CME Japanese Yen Future December 2007

Trading Metrics calculated at close of trading on 09-Nov-2007

Day Change Summary
	Previous	Current
	08-Nov-2007	09-Nov-2007	Change	Change %	Previous Week
Open	0.8936	0.8917	-0.0019	-0.2%	0.8760
High	0.8946	0.9086	0.0140	1.6%	0.9086
Low	0.8856	0.8895	0.0039	0.4%	0.8751
Close	0.8935	0.9054	0.0119	1.3%	0.9054
Range	0.0090	0.0191	0.0101	112.2%	0.0335
ATR	0.0083	0.0091	0.0008	9.3%	0.0000
Volume	181,491	206,995	25,504	14.1%	798,981

Daily Pivots for day following 09-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9585	0.9510	0.9159
R3	0.9394	0.9319	0.9107
R2	0.9203	0.9203	0.9089
R1	0.9128	0.9128	0.9072	0.9166
PP	0.9012	0.9012	0.9012	0.9030
S1	0.8937	0.8937	0.9036	0.8975
S2	0.8821	0.8821	0.9019
S3	0.8630	0.8746	0.9001
S4	0.8439	0.8555	0.8949

Weekly Pivots for week ending 09-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9969	0.9846	0.9238
R3	0.9634	0.9511	0.9146
R2	0.9299	0.9299	0.9115
R1	0.9176	0.9176	0.9085	0.9238
PP	0.8964	0.8964	0.8964	0.8994
S1	0.8841	0.8841	0.9023	0.8903
S2	0.8629	0.8629	0.8993
S3	0.8294	0.8506	0.8962
S4	0.7959	0.8171	0.8870

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9086	0.8751	0.0335	3.7%	0.0111	1.2%	90%	True	False	159,796
10	0.9086	0.8669	0.0417	4.6%	0.0095	1.1%	92%	True	False	138,866
20	0.9086	0.8541	0.0545	6.0%	0.0088	1.0%	94%	True	False	130,243
40	0.9086	0.8529	0.0557	6.2%	0.0082	0.9%	94%	True	False	112,813
60	0.9086	0.8529	0.0557	6.2%	0.0085	0.9%	94%	True	False	83,450
80	0.9089	0.8378	0.0711	7.9%	0.0089	1.0%	95%	False	False	62,695
100	0.9089	0.8235	0.0854	9.4%	0.0079	0.9%	96%	False	False	50,213

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 60 trading days

Fibonacci Retracements and Extensions
4.250	0.9898
2.618	0.9586
1.618	0.9395
1.000	0.9277
0.618	0.9204
HIGH	0.9086
0.618	0.9013
0.500	0.8991
0.382	0.8968
LOW	0.8895
0.618	0.8777
1.000	0.8704
1.618	0.8586
2.618	0.8395
4.250	0.8083

Fisher Pivots for day following 09-Nov-2007
Pivot	1 day	3 day
R1	0.9033	0.9009
PP	0.9012	0.8964
S1	0.8991	0.8919

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols