CME Japanese Yen Future September 2008


Trading Metrics calculated at close of trading on 29-May-2008
Day Change Summary
Previous Current
28-May-2008 29-May-2008 Change Change % Previous Week
Open 0.9668 0.9605 -0.0063 -0.7% 0.9663
High 0.9668 0.9605 -0.0063 -0.7% 0.9785
Low 0.9554 0.9504 -0.0050 -0.5% 0.9612
Close 0.9610 0.9531 -0.0079 -0.8% 0.9757
Range 0.0114 0.0101 -0.0013 -11.4% 0.0173
ATR 0.0092 0.0093 0.0001 1.1% 0.0000
Volume 667 502 -165 -24.7% 2,528
Daily Pivots for day following 29-May-2008
Classic Woodie Camarilla DeMark
R4 0.9850 0.9791 0.9587
R3 0.9749 0.9690 0.9559
R2 0.9648 0.9648 0.9550
R1 0.9589 0.9589 0.9540 0.9568
PP 0.9547 0.9547 0.9547 0.9536
S1 0.9488 0.9488 0.9522 0.9467
S2 0.9446 0.9446 0.9512
S3 0.9345 0.9387 0.9503
S4 0.9244 0.9286 0.9475
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 0.9756 0.9504 0.0252 2.6% 0.0089 0.9% 11% False True 569
10 0.9785 0.9504 0.0281 2.9% 0.0092 1.0% 10% False True 515
20 0.9790 0.9504 0.0286 3.0% 0.0089 0.9% 9% False True 415
40 1.0062 0.9504 0.0558 5.9% 0.0078 0.8% 5% False True 246
60 1.0505 0.9504 0.1001 10.5% 0.0086 0.9% 3% False True 205
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0034
2.618 0.9869
1.618 0.9768
1.000 0.9706
0.618 0.9667
HIGH 0.9605
0.618 0.9566
0.500 0.9555
0.382 0.9543
LOW 0.9504
0.618 0.9442
1.000 0.9403
1.618 0.9341
2.618 0.9240
4.250 0.9075
Fisher Pivots for day following 29-May-2008
Pivot 1 day 3 day
R1 0.9555 0.9626
PP 0.9547 0.9594
S1 0.9539 0.9563

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

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