CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 12-May-2008
Day Change Summary
Previous Current
09-May-2008 12-May-2008 Change Change % Previous Week
Open 0.9692 0.9789 0.0097 1.0% 0.9569
High 0.9785 0.9790 0.0005 0.1% 0.9785
Low 0.9692 0.9683 -0.0009 -0.1% 0.9546
Close 0.9777 0.9690 -0.0087 -0.9% 0.9777
Range 0.0093 0.0107 0.0014 15.1% 0.0239
ATR 0.0088 0.0090 0.0001 1.5% 0.0000
Volume 163 289 126 77.3% 1,227
Daily Pivots for day following 12-May-2008
Classic Woodie Camarilla DeMark
R4 1.0042 0.9973 0.9749
R3 0.9935 0.9866 0.9719
R2 0.9828 0.9828 0.9710
R1 0.9759 0.9759 0.9700 0.9740
PP 0.9721 0.9721 0.9721 0.9712
S1 0.9652 0.9652 0.9680 0.9633
S2 0.9614 0.9614 0.9670
S3 0.9507 0.9545 0.9661
S4 0.9400 0.9438 0.9631
Weekly Pivots for week ending 09-May-2008
Classic Woodie Camarilla DeMark
R4 1.0420 1.0337 0.9908
R3 1.0181 1.0098 0.9843
R2 0.9942 0.9942 0.9821
R1 0.9859 0.9859 0.9799 0.9901
PP 0.9703 0.9703 0.9703 0.9723
S1 0.9620 0.9620 0.9755 0.9662
S2 0.9464 0.9464 0.9733
S3 0.9225 0.9381 0.9711
S4 0.8986 0.9142 0.9646
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9790 0.9546 0.0244 2.5% 0.0096 1.0% 59% True False 213
10 0.9790 0.9530 0.0260 2.7% 0.0088 0.9% 62% True False 211
20 0.9958 0.9530 0.0428 4.4% 0.0075 0.8% 37% False False 163
40 1.0505 0.9530 0.0975 10.1% 0.0088 0.9% 16% False False 145
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0245
2.618 1.0070
1.618 0.9963
1.000 0.9897
0.618 0.9856
HIGH 0.9790
0.618 0.9749
0.500 0.9737
0.382 0.9724
LOW 0.9683
0.618 0.9617
1.000 0.9576
1.618 0.9510
2.618 0.9403
4.250 0.9228
Fisher Pivots for day following 12-May-2008
Pivot 1 day 3 day
R1 0.9737 0.9691
PP 0.9721 0.9691
S1 0.9706 0.9690

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

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