CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 25-Oct-2007
Day Change Summary
Previous Current
24-Oct-2007 25-Oct-2007 Change Change % Previous Week
Open 0.8775 0.8814 0.0039 0.4% 0.8570
High 0.8842 0.8844 0.0002 0.0% 0.8792
Low 0.8751 0.8778 0.0027 0.3% 0.8541
Close 0.8816 0.8818 0.0002 0.0% 0.8768
Range 0.0091 0.0066 -0.0025 -27.5% 0.0251
ATR 0.0082 0.0081 -0.0001 -1.4% 0.0000
Volume 137,465 113,572 -23,893 -17.4% 630,229
Daily Pivots for day following 25-Oct-2007
Classic Woodie Camarilla DeMark
R4 0.9011 0.8981 0.8854
R3 0.8945 0.8915 0.8836
R2 0.8879 0.8879 0.8830
R1 0.8849 0.8849 0.8824 0.8864
PP 0.8813 0.8813 0.8813 0.8821
S1 0.8783 0.8783 0.8812 0.8798
S2 0.8747 0.8747 0.8806
S3 0.8681 0.8717 0.8800
S4 0.8615 0.8651 0.8782
Weekly Pivots for week ending 19-Oct-2007
Classic Woodie Camarilla DeMark
R4 0.9453 0.9362 0.8906
R3 0.9202 0.9111 0.8837
R2 0.8951 0.8951 0.8814
R1 0.8860 0.8860 0.8791 0.8906
PP 0.8700 0.8700 0.8700 0.8723
S1 0.8609 0.8609 0.8745 0.8655
S2 0.8449 0.8449 0.8722
S3 0.8198 0.8358 0.8699
S4 0.7947 0.8107 0.8630
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8887 0.8699 0.0188 2.1% 0.0085 1.0% 63% False False 127,153
10 0.8887 0.8529 0.0358 4.1% 0.0082 0.9% 81% False False 122,340
20 0.8887 0.8529 0.0358 4.1% 0.0074 0.8% 81% False False 102,628
40 0.8996 0.8529 0.0467 5.3% 0.0081 0.9% 62% False False 88,075
60 0.9089 0.8485 0.0604 6.8% 0.0092 1.0% 55% False False 59,019
80 0.9089 0.8252 0.0837 9.5% 0.0083 0.9% 68% False False 44,296
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0020
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9125
2.618 0.9017
1.618 0.8951
1.000 0.8910
0.618 0.8885
HIGH 0.8844
0.618 0.8819
0.500 0.8811
0.382 0.8803
LOW 0.8778
0.618 0.8737
1.000 0.8712
1.618 0.8671
2.618 0.8605
4.250 0.8498
Fisher Pivots for day following 25-Oct-2007
Pivot 1 day 3 day
R1 0.8816 0.8811
PP 0.8813 0.8803
S1 0.8811 0.8796

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

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