CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 01-Oct-2007
Day Change Summary
Previous Current
28-Sep-2007 01-Oct-2007 Change Change % Previous Week
Open 0.8734 0.8800 0.0066 0.8% 0.8754
High 0.8805 0.8800 -0.0005 -0.1% 0.8857
Low 0.8726 0.8690 -0.0036 -0.4% 0.8708
Close 0.8797 0.8719 -0.0078 -0.9% 0.8797
Range 0.0079 0.0110 0.0031 39.2% 0.0149
ATR 0.0091 0.0092 0.0001 1.5% 0.0000
Volume 114,193 123,798 9,605 8.4% 506,157
Daily Pivots for day following 01-Oct-2007
Classic Woodie Camarilla DeMark
R4 0.9066 0.9003 0.8780
R3 0.8956 0.8893 0.8749
R2 0.8846 0.8846 0.8739
R1 0.8783 0.8783 0.8729 0.8760
PP 0.8736 0.8736 0.8736 0.8725
S1 0.8673 0.8673 0.8709 0.8650
S2 0.8626 0.8626 0.8699
S3 0.8516 0.8563 0.8689
S4 0.8406 0.8453 0.8659
Weekly Pivots for week ending 28-Sep-2007
Classic Woodie Camarilla DeMark
R4 0.9234 0.9165 0.8879
R3 0.9085 0.9016 0.8838
R2 0.8936 0.8936 0.8824
R1 0.8867 0.8867 0.8811 0.8902
PP 0.8787 0.8787 0.8787 0.8805
S1 0.8718 0.8718 0.8783 0.8753
S2 0.8638 0.8638 0.8770
S3 0.8489 0.8569 0.8756
S4 0.8340 0.8420 0.8715
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8857 0.8690 0.0167 1.9% 0.0084 1.0% 17% False True 114,388
10 0.8862 0.8684 0.0178 2.0% 0.0092 1.1% 20% False False 112,689
20 0.8996 0.8684 0.0312 3.6% 0.0091 1.0% 11% False False 85,200
40 0.9089 0.8485 0.0604 6.9% 0.0100 1.1% 39% False False 43,154
60 0.9089 0.8275 0.0814 9.3% 0.0088 1.0% 55% False False 28,818
80 0.9089 0.8235 0.0854 9.8% 0.0073 0.8% 57% False False 21,725
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 0.0012
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9268
2.618 0.9088
1.618 0.8978
1.000 0.8910
0.618 0.8868
HIGH 0.8800
0.618 0.8758
0.500 0.8745
0.382 0.8732
LOW 0.8690
0.618 0.8622
1.000 0.8580
1.618 0.8512
2.618 0.8402
4.250 0.8223
Fisher Pivots for day following 01-Oct-2007
Pivot 1 day 3 day
R1 0.8745 0.8748
PP 0.8736 0.8738
S1 0.8728 0.8729

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

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