CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 14-May-2008
Day Change Summary
Previous Current
13-May-2008 14-May-2008 Change Change % Previous Week
Open 0.9700 0.9600 -0.0100 -1.0% 0.9569
High 0.9720 0.9610 -0.0110 -1.1% 0.9785
Low 0.9608 0.9550 -0.0058 -0.6% 0.9546
Close 0.9607 0.9560 -0.0047 -0.5% 0.9777
Range 0.0112 0.0060 -0.0052 -46.4% 0.0239
ATR 0.0091 0.0089 -0.0002 -2.4% 0.0000
Volume 235 395 160 68.1% 1,227
Daily Pivots for day following 14-May-2008
Classic Woodie Camarilla DeMark
R4 0.9753 0.9717 0.9593
R3 0.9693 0.9657 0.9577
R2 0.9633 0.9633 0.9571
R1 0.9597 0.9597 0.9566 0.9585
PP 0.9573 0.9573 0.9573 0.9568
S1 0.9537 0.9537 0.9555 0.9525
S2 0.9513 0.9513 0.9549
S3 0.9453 0.9477 0.9544
S4 0.9393 0.9417 0.9527
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 0.9550 0.0240 2.5% 0.0102 1.1% 4% False True 288
10 0.9790 0.9530 0.0260 2.7% 0.0089 0.9% 12% False False 262
20 0.9901 0.9530 0.0371 3.9% 0.0082 0.9% 8% False False 193
40 1.0290 0.9530 0.0760 7.9% 0.0080 0.8% 4% False False 160
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0009
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.9865
2.618 0.9767
1.618 0.9707
1.000 0.9670
0.618 0.9647
HIGH 0.9610
0.618 0.9587
0.500 0.9580
0.382 0.9573
LOW 0.9550
0.618 0.9513
1.000 0.9490
1.618 0.9453
2.618 0.9393
4.250 0.9295
Fisher Pivots for day following 14-May-2008
Pivot 1 day 3 day
R1 0.9580 0.9670
PP 0.9573 0.9633
S1 0.9567 0.9597

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

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