CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 27-May-2008
Day Change Summary
Previous Current
26-May-2008 27-May-2008 Change Change % Previous Week
Open 0.9747 0.9747 0.0000 0.0% 0.9663
High 0.9747 0.9747 0.0000 0.0% 0.9785
Low 0.9722 0.9644 -0.0078 -0.8% 0.9612
Close 0.9722 0.9647 -0.0075 -0.8% 0.9757
Range 0.0025 0.0103 0.0078 312.0% 0.0173
ATR 0.0089 0.0090 0.0001 1.1% 0.0000
Volume 793 90 -703 -88.7% 2,528
Daily Pivots for day following 27-May-2008
Classic Woodie Camarilla DeMark
R4 0.9988 0.9921 0.9704
R3 0.9885 0.9818 0.9675
R2 0.9782 0.9782 0.9666
R1 0.9715 0.9715 0.9656 0.9697
PP 0.9679 0.9679 0.9679 0.9671
S1 0.9612 0.9612 0.9638 0.9594
S2 0.9576 0.9576 0.9628
S3 0.9473 0.9509 0.9619
S4 0.9370 0.9406 0.9590
Weekly Pivots for week ending 23-May-2008
Classic Woodie Camarilla DeMark
R4 1.0237 1.0170 0.9852
R3 1.0064 0.9997 0.9805
R2 0.9891 0.9891 0.9789
R1 0.9824 0.9824 0.9773 0.9858
PP 0.9718 0.9718 0.9718 0.9735
S1 0.9651 0.9651 0.9741 0.9685
S2 0.9545 0.9545 0.9725
S3 0.9372 0.9478 0.9709
S4 0.9199 0.9305 0.9662
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9785 0.9636 0.0149 1.5% 0.0084 0.9% 7% False False 433
10 0.9785 0.9550 0.0235 2.4% 0.0081 0.8% 41% False False 506
20 0.9790 0.9530 0.0260 2.7% 0.0086 0.9% 45% False False 368
40 1.0062 0.9530 0.0532 5.5% 0.0075 0.8% 22% False False 244
60 1.0505 0.9530 0.0975 10.1% 0.0083 0.9% 12% False False 188
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0185
2.618 1.0017
1.618 0.9914
1.000 0.9850
0.618 0.9811
HIGH 0.9747
0.618 0.9708
0.500 0.9696
0.382 0.9683
LOW 0.9644
0.618 0.9580
1.000 0.9541
1.618 0.9477
2.618 0.9374
4.250 0.9206
Fisher Pivots for day following 27-May-2008
Pivot 1 day 3 day
R1 0.9696 0.9700
PP 0.9679 0.9682
S1 0.9663 0.9665

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

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