CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 22-Apr-2008
Day Change Summary
Previous Current
21-Apr-2008 22-Apr-2008 Change Change % Previous Week
Open 0.9780 0.9769 -0.0011 -0.1% 0.9947
High 0.9780 0.9785 0.0005 0.1% 0.9989
Low 0.9747 0.9748 0.0001 0.0% 0.9647
Close 0.9784 0.9802 0.0018 0.2% 0.9714
Range 0.0033 0.0037 0.0004 12.1% 0.0342
ATR 0.0094 0.0090 -0.0004 -4.3% 0.0000
Volume 248 62 -186 -75.0% 43
Daily Pivots for day following 22-Apr-2008
Classic Woodie Camarilla DeMark
R4 0.9889 0.9883 0.9822
R3 0.9852 0.9846 0.9812
R2 0.9815 0.9815 0.9809
R1 0.9809 0.9809 0.9805 0.9812
PP 0.9778 0.9778 0.9778 0.9780
S1 0.9772 0.9772 0.9799 0.9775
S2 0.9741 0.9741 0.9795
S3 0.9704 0.9735 0.9792
S4 0.9667 0.9698 0.9782
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 0.9958 0.9647 0.0311 3.2% 0.0065 0.7% 50% False False 65
10 1.0062 0.9647 0.0415 4.2% 0.0061 0.6% 37% False False 43
20 1.0170 0.9647 0.0523 5.3% 0.0064 0.7% 30% False False 83
40 1.0505 0.9444 0.1061 10.8% 0.0077 0.8% 34% False False 78
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9942
2.618 0.9882
1.618 0.9845
1.000 0.9822
0.618 0.9808
HIGH 0.9785
0.618 0.9771
0.500 0.9767
0.382 0.9762
LOW 0.9748
0.618 0.9725
1.000 0.9711
1.618 0.9688
2.618 0.9651
4.250 0.9591
Fisher Pivots for day following 22-Apr-2008
Pivot 1 day 3 day
R1 0.9790 0.9781
PP 0.9778 0.9760
S1 0.9767 0.9740

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

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