CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 31-Mar-2008
Day Change Summary
Previous Current
28-Mar-2008 31-Mar-2008 Change Change % Previous Week
Open 1.0067 1.0137 0.0070 0.7% 1.0065
High 1.0150 1.0139 -0.0011 -0.1% 1.0290
Low 1.0067 1.0102 0.0035 0.3% 0.9974
Close 1.0135 1.0107 -0.0028 -0.3% 1.0135
Range 0.0083 0.0037 -0.0046 -55.4% 0.0316
ATR 0.0121 0.0115 -0.0006 -5.0% 0.0000
Volume 61 2 -59 -96.7% 1,114
Daily Pivots for day following 31-Mar-2008
Classic Woodie Camarilla DeMark
R4 1.0227 1.0204 1.0127
R3 1.0190 1.0167 1.0117
R2 1.0153 1.0153 1.0114
R1 1.0130 1.0130 1.0110 1.0123
PP 1.0116 1.0116 1.0116 1.0113
S1 1.0093 1.0093 1.0104 1.0086
S2 1.0079 1.0079 1.0100
S3 1.0042 1.0056 1.0097
S4 1.0005 1.0019 1.0087
Weekly Pivots for week ending 28-Mar-2008
Classic Woodie Camarilla DeMark
R4 1.1081 1.0924 1.0309
R3 1.0765 1.0608 1.0222
R2 1.0449 1.0449 1.0193
R1 1.0292 1.0292 1.0164 1.0371
PP 1.0133 1.0133 1.0133 1.0172
S1 0.9976 0.9976 1.0106 1.0055
S2 0.9817 0.9817 1.0077
S3 0.9501 0.9660 1.0048
S4 0.9185 0.9344 0.9961
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0170 0.9974 0.0196 1.9% 0.0064 0.6% 68% False False 20
10 1.0505 0.9974 0.0531 5.3% 0.0133 1.3% 25% False False 129
20 1.0505 0.9711 0.0794 7.9% 0.0097 1.0% 50% False False 76
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0296
2.618 1.0236
1.618 1.0199
1.000 1.0176
0.618 1.0162
HIGH 1.0139
0.618 1.0125
0.500 1.0121
0.382 1.0116
LOW 1.0102
0.618 1.0079
1.000 1.0065
1.618 1.0042
2.618 1.0005
4.250 0.9945
Fisher Pivots for day following 31-Mar-2008
Pivot 1 day 3 day
R1 1.0121 1.0119
PP 1.0116 1.0115
S1 1.0112 1.0111

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

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