CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 24-Apr-2008
Day Change Summary
Previous Current
23-Apr-2008 24-Apr-2008 Change Change % Previous Week
Open 0.9774 0.9729 -0.0045 -0.5% 0.9947
High 0.9808 0.9744 -0.0064 -0.7% 0.9989
Low 0.9736 0.9655 -0.0081 -0.8% 0.9647
Close 0.9742 0.9663 -0.0079 -0.8% 0.9714
Range 0.0072 0.0089 0.0017 23.6% 0.0342
ATR 0.0088 0.0088 0.0000 0.0% 0.0000
Volume 17 18 1 5.9% 43
Daily Pivots for day following 24-Apr-2008
Classic Woodie Camarilla DeMark
R4 0.9954 0.9898 0.9712
R3 0.9865 0.9809 0.9687
R2 0.9776 0.9776 0.9679
R1 0.9720 0.9720 0.9671 0.9704
PP 0.9687 0.9687 0.9687 0.9679
S1 0.9631 0.9631 0.9655 0.9615
S2 0.9598 0.9598 0.9647
S3 0.9509 0.9542 0.9639
S4 0.9420 0.9453 0.9614
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 0.9832 0.9647 0.0185 1.9% 0.0083 0.9% 9% False False 70
10 0.9989 0.9647 0.0342 3.5% 0.0059 0.6% 5% False False 44
20 1.0150 0.9647 0.0503 5.2% 0.0067 0.7% 3% False False 83
40 1.0505 0.9589 0.0916 9.5% 0.0081 0.8% 8% False False 79
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0122
2.618 0.9977
1.618 0.9888
1.000 0.9833
0.618 0.9799
HIGH 0.9744
0.618 0.9710
0.500 0.9700
0.382 0.9689
LOW 0.9655
0.618 0.9600
1.000 0.9566
1.618 0.9511
2.618 0.9422
4.250 0.9277
Fisher Pivots for day following 24-Apr-2008
Pivot 1 day 3 day
R1 0.9700 0.9732
PP 0.9687 0.9709
S1 0.9675 0.9686

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

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