CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 03-Apr-2008
Day Change Summary
Previous Current
02-Apr-2008 03-Apr-2008 Change Change % Previous Week
Open 0.9890 0.9825 -0.0065 -0.7% 1.0065
High 0.9895 0.9856 -0.0039 -0.4% 1.0290
Low 0.9826 0.9806 -0.0020 -0.2% 0.9974
Close 0.9849 0.9850 0.0001 0.0% 1.0135
Range 0.0069 0.0050 -0.0019 -27.5% 0.0316
ATR 0.0119 0.0114 -0.0005 -4.2% 0.0000
Volume 49 1,041 992 2,024.5% 1,114
Daily Pivots for day following 03-Apr-2008
Classic Woodie Camarilla DeMark
R4 0.9987 0.9969 0.9878
R3 0.9937 0.9919 0.9864
R2 0.9887 0.9887 0.9859
R1 0.9869 0.9869 0.9855 0.9878
PP 0.9837 0.9837 0.9837 0.9842
S1 0.9819 0.9819 0.9845 0.9828
S2 0.9787 0.9787 0.9841
S3 0.9737 0.9769 0.9836
S4 0.9687 0.9719 0.9823
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 1.0150 0.9806 0.0344 3.5% 0.0072 0.7% 13% False True 233
10 1.0290 0.9806 0.0484 4.9% 0.0085 0.9% 9% False True 225
20 1.0505 0.9725 0.0780 7.9% 0.0103 1.0% 16% False False 124
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0069
2.618 0.9987
1.618 0.9937
1.000 0.9906
0.618 0.9887
HIGH 0.9856
0.618 0.9837
0.500 0.9831
0.382 0.9825
LOW 0.9806
0.618 0.9775
1.000 0.9756
1.618 0.9725
2.618 0.9675
4.250 0.9594
Fisher Pivots for day following 03-Apr-2008
Pivot 1 day 3 day
R1 0.9844 0.9901
PP 0.9837 0.9884
S1 0.9831 0.9867

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

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