CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 19-Nov-2007
Day Change Summary
Previous Current
16-Nov-2007 19-Nov-2007 Change Change % Previous Week
Open 0.9089 0.9050 -0.0039 -0.4% 0.8917
High 0.9141 0.9142 0.0001 0.0% 0.9170
Low 0.9012 0.9032 0.0020 0.2% 0.8895
Close 0.9055 0.9131 0.0076 0.8% 0.9055
Range 0.0129 0.0110 -0.0019 -14.7% 0.0275
ATR 0.0103 0.0104 0.0000 0.5% 0.0000
Volume 133,765 107,576 -26,189 -19.6% 563,511
Daily Pivots for day following 19-Nov-2007
Classic Woodie Camarilla DeMark
R4 0.9432 0.9391 0.9192
R3 0.9322 0.9281 0.9161
R2 0.9212 0.9212 0.9151
R1 0.9171 0.9171 0.9141 0.9192
PP 0.9102 0.9102 0.9102 0.9112
S1 0.9061 0.9061 0.9121 0.9082
S2 0.8992 0.8992 0.9111
S3 0.8882 0.8951 0.9101
S4 0.8772 0.8841 0.9071
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 0.8975 0.0195 2.1% 0.0115 1.3% 80% False False 134,217
10 0.9170 0.8751 0.0419 4.6% 0.0126 1.4% 91% False False 135,190
20 0.9170 0.8669 0.0501 5.5% 0.0100 1.1% 92% False False 125,532
40 0.9170 0.8529 0.0641 7.0% 0.0087 1.0% 94% False False 113,248
60 0.9170 0.8529 0.0641 7.0% 0.0089 1.0% 94% False False 94,488
80 0.9170 0.8485 0.0685 7.5% 0.0093 1.0% 94% False False 71,064
100 0.9170 0.8252 0.0918 10.1% 0.0085 0.9% 96% False False 56,872
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9610
2.618 0.9430
1.618 0.9320
1.000 0.9252
0.618 0.9210
HIGH 0.9142
0.618 0.9100
0.500 0.9087
0.382 0.9074
LOW 0.9032
0.618 0.8964
1.000 0.8922
1.618 0.8854
2.618 0.8744
4.250 0.8565
Fisher Pivots for day following 19-Nov-2007
Pivot 1 day 3 day
R1 0.9116 0.9108
PP 0.9102 0.9086
S1 0.9087 0.9063

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

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