CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 01-May-2008
Day Change Summary
Previous Current
30-Apr-2008 01-May-2008 Change Change % Previous Week
Open 0.9680 0.9708 0.0028 0.3% 0.9780
High 0.9711 0.9708 -0.0003 0.0% 0.9808
Low 0.9620 0.9634 0.0014 0.1% 0.9621
Close 0.9694 0.9650 -0.0044 -0.5% 0.9649
Range 0.0091 0.0074 -0.0017 -18.7% 0.0187
ATR 0.0084 0.0084 -0.0001 -0.9% 0.0000
Volume 87 150 63 72.4% 1,037
Daily Pivots for day following 01-May-2008
Classic Woodie Camarilla DeMark
R4 0.9886 0.9842 0.9691
R3 0.9812 0.9768 0.9670
R2 0.9738 0.9738 0.9664
R1 0.9694 0.9694 0.9657 0.9679
PP 0.9664 0.9664 0.9664 0.9657
S1 0.9620 0.9620 0.9643 0.9605
S2 0.9590 0.9590 0.9636
S3 0.9516 0.9546 0.9630
S4 0.9442 0.9472 0.9609
Weekly Pivots for week ending 25-Apr-2008
Classic Woodie Camarilla DeMark
R4 1.0254 1.0138 0.9752
R3 1.0067 0.9951 0.9700
R2 0.9880 0.9880 0.9683
R1 0.9764 0.9764 0.9666 0.9729
PP 0.9693 0.9693 0.9693 0.9675
S1 0.9577 0.9577 0.9632 0.9542
S2 0.9506 0.9506 0.9615
S3 0.9319 0.9390 0.9598
S4 0.9132 0.9203 0.9546
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9755 0.9620 0.0135 1.4% 0.0071 0.7% 22% False False 210
10 0.9832 0.9620 0.0212 2.2% 0.0077 0.8% 14% False False 140
20 1.0062 0.9620 0.0442 4.6% 0.0067 0.7% 7% False False 78
40 1.0505 0.9620 0.0885 9.2% 0.0085 0.9% 3% False False 101
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0023
2.618 0.9902
1.618 0.9828
1.000 0.9782
0.618 0.9754
HIGH 0.9708
0.618 0.9680
0.500 0.9671
0.382 0.9662
LOW 0.9634
0.618 0.9588
1.000 0.9560
1.618 0.9514
2.618 0.9440
4.250 0.9320
Fisher Pivots for day following 01-May-2008
Pivot 1 day 3 day
R1 0.9671 0.9688
PP 0.9664 0.9675
S1 0.9657 0.9663

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

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