CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 09-Apr-2008
Day Change Summary
Previous Current
08-Apr-2008 09-Apr-2008 Change Change % Previous Week
Open 0.9850 0.9846 -0.0004 0.0% 1.0137
High 0.9900 0.9854 -0.0046 -0.5% 1.0139
Low 0.9850 0.9846 -0.0004 0.0% 0.9806
Close 0.9831 0.9912 0.0081 0.8% 0.9907
Range 0.0050 0.0008 -0.0042 -84.0% 0.0333
ATR 0.0107 0.0101 -0.0006 -5.6% 0.0000
Volume 5 4 -1 -20.0% 1,125
Daily Pivots for day following 09-Apr-2008
Classic Woodie Camarilla DeMark
R4 0.9895 0.9911 0.9916
R3 0.9887 0.9903 0.9914
R2 0.9879 0.9879 0.9913
R1 0.9895 0.9895 0.9913 0.9887
PP 0.9871 0.9871 0.9871 0.9867
S1 0.9887 0.9887 0.9911 0.9879
S2 0.9863 0.9863 0.9911
S3 0.9855 0.9879 0.9910
S4 0.9847 0.9871 0.9908
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% 0.0054 0.5% 96% False False 218
10 1.0170 0.9806 0.0364 3.7% 0.0068 0.7% 29% False False 122
20 1.0505 0.9806 0.0699 7.1% 0.0101 1.0% 15% False False 123
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0003
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9888
2.618 0.9875
1.618 0.9867
1.000 0.9862
0.618 0.9859
HIGH 0.9854
0.618 0.9851
0.500 0.9850
0.382 0.9849
LOW 0.9846
0.618 0.9841
1.000 0.9838
1.618 0.9833
2.618 0.9825
4.250 0.9812
Fisher Pivots for day following 09-Apr-2008
Pivot 1 day 3 day
R1 0.9891 0.9895
PP 0.9871 0.9879
S1 0.9850 0.9862

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

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