CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 12-Nov-2007
Day Change Summary
Previous Current
09-Nov-2007 12-Nov-2007 Change Change % Previous Week
Open 0.8999 0.9181 0.0182 2.0% 0.8846
High 0.9170 0.9283 0.0113 1.2% 0.9170
Low 0.8992 0.9155 0.0163 1.8% 0.8842
Close 0.9142 0.9211 0.0069 0.8% 0.9142
Range 0.0178 0.0128 -0.0050 -28.1% 0.0328
ATR 0.0074 0.0079 0.0005 6.4% 0.0000
Volume 722 850 128 17.7% 3,389
Daily Pivots for day following 12-Nov-2007
Classic Woodie Camarilla DeMark
R4 0.9600 0.9534 0.9281
R3 0.9472 0.9406 0.9246
R2 0.9344 0.9344 0.9234
R1 0.9278 0.9278 0.9223 0.9311
PP 0.9216 0.9216 0.9216 0.9233
S1 0.9150 0.9150 0.9199 0.9183
S2 0.9088 0.9088 0.9188
S3 0.8960 0.9022 0.9176
S4 0.8832 0.8894 0.9141
Weekly Pivots for week ending 09-Nov-2007
Classic Woodie Camarilla DeMark
R4 1.0035 0.9917 0.9322
R3 0.9707 0.9589 0.9232
R2 0.9379 0.9379 0.9202
R1 0.9261 0.9261 0.9172 0.9320
PP 0.9051 0.9051 0.9051 0.9081
S1 0.8933 0.8933 0.9112 0.8992
S2 0.8723 0.8723 0.9082
S3 0.8395 0.8605 0.9052
S4 0.8067 0.8277 0.8962
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9283 0.8842 0.0441 4.8% 0.0115 1.2% 84% True False 544
10 0.9283 0.8768 0.0515 5.6% 0.0090 1.0% 86% True False 488
20 0.9283 0.8685 0.0598 6.5% 0.0074 0.8% 88% True False 305
40 0.9283 0.8631 0.0652 7.1% 0.0062 0.7% 89% True False 385
60 0.9283 0.8631 0.0652 7.1% 0.0044 0.5% 89% True False 265
80 0.9283 0.8484 0.0799 8.7% 0.0036 0.4% 91% True False 202
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9827
2.618 0.9618
1.618 0.9490
1.000 0.9411
0.618 0.9362
HIGH 0.9283
0.618 0.9234
0.500 0.9219
0.382 0.9204
LOW 0.9155
0.618 0.9076
1.000 0.9027
1.618 0.8948
2.618 0.8820
4.250 0.8611
Fisher Pivots for day following 12-Nov-2007
Pivot 1 day 3 day
R1 0.9219 0.9180
PP 0.9216 0.9149
S1 0.9214 0.9118

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

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