CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 30-Oct-2007
Day Change Summary
Previous Current
29-Oct-2007 30-Oct-2007 Change Change % Previous Week
Open 0.8809 0.8769 -0.0040 -0.5% 0.8816
High 0.8821 0.8790 -0.0031 -0.4% 0.8887
Low 0.8750 0.8740 -0.0010 -0.1% 0.8748
Close 0.8774 0.8757 -0.0017 -0.2% 0.8804
Range 0.0071 0.0050 -0.0021 -29.6% 0.0139
ATR 0.0078 0.0076 -0.0002 -2.6% 0.0000
Volume 74,210 62,946 -11,264 -15.2% 585,969
Daily Pivots for day following 30-Oct-2007
Classic Woodie Camarilla DeMark
R4 0.8912 0.8885 0.8785
R3 0.8862 0.8835 0.8771
R2 0.8812 0.8812 0.8766
R1 0.8785 0.8785 0.8762 0.8774
PP 0.8762 0.8762 0.8762 0.8757
S1 0.8735 0.8735 0.8752 0.8724
S2 0.8712 0.8712 0.8748
S3 0.8662 0.8685 0.8743
S4 0.8612 0.8635 0.8730
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 0.8844 0.8740 0.0104 1.2% 0.0066 0.8% 16% False True 94,371
10 0.8887 0.8593 0.0294 3.4% 0.0078 0.9% 56% False False 112,492
20 0.8887 0.8529 0.0358 4.1% 0.0071 0.8% 64% False False 98,227
40 0.8996 0.8529 0.0467 5.3% 0.0081 0.9% 49% False False 93,421
60 0.9089 0.8485 0.0604 6.9% 0.0090 1.0% 45% False False 62,687
80 0.9089 0.8322 0.0767 8.8% 0.0083 0.9% 57% False False 47,056
100 0.9089 0.8235 0.0854 9.8% 0.0073 0.8% 61% False False 37,733
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 14 trading days
Fibonacci Retracements and Extensions
4.250 0.9003
2.618 0.8921
1.618 0.8871
1.000 0.8840
0.618 0.8821
HIGH 0.8790
0.618 0.8771
0.500 0.8765
0.382 0.8759
LOW 0.8740
0.618 0.8709
1.000 0.8690
1.618 0.8659
2.618 0.8609
4.250 0.8528
Fisher Pivots for day following 30-Oct-2007
Pivot 1 day 3 day
R1 0.8765 0.8785
PP 0.8762 0.8775
S1 0.8760 0.8766

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

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