CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 02-May-2008
Day Change Summary
Previous Current
01-May-2008 02-May-2008 Change Change % Previous Week
Open 0.9708 0.9625 -0.0083 -0.9% 0.9627
High 0.9708 0.9625 -0.0083 -0.9% 0.9755
Low 0.9634 0.9530 -0.0104 -1.1% 0.9530
Close 0.9650 0.9566 -0.0084 -0.9% 0.9566
Range 0.0074 0.0095 0.0021 28.4% 0.0225
ATR 0.0084 0.0086 0.0003 3.1% 0.0000
Volume 150 328 178 118.7% 687
Daily Pivots for day following 02-May-2008
Classic Woodie Camarilla DeMark
R4 0.9859 0.9807 0.9618
R3 0.9764 0.9712 0.9592
R2 0.9669 0.9669 0.9583
R1 0.9617 0.9617 0.9575 0.9596
PP 0.9574 0.9574 0.9574 0.9563
S1 0.9522 0.9522 0.9557 0.9501
S2 0.9479 0.9479 0.9549
S3 0.9384 0.9427 0.9540
S4 0.9289 0.9332 0.9514
Weekly Pivots for week ending 02-May-2008
Classic Woodie Camarilla DeMark
R4 1.0292 1.0154 0.9690
R3 1.0067 0.9929 0.9628
R2 0.9842 0.9842 0.9607
R1 0.9704 0.9704 0.9587 0.9661
PP 0.9617 0.9617 0.9617 0.9595
S1 0.9479 0.9479 0.9545 0.9436
S2 0.9392 0.9392 0.9525
S3 0.9167 0.9254 0.9504
S4 0.8942 0.9029 0.9442
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9755 0.9530 0.0225 2.4% 0.0074 0.8% 16% False True 137
10 0.9808 0.9530 0.0278 2.9% 0.0068 0.7% 13% False True 172
20 1.0062 0.9530 0.0532 5.6% 0.0067 0.7% 7% False True 93
40 1.0505 0.9530 0.0975 10.2% 0.0086 0.9% 4% False True 109
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 0.0013
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0029
2.618 0.9874
1.618 0.9779
1.000 0.9720
0.618 0.9684
HIGH 0.9625
0.618 0.9589
0.500 0.9578
0.382 0.9566
LOW 0.9530
0.618 0.9471
1.000 0.9435
1.618 0.9376
2.618 0.9281
4.250 0.9126
Fisher Pivots for day following 02-May-2008
Pivot 1 day 3 day
R1 0.9578 0.9621
PP 0.9574 0.9602
S1 0.9570 0.9584

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

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