CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 15-Nov-2007
Day Change Summary
Previous Current
14-Nov-2007 15-Nov-2007 Change Change % Previous Week
Open 0.9053 0.9023 -0.0030 -0.3% 0.8760
High 0.9062 0.9107 0.0045 0.5% 0.9086
Low 0.8975 0.8984 0.0009 0.1% 0.8751
Close 0.8995 0.9085 0.0090 1.0% 0.9054
Range 0.0087 0.0123 0.0036 41.4% 0.0335
ATR 0.0100 0.0101 0.0002 1.7% 0.0000
Volume 149,565 145,989 -3,576 -2.4% 798,981
Daily Pivots for day following 15-Nov-2007
Classic Woodie Camarilla DeMark
R4 0.9428 0.9379 0.9153
R3 0.9305 0.9256 0.9119
R2 0.9182 0.9182 0.9108
R1 0.9133 0.9133 0.9096 0.9158
PP 0.9059 0.9059 0.9059 0.9071
S1 0.9010 0.9010 0.9074 0.9035
S2 0.8936 0.8936 0.9062
S3 0.8813 0.8887 0.9051
S4 0.8690 0.8764 0.9017
Weekly Pivots for week ending 09-Nov-2007
Classic Woodie Camarilla DeMark
R4 0.9969 0.9846 0.9238
R3 0.9634 0.9511 0.9146
R2 0.9299 0.9299 0.9115
R1 0.9176 0.9176 0.9085 0.9238
PP 0.8964 0.8964 0.8964 0.8994
S1 0.8841 0.8841 0.9023 0.8903
S2 0.8629 0.8629 0.8993
S3 0.8294 0.8506 0.8962
S4 0.7959 0.8171 0.8870
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9170 0.8895 0.0275 3.0% 0.0144 1.6% 69% False False 127,348
10 0.9170 0.8701 0.0469 5.2% 0.0117 1.3% 82% False False 139,447
20 0.9170 0.8669 0.0501 5.5% 0.0098 1.1% 83% False False 126,892
40 0.9170 0.8529 0.0641 7.1% 0.0085 0.9% 87% False False 111,141
60 0.9170 0.8529 0.0641 7.1% 0.0087 1.0% 87% False False 90,514
80 0.9170 0.8485 0.0685 7.5% 0.0092 1.0% 88% False False 68,061
100 0.9170 0.8252 0.0918 10.1% 0.0083 0.9% 91% False False 54,460
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9630
2.618 0.9429
1.618 0.9306
1.000 0.9230
0.618 0.9183
HIGH 0.9107
0.618 0.9060
0.500 0.9046
0.382 0.9031
LOW 0.8984
0.618 0.8908
1.000 0.8861
1.618 0.8785
2.618 0.8662
4.250 0.8461
Fisher Pivots for day following 15-Nov-2007
Pivot 1 day 3 day
R1 0.9072 0.9081
PP 0.9059 0.9077
S1 0.9046 0.9073

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

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