CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 21-Nov-2007
Day Change Summary
Previous Current
20-Nov-2007 21-Nov-2007 Change Change % Previous Week
Open 0.9136 0.9120 -0.0016 -0.2% 0.8917
High 0.9157 0.9262 0.0105 1.1% 0.9170
Low 0.9067 0.9115 0.0048 0.5% 0.8895
Close 0.9142 0.9230 0.0088 1.0% 0.9055
Range 0.0090 0.0147 0.0057 63.3% 0.0275
ATR 0.0103 0.0106 0.0003 3.1% 0.0000
Volume 131,793 132,293 500 0.4% 563,511
Daily Pivots for day following 21-Nov-2007
Classic Woodie Camarilla DeMark
R4 0.9643 0.9584 0.9311
R3 0.9496 0.9437 0.9270
R2 0.9349 0.9349 0.9257
R1 0.9290 0.9290 0.9243 0.9320
PP 0.9202 0.9202 0.9202 0.9217
S1 0.9143 0.9143 0.9217 0.9173
S2 0.9055 0.9055 0.9203
S3 0.8908 0.8996 0.9190
S4 0.8761 0.8849 0.9149
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 0.9262 0.8984 0.0278 3.0% 0.0120 1.3% 88% True False 130,283
10 0.9262 0.8856 0.0406 4.4% 0.0128 1.4% 92% True False 132,365
20 0.9262 0.8669 0.0593 6.4% 0.0104 1.1% 95% True False 126,053
40 0.9262 0.8529 0.0733 7.9% 0.0089 1.0% 96% True False 113,723
60 0.9262 0.8529 0.0733 7.9% 0.0088 1.0% 96% True False 98,853
80 0.9262 0.8485 0.0777 8.4% 0.0094 1.0% 96% True False 74,360
100 0.9262 0.8252 0.1010 10.9% 0.0087 0.9% 97% True False 59,512
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9887
2.618 0.9647
1.618 0.9500
1.000 0.9409
0.618 0.9353
HIGH 0.9262
0.618 0.9206
0.500 0.9189
0.382 0.9171
LOW 0.9115
0.618 0.9024
1.000 0.8968
1.618 0.8877
2.618 0.8730
4.250 0.8490
Fisher Pivots for day following 21-Nov-2007
Pivot 1 day 3 day
R1 0.9216 0.9202
PP 0.9202 0.9175
S1 0.9189 0.9147

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

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