CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 16-Nov-2007
Day Change Summary
Previous Current
15-Nov-2007 16-Nov-2007 Change Change % Previous Week
Open 0.9023 0.9089 0.0066 0.7% 0.8917
High 0.9107 0.9141 0.0034 0.4% 0.9170
Low 0.8984 0.9012 0.0028 0.3% 0.8895
Close 0.9085 0.9055 -0.0030 -0.3% 0.9055
Range 0.0123 0.0129 0.0006 4.9% 0.0275
ATR 0.0101 0.0103 0.0002 2.0% 0.0000
Volume 145,989 133,765 -12,224 -8.4% 563,511
Daily Pivots for day following 16-Nov-2007
Classic Woodie Camarilla DeMark
R4 0.9456 0.9385 0.9126
R3 0.9327 0.9256 0.9090
R2 0.9198 0.9198 0.9079
R1 0.9127 0.9127 0.9067 0.9098
PP 0.9069 0.9069 0.9069 0.9055
S1 0.8998 0.8998 0.9043 0.8969
S2 0.8940 0.8940 0.9031
S3 0.8811 0.8869 0.9020
S4 0.8682 0.8740 0.8984
Weekly Pivots for week ending 16-Nov-2007
Classic Woodie Camarilla DeMark
R4 0.9865 0.9735 0.9206
R3 0.9590 0.9460 0.9131
R2 0.9315 0.9315 0.9105
R1 0.9185 0.9185 0.9080 0.9250
PP 0.9040 0.9040 0.9040 0.9073
S1 0.8910 0.8910 0.9030 0.8975
S2 0.8765 0.8765 0.9005
S3 0.8490 0.8635 0.8979
S4 0.8215 0.8360 0.8904
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% 0.0131 1.4% 58% False False 112,702
10 0.9170 0.8751 0.0419 4.6% 0.0121 1.3% 73% False False 136,249
20 0.9170 0.8669 0.0501 5.5% 0.0100 1.1% 77% False False 126,907
40 0.9170 0.8529 0.0641 7.1% 0.0086 0.9% 82% False False 112,009
60 0.9170 0.8529 0.0641 7.1% 0.0088 1.0% 82% False False 92,706
80 0.9170 0.8485 0.0685 7.6% 0.0093 1.0% 83% False False 69,726
100 0.9170 0.8252 0.0918 10.1% 0.0084 0.9% 87% False False 55,797
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0019
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9689
2.618 0.9479
1.618 0.9350
1.000 0.9270
0.618 0.9221
HIGH 0.9141
0.618 0.9092
0.500 0.9077
0.382 0.9061
LOW 0.9012
0.618 0.8932
1.000 0.8883
1.618 0.8803
2.618 0.8674
4.250 0.8464
Fisher Pivots for day following 16-Nov-2007
Pivot 1 day 3 day
R1 0.9077 0.9058
PP 0.9069 0.9057
S1 0.9062 0.9056

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

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