CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 14-Apr-2008
Day Change Summary
Previous Current
11-Apr-2008 14-Apr-2008 Change Change % Previous Week
Open 0.9914 0.9947 0.0033 0.3% 0.9890
High 0.9960 0.9989 0.0029 0.3% 1.0062
Low 0.9914 0.9947 0.0033 0.3% 0.9824
Close 0.9991 0.9975 -0.0016 -0.2% 0.9991
Range 0.0046 0.0042 -0.0004 -8.7% 0.0238
ATR 0.0104 0.0099 -0.0004 -4.1% 0.0000
Volume 57 22 -35 -61.4% 105
Daily Pivots for day following 14-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.0096 1.0078 0.9998
R3 1.0054 1.0036 0.9987
R2 1.0012 1.0012 0.9983
R1 0.9994 0.9994 0.9979 1.0003
PP 0.9970 0.9970 0.9970 0.9975
S1 0.9952 0.9952 0.9971 0.9961
S2 0.9928 0.9928 0.9967
S3 0.9886 0.9910 0.9963
S4 0.9844 0.9868 0.9952
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 0.9846 0.0216 2.2% 0.0063 0.6% 60% False False 20
10 1.0062 0.9806 0.0256 2.6% 0.0072 0.7% 66% False False 125
20 1.0505 0.9806 0.0699 7.0% 0.0102 1.0% 24% False False 127
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 False
Bull Hook False
Stretch 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0168
2.618 1.0099
1.618 1.0057
1.000 1.0031
0.618 1.0015
HIGH 0.9989
0.618 0.9973
0.500 0.9968
0.382 0.9963
LOW 0.9947
0.618 0.9921
1.000 0.9905
1.618 0.9879
2.618 0.9837
4.250 0.9769
Fisher Pivots for day following 14-Apr-2008
Pivot 1 day 3 day
R1 0.9973 0.9979
PP 0.9970 0.9977
S1 0.9968 0.9976

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

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