2 0.9771 0.9771 1.0132
S3 0.9292 0.9517 1.0088
S4 0.8813 0.9038 0.9957
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0290 0.9974 0.0316 3.1% 0.0116 1.1% 52% False False 240
10 1.0505 0.9888 0.0617 6.1% 0.0134 1.3% 40% False False 124
20 1.0505 0.9529 0.0976 9.6% 0.0090 0.9% 62% False False 74
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0052
2.618 1.0052
1.618 1.0052
1.000 1.0052
0.618 1.0052
HIGH 1.0052
0.618 1.0052
0.500 1.0052
0.382 1.0052
LOW 1.0052
0.618 1.0052
1.000 1.0052
1.618 1.0052
2.618 1.0052
4.250 1.0052
Fisher Pivots for day following 26-Mar-2008
Pivot 1 day 3 day
R1 1.0109 1.0135
PP 1.0080 1.0134
S1 1.0052 1.0132

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

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