CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 16-Apr-2008
Day Change Summary
Previous Current
15-Apr-2008 16-Apr-2008 Change Change % Previous Week
Open 0.9941 0.9958 0.0017 0.2% 0.9890
High 0.9941 0.9958 0.0017 0.2% 1.0062
Low 0.9924 0.9940 0.0016 0.2% 0.9824
Close 0.9932 0.9908 -0.0024 -0.2% 0.9991
Range 0.0017 0.0018 0.0001 5.9% 0.0238
ATR 0.0096 0.0091 -0.0005 -5.2% 0.0000
Volume 3 9 6 200.0% 105
Daily Pivots for day following 16-Apr-2008
Classic Woodie Camarilla DeMark
R4 0.9989 0.9967 0.9918
R3 0.9971 0.9949 0.9913
R2 0.9953 0.9953 0.9911
R1 0.9931 0.9931 0.9910 0.9933
PP 0.9935 0.9935 0.9935 0.9937
S1 0.9913 0.9913 0.9906 0.9915
S2 0.9917 0.9917 0.9905
S3 0.9899 0.9895 0.9903
S4 0.9881 0.9877 0.9898
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 0.9895 0.0167 1.7% 0.0058 0.6% 8% False False 21
10 1.0062 0.9806 0.0256 2.6% 0.0056 0.6% 40% False False 119
20 1.0290 0.9806 0.0484 4.9% 0.0078 0.8% 21% False False 126
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0035
2.618 1.0005
1.618 0.9987
1.000 0.9976
0.618 0.9969
HIGH 0.9958
0.618 0.9951
0.500 0.9949
0.382 0.9947
LOW 0.9940
0.618 0.9929
1.000 0.9922
1.618 0.9911
2.618 0.9893
4.250 0.9864
Fisher Pivots for day following 16-Apr-2008
Pivot 1 day 3 day
R1 0.9949 0.9957
PP 0.9935 0.9940
S1 0.9922 0.9924

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

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