CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 05-Oct-2007
Day Change Summary
Previous Current
04-Oct-2007 05-Oct-2007 Change Change % Previous Week
Open 0.8638 0.8664 0.0026 0.3% 0.8800
High 0.8675 0.8667 -0.0008 -0.1% 0.8800
Low 0.8636 0.8597 -0.0039 -0.5% 0.8597
Close 0.8657 0.8623 -0.0034 -0.4% 0.8623
Range 0.0039 0.0070 0.0031 79.5% 0.0203
ATR 0.0086 0.0085 -0.0001 -1.3% 0.0000
Volume 79,381 97,133 17,752 22.4% 493,607
Daily Pivots for day following 05-Oct-2007
Classic Woodie Camarilla DeMark
R4 0.8839 0.8801 0.8662
R3 0.8769 0.8731 0.8642
R2 0.8699 0.8699 0.8636
R1 0.8661 0.8661 0.8629 0.8645
PP 0.8629 0.8629 0.8629 0.8621
S1 0.8591 0.8591 0.8617 0.8575
S2 0.8559 0.8559 0.8610
S3 0.8489 0.8521 0.8604
S4 0.8419 0.8451 0.8585
Weekly Pivots for week ending 05-Oct-2007
Classic Woodie Camarilla DeMark
R4 0.9282 0.9156 0.8735
R3 0.9079 0.8953 0.8679
R2 0.8876 0.8876 0.8660
R1 0.8750 0.8750 0.8642 0.8712
PP 0.8673 0.8673 0.8673 0.8654
S1 0.8547 0.8547 0.8604 0.8509
S2 0.8470 0.8470 0.8586
S3 0.8267 0.8344 0.8567
S4 0.8064 0.8141 0.8511
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8800 0.8597 0.0203 2.4% 0.0073 0.8% 13% False True 98,721
10 0.8857 0.8597 0.0260 3.0% 0.0074 0.9% 10% False True 99,976
20 0.8996 0.8597 0.0399 4.6% 0.0083 1.0% 7% False True 102,220
40 0.9089 0.8572 0.0517 6.0% 0.0097 1.1% 10% False False 52,358
60 0.9089 0.8322 0.0767 8.9% 0.0088 1.0% 39% False False 34,977
80 0.9089 0.8235 0.0854 9.9% 0.0074 0.9% 45% False False 26,305
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8965
2.618 0.8850
1.618 0.8780
1.000 0.8737
0.618 0.8710
HIGH 0.8667
0.618 0.8640
0.500 0.8632
0.382 0.8624
LOW 0.8597
0.618 0.8554
1.000 0.8527
1.618 0.8484
2.618 0.8414
4.250 0.8300
Fisher Pivots for day following 05-Oct-2007
Pivot 1 day 3 day
R1 0.8632 0.8664
PP 0.8629 0.8650
S1 0.8626 0.8637

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

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