CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 17-Apr-2008
Day Change Summary
Previous Current
16-Apr-2008 17-Apr-2008 Change Change % Previous Week
Open 0.9958 0.9901 -0.0057 -0.6% 0.9890
High 0.9958 0.9901 -0.0057 -0.6% 1.0062
Low 0.9940 0.9849 -0.0091 -0.9% 0.9824
Close 0.9908 0.9838 -0.0070 -0.7% 0.9991
Range 0.0018 0.0052 0.0034 188.9% 0.0238
ATR 0.0091 0.0089 -0.0002 -2.5% 0.0000
Volume 9 4 -5 -55.6% 105
Daily Pivots for day following 17-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.0019 0.9980 0.9867
R3 0.9967 0.9928 0.9852
R2 0.9915 0.9915 0.9848
R1 0.9876 0.9876 0.9843 0.9870
PP 0.9863 0.9863 0.9863 0.9859
S1 0.9824 0.9824 0.9833 0.9818
S2 0.9811 0.9811 0.9828
S3 0.9759 0.9772 0.9824
S4 0.9707 0.9720 0.9809
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 0.9989 0.9849 0.0140 1.4% 0.0035 0.4% -8% False True 19
10 1.0062 0.9821 0.0241 2.4% 0.0056 0.6% 7% False False 16
20 1.0290 0.9806 0.0484 4.9% 0.0071 0.7% 7% False False 120
40 1.0505 0.9345 0.1160 11.8% 0.0072 0.7% 43% False False 91
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0122
2.618 1.0037
1.618 0.9985
1.000 0.9953
0.618 0.9933
HIGH 0.9901
0.618 0.9881
0.500 0.9875
0.382 0.9869
LOW 0.9849
0.618 0.9817
1.000 0.9797
1.618 0.9765
2.618 0.9713
4.250 0.9628
Fisher Pivots for day following 17-Apr-2008
Pivot 1 day 3 day
R1 0.9875 0.9904
PP 0.9863 0.9882
S1 0.9850 0.9860

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

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