CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 13-May-2008
Day Change Summary
Previous Current
12-May-2008 13-May-2008 Change Change % Previous Week
Open 0.9789 0.9700 -0.0089 -0.9% 0.9569
High 0.9790 0.9720 -0.0070 -0.7% 0.9785
Low 0.9683 0.9608 -0.0075 -0.8% 0.9546
Close 0.9690 0.9607 -0.0083 -0.9% 0.9777
Range 0.0107 0.0112 0.0005 4.7% 0.0239
ATR 0.0090 0.0091 0.0002 1.8% 0.0000
Volume 289 235 -54 -18.7% 1,227
Daily Pivots for day following 13-May-2008
Classic Woodie Camarilla DeMark
R4 0.9981 0.9906 0.9669
R3 0.9869 0.9794 0.9638
R2 0.9757 0.9757 0.9628
R1 0.9682 0.9682 0.9617 0.9664
PP 0.9645 0.9645 0.9645 0.9636
S1 0.9570 0.9570 0.9597 0.9552
S2 0.9533 0.9533 0.9586
S3 0.9421 0.9458 0.9576
S4 0.9309 0.9346 0.9545
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% 0.0104 1.1% 25% False False 242
10 0.9790 0.9530 0.0260 2.7% 0.0092 1.0% 30% False False 231
20 0.9958 0.9530 0.0428 4.5% 0.0080 0.8% 18% False False 174
40 1.0335 0.9530 0.0805 8.4% 0.0083 0.9% 10% False False 151
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0196
2.618 1.0013
1.618 0.9901
1.000 0.9832
0.618 0.9789
HIGH 0.9720
0.618 0.9677
0.500 0.9664
0.382 0.9651
LOW 0.9608
0.618 0.9539
1.000 0.9496
1.618 0.9427
2.618 0.9315
4.250 0.9132
Fisher Pivots for day following 13-May-2008
Pivot 1 day 3 day
R1 0.9664 0.9699
PP 0.9645 0.9668
S1 0.9626 0.9638

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

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