CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 15-Oct-2007
Day Change Summary
Previous Current
12-Oct-2007 15-Oct-2007 Change Change % Previous Week
Open 0.8592 0.8570 -0.0022 -0.3% 0.8664
High 0.8602 0.8603 0.0001 0.0% 0.8667
Low 0.8529 0.8541 0.0012 0.1% 0.8529
Close 0.8569 0.8596 0.0027 0.3% 0.8569
Range 0.0073 0.0062 -0.0011 -15.1% 0.0138
ATR 0.0077 0.0076 -0.0001 -1.4% 0.0000
Volume 90,875 101,898 11,023 12.1% 312,234
Daily Pivots for day following 15-Oct-2007
Classic Woodie Camarilla DeMark
R4 0.8766 0.8743 0.8630
R3 0.8704 0.8681 0.8613
R2 0.8642 0.8642 0.8607
R1 0.8619 0.8619 0.8602 0.8631
PP 0.8580 0.8580 0.8580 0.8586
S1 0.8557 0.8557 0.8590 0.8569
S2 0.8518 0.8518 0.8585
S3 0.8456 0.8495 0.8579
S4 0.8394 0.8433 0.8562
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 0.8633 0.8529 0.0104 1.2% 0.0057 0.7% 64% False False 82,826
10 0.8752 0.8529 0.0223 2.6% 0.0061 0.7% 30% False False 78,394
20 0.8862 0.8529 0.0333 3.9% 0.0076 0.9% 20% False False 95,541
40 0.8996 0.8529 0.0467 5.4% 0.0083 1.0% 14% False False 62,543
60 0.9089 0.8420 0.0669 7.8% 0.0090 1.0% 26% False False 41,876
80 0.9089 0.8245 0.0844 9.8% 0.0078 0.9% 42% False False 31,480
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 True
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8867
2.618 0.8765
1.618 0.8703
1.000 0.8665
0.618 0.8641
HIGH 0.8603
0.618 0.8579
0.500 0.8572
0.382 0.8565
LOW 0.8541
0.618 0.8503
1.000 0.8479
1.618 0.8441
2.618 0.8379
4.250 0.8278
Fisher Pivots for day following 15-Oct-2007
Pivot 1 day 3 day
R1 0.8588 0.8588
PP 0.8580 0.8579
S1 0.8572 0.8571

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

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