CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 11-Apr-2008
Day Change Summary
Previous Current
10-Apr-2008 11-Apr-2008 Change Change % Previous Week
Open 0.9951 0.9914 -0.0037 -0.4% 0.9890
High 1.0062 0.9960 -0.0102 -1.0% 1.0062
Low 0.9895 0.9914 0.0019 0.2% 0.9824
Close 0.9889 0.9991 0.0102 1.0% 0.9991
Range 0.0167 0.0046 -0.0121 -72.5% 0.0238
ATR 0.0106 0.0104 -0.0003 -2.4% 0.0000
Volume 16 57 41 256.3% 105
Daily Pivots for day following 11-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.0093 1.0088 1.0016
R3 1.0047 1.0042 1.0004
R2 1.0001 1.0001 0.9999
R1 0.9996 0.9996 0.9995 0.9999
PP 0.9955 0.9955 0.9955 0.9956
S1 0.9950 0.9950 0.9987 0.9953
S2 0.9909 0.9909 0.9983
S3 0.9863 0.9904 0.9978
S4 0.9817 0.9858 0.9966
Weekly Pivots for week ending 11-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.0673 1.0570 1.0122
R3 1.0435 1.0332 1.0056
R2 1.0197 1.0197 1.0035
R1 1.0094 1.0094 1.0013 1.0146
PP 0.9959 0.9959 0.9959 0.9985
S1 0.9856 0.9856 0.9969 0.9908
S2 0.9721 0.9721 0.9947
S3 0.9483 0.9618 0.9926
S4 0.9245 0.9380 0.9860
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0062 0.9824 0.0238 2.4% 0.0067 0.7% 70% False False 21
10 1.0139 0.9806 0.0333 3.3% 0.0071 0.7% 56% False False 123
20 1.0505 0.9806 0.0699 7.0% 0.0107 1.1% 26% False False 126
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0156
2.618 1.0080
1.618 1.0034
1.000 1.0006
0.618 0.9988
HIGH 0.9960
0.618 0.9942
0.500 0.9937
0.382 0.9932
LOW 0.9914
0.618 0.9886
1.000 0.9868
1.618 0.9840
2.618 0.9794
4.250 0.9719
Fisher Pivots for day following 11-Apr-2008
Pivot 1 day 3 day
R1 0.9973 0.9979
PP 0.9955 0.9966
S1 0.9937 0.9954

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

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