CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 08-Apr-2008
Day Change Summary
Previous Current
07-Apr-2008 08-Apr-2008 Change Change % Previous Week
Open 0.9890 0.9850 -0.0040 -0.4% 1.0137
High 0.9890 0.9900 0.0010 0.1% 1.0139
Low 0.9824 0.9850 0.0026 0.3% 0.9806
Close 0.9839 0.9831 -0.0008 -0.1% 0.9907
Range 0.0066 0.0050 -0.0016 -24.2% 0.0333
ATR 0.0111 0.0107 -0.0004 -3.2% 0.0000
Volume 23 5 -18 -78.3% 1,125
Daily Pivots for day following 08-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.0010 0.9971 0.9859
R3 0.9960 0.9921 0.9845
R2 0.9910 0.9910 0.9840
R1 0.9871 0.9871 0.9836 0.9866
PP 0.9860 0.9860 0.9860 0.9858
S1 0.9821 0.9821 0.9826 0.9816
S2 0.9810 0.9810 0.9822
S3 0.9760 0.9771 0.9817
S4 0.9710 0.9721 0.9804
Weekly Pivots for week ending 04-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.0950 1.0761 1.0090
R3 1.0617 1.0428 0.9999
R2 1.0284 1.0284 0.9968
R1 1.0095 1.0095 0.9938 1.0023
PP 0.9951 0.9951 0.9951 0.9915
S1 0.9762 0.9762 0.9876 0.9690
S2 0.9618 0.9618 0.9846
S3 0.9285 0.9429 0.9815
S4 0.8952 0.9096 0.9724
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9916 0.9806 0.0110 1.1% 0.0066 0.7% 23% False False 227
10 1.0170 0.9806 0.0364 3.7% 0.0068 0.7% 7% False False 123
20 1.0505 0.9725 0.0780 7.9% 0.0105 1.1% 14% 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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0113
2.618 1.0031
1.618 0.9981
1.000 0.9950
0.618 0.9931
HIGH 0.9900
0.618 0.9881
0.500 0.9875
0.382 0.9869
LOW 0.9850
0.618 0.9819
1.000 0.9800
1.618 0.9769
2.618 0.9719
4.250 0.9638
Fisher Pivots for day following 08-Apr-2008
Pivot 1 day 3 day
R1 0.9875 0.9869
PP 0.9860 0.9856
S1 0.9846 0.9844

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

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