CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 18-Apr-2008
Day Change Summary
Previous Current
17-Apr-2008 18-Apr-2008 Change Change % Previous Week
Open 0.9901 0.9832 -0.0069 -0.7% 0.9947
High 0.9901 0.9832 -0.0069 -0.7% 0.9989
Low 0.9849 0.9647 -0.0202 -2.1% 0.9647
Close 0.9838 0.9714 -0.0124 -1.3% 0.9714
Range 0.0052 0.0185 0.0133 255.8% 0.0342
ATR 0.0089 0.0096 0.0007 8.3% 0.0000
Volume 4 5 1 25.0% 43
Daily Pivots for day following 18-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.0286 1.0185 0.9816
R3 1.0101 1.0000 0.9765
R2 0.9916 0.9916 0.9748
R1 0.9815 0.9815 0.9731 0.9773
PP 0.9731 0.9731 0.9731 0.9710
S1 0.9630 0.9630 0.9697 0.9588
S2 0.9546 0.9546 0.9680
S3 0.9361 0.9445 0.9663
S4 0.9176 0.9260 0.9612
Weekly Pivots for week ending 18-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.0809 1.0604 0.9902
R3 1.0467 1.0262 0.9808
R2 1.0125 1.0125 0.9777
R1 0.9920 0.9920 0.9745 0.9852
PP 0.9783 0.9783 0.9783 0.9749
S1 0.9578 0.9578 0.9683 0.9510
S2 0.9441 0.9441 0.9651
S3 0.9099 0.9236 0.9620
S4 0.8757 0.8894 0.9526
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9989 0.9647 0.0342 3.5% 0.0063 0.6% 20% False True 8
10 1.0062 0.9647 0.0415 4.3% 0.0065 0.7% 16% False True 14
20 1.0290 0.9647 0.0643 6.6% 0.0080 0.8% 10% False True 119
40 1.0505 0.9372 0.1133 11.7% 0.0076 0.8% 30% False False 79
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1.0618
2.618 1.0316
1.618 1.0131
1.000 1.0017
0.618 0.9946
HIGH 0.9832
0.618 0.9761
0.500 0.9740
0.382 0.9718
LOW 0.9647
0.618 0.9533
1.000 0.9462
1.618 0.9348
2.618 0.9163
4.250 0.8861
Fisher Pivots for day following 18-Apr-2008
Pivot 1 day 3 day
R1 0.9740 0.9803
PP 0.9731 0.9773
S1 0.9723 0.9744

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

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