CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 20-Nov-2007
Day Change Summary
Previous Current
19-Nov-2007 20-Nov-2007 Change Change % Previous Week
Open 0.9050 0.9136 0.0086 1.0% 0.8917
High 0.9142 0.9157 0.0015 0.2% 0.9170
Low 0.9032 0.9067 0.0035 0.4% 0.8895
Close 0.9131 0.9142 0.0011 0.1% 0.9055
Range 0.0110 0.0090 -0.0020 -18.2% 0.0275
ATR 0.0104 0.0103 -0.0001 -0.9% 0.0000
Volume 107,576 131,793 24,217 22.5% 563,511
Daily Pivots for day following 20-Nov-2007
Classic Woodie Camarilla DeMark
R4 0.9392 0.9357 0.9192
R3 0.9302 0.9267 0.9167
R2 0.9212 0.9212 0.9159
R1 0.9177 0.9177 0.9150 0.9195
PP 0.9122 0.9122 0.9122 0.9131
S1 0.9087 0.9087 0.9134 0.9105
S2 0.9032 0.9032 0.9126
S3 0.8942 0.8997 0.9117
S4 0.8852 0.8907 0.9093
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 0.9157 0.8975 0.0182 2.0% 0.0108 1.2% 92% True False 133,737
10 0.9170 0.8751 0.0419 4.6% 0.0131 1.4% 93% False False 139,351
20 0.9170 0.8669 0.0501 5.5% 0.0101 1.1% 94% False False 126,312
40 0.9170 0.8529 0.0641 7.0% 0.0087 1.0% 96% False False 113,356
60 0.9170 0.8529 0.0641 7.0% 0.0089 1.0% 96% False False 96,673
80 0.9170 0.8485 0.0685 7.5% 0.0094 1.0% 96% False False 72,708
100 0.9170 0.8252 0.0918 10.0% 0.0085 0.9% 97% False False 58,190
Crabel Price Patterns
NR True
NR4 True
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 0.0021
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9540
2.618 0.9393
1.618 0.9303
1.000 0.9247
0.618 0.9213
HIGH 0.9157
0.618 0.9123
0.500 0.9112
0.382 0.9101
LOW 0.9067
0.618 0.9011
1.000 0.8977
1.618 0.8921
2.618 0.8831
4.250 0.8685
Fisher Pivots for day following 20-Nov-2007
Pivot 1 day 3 day
R1 0.9132 0.9123
PP 0.9122 0.9104
S1 0.9112 0.9085

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

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