CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 08-May-2008
Day Change Summary
Previous Current
07-May-2008 08-May-2008 Change Change % Previous Week
Open 0.9599 0.9596 -0.0003 0.0% 0.9627
High 0.9613 0.9732 0.0119 1.2% 0.9755
Low 0.9546 0.9592 0.0046 0.5% 0.9530
Close 0.9600 0.9676 0.0076 0.8% 0.9566
Range 0.0067 0.0140 0.0073 109.0% 0.0225
ATR 0.0083 0.0087 0.0004 5.0% 0.0000
Volume 165 362 197 119.4% 687
Daily Pivots for day following 08-May-2008
Classic Woodie Camarilla DeMark
R4 1.0087 1.0021 0.9753
R3 0.9947 0.9881 0.9715
R2 0.9807 0.9807 0.9702
R1 0.9741 0.9741 0.9689 0.9774
PP 0.9667 0.9667 0.9667 0.9683
S1 0.9601 0.9601 0.9663 0.9634
S2 0.9527 0.9527 0.9650
S3 0.9387 0.9461 0.9638
S4 0.9247 0.9321 0.9599
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 0.9732 0.9530 0.0202 2.1% 0.0088 0.9% 72% True False 278
10 0.9755 0.9530 0.0225 2.3% 0.0079 0.8% 65% False False 244
20 0.9989 0.9530 0.0459 4.7% 0.0069 0.7% 32% False False 144
40 1.0505 0.9530 0.0975 10.1% 0.0089 0.9% 15% False False 134
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 0.0012
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.0327
2.618 1.0099
1.618 0.9959
1.000 0.9872
0.618 0.9819
HIGH 0.9732
0.618 0.9679
0.500 0.9662
0.382 0.9645
LOW 0.9592
0.618 0.9505
1.000 0.9452
1.618 0.9365
2.618 0.9225
4.250 0.8997
Fisher Pivots for day following 08-May-2008
Pivot 1 day 3 day
R1 0.9671 0.9664
PP 0.9667 0.9651
S1 0.9662 0.9639

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

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