CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 12-Oct-2007
Day Change Summary
Previous Current
11-Oct-2007 12-Oct-2007 Change Change % Previous Week
Open 0.8603 0.8592 -0.0011 -0.1% 0.8664
High 0.8613 0.8602 -0.0011 -0.1% 0.8667
Low 0.8554 0.8529 -0.0025 -0.3% 0.8529
Close 0.8595 0.8569 -0.0026 -0.3% 0.8569
Range 0.0059 0.0073 0.0014 23.7% 0.0138
ATR 0.0077 0.0077 0.0000 -0.4% 0.0000
Volume 94,602 90,875 -3,727 -3.9% 312,234
Daily Pivots for day following 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 0.8786 0.8750 0.8609
R3 0.8713 0.8677 0.8589
R2 0.8640 0.8640 0.8582
R1 0.8604 0.8604 0.8576 0.8586
PP 0.8567 0.8567 0.8567 0.8557
S1 0.8531 0.8531 0.8562 0.8513
S2 0.8494 0.8494 0.8556
S3 0.8421 0.8458 0.8549
S4 0.8348 0.8385 0.8529
Weekly Pivots for week ending 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 0.9002 0.8924 0.8645
R3 0.8864 0.8786 0.8607
R2 0.8726 0.8726 0.8594
R1 0.8648 0.8648 0.8582 0.8618
PP 0.8588 0.8588 0.8588 0.8574
S1 0.8510 0.8510 0.8556 0.8480
S2 0.8450 0.8450 0.8544
S3 0.8312 0.8372 0.8531
S4 0.8174 0.8234 0.8493
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8667 0.8529 0.0138 1.6% 0.0058 0.7% 29% False True 62,446
10 0.8800 0.8529 0.0271 3.2% 0.0066 0.8% 15% False True 80,584
20 0.8862 0.8529 0.0333 3.9% 0.0076 0.9% 12% False True 95,383
40 0.8996 0.8529 0.0467 5.4% 0.0084 1.0% 9% False True 60,053
60 0.9089 0.8378 0.0711 8.3% 0.0090 1.0% 27% False False 40,179
80 0.9089 0.8235 0.0854 10.0% 0.0077 0.9% 39% False False 30,206
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 0.0007
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8912
2.618 0.8793
1.618 0.8720
1.000 0.8675
0.618 0.8647
HIGH 0.8602
0.618 0.8574
0.500 0.8566
0.382 0.8557
LOW 0.8529
0.618 0.8484
1.000 0.8456
1.618 0.8411
2.618 0.8338
4.250 0.8219
Fisher Pivots for day following 12-Oct-2007
Pivot 1 day 3 day
R1 0.8568 0.8575
PP 0.8567 0.8573
S1 0.8566 0.8571

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

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