CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 26-Oct-2007
Day Change Summary
Previous Current
25-Oct-2007 26-Oct-2007 Change Change % Previous Week
Open 0.8814 0.8811 -0.0003 0.0% 0.8816
High 0.8844 0.8829 -0.0015 -0.2% 0.8887
Low 0.8778 0.8778 0.0000 0.0% 0.8748
Close 0.8818 0.8804 -0.0014 -0.2% 0.8804
Range 0.0066 0.0051 -0.0015 -22.7% 0.0139
ATR 0.0081 0.0079 -0.0002 -2.6% 0.0000
Volume 113,572 83,664 -29,908 -26.3% 585,969
Daily Pivots for day following 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 0.8957 0.8931 0.8832
R3 0.8906 0.8880 0.8818
R2 0.8855 0.8855 0.8813
R1 0.8829 0.8829 0.8809 0.8817
PP 0.8804 0.8804 0.8804 0.8797
S1 0.8778 0.8778 0.8799 0.8766
S2 0.8753 0.8753 0.8795
S3 0.8702 0.8727 0.8790
S4 0.8651 0.8676 0.8776
Weekly Pivots for week ending 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 0.9230 0.9156 0.8880
R3 0.9091 0.9017 0.8842
R2 0.8952 0.8952 0.8829
R1 0.8878 0.8878 0.8817 0.8846
PP 0.8813 0.8813 0.8813 0.8797
S1 0.8739 0.8739 0.8791 0.8707
S2 0.8674 0.8674 0.8779
S3 0.8535 0.8600 0.8766
S4 0.8396 0.8461 0.8728
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8887 0.8748 0.0139 1.6% 0.0077 0.9% 40% False False 117,193
10 0.8887 0.8541 0.0346 3.9% 0.0080 0.9% 76% False False 121,619
20 0.8887 0.8529 0.0358 4.1% 0.0073 0.8% 77% False False 101,101
40 0.8996 0.8529 0.0467 5.3% 0.0080 0.9% 59% False False 90,111
60 0.9089 0.8485 0.0604 6.9% 0.0091 1.0% 53% False False 60,409
80 0.9089 0.8252 0.0837 9.5% 0.0083 0.9% 66% False False 45,342
100 0.9089 0.8235 0.0854 9.7% 0.0072 0.8% 67% False False 36,362
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 0.0021
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.9046
2.618 0.8963
1.618 0.8912
1.000 0.8880
0.618 0.8861
HIGH 0.8829
0.618 0.8810
0.500 0.8804
0.382 0.8797
LOW 0.8778
0.618 0.8746
1.000 0.8727
1.618 0.8695
2.618 0.8644
4.250 0.8561
Fisher Pivots for day following 26-Oct-2007
Pivot 1 day 3 day
R1 0.8804 0.8802
PP 0.8804 0.8800
S1 0.8804 0.8798

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

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