CME Japanese Yen Future December 2007

Trading Metrics calculated at close of trading on 23-Nov-2007

Day Change Summary
	Previous	Current
	21-Nov-2007	23-Nov-2007	Change	Change %	Previous Week
Open	0.9120	0.9202	0.0082	0.9%	0.9050
High	0.9262	0.9322	0.0060	0.6%	0.9322
Low	0.9115	0.9184	0.0069	0.8%	0.9032
Close	0.9230	0.9261	0.0031	0.3%	0.9261
Range	0.0147	0.0138	-0.0009	-6.1%	0.0290
ATR	0.0106	0.0108	0.0002	2.2%	0.0000
Volume	132,293	86,655	-45,638	-34.5%	458,317

Daily Pivots for day following 23-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9670	0.9603	0.9337
R3	0.9532	0.9465	0.9299
R2	0.9394	0.9394	0.9286
R1	0.9327	0.9327	0.9274	0.9361
PP	0.9256	0.9256	0.9256	0.9272
S1	0.9189	0.9189	0.9248	0.9223
S2	0.9118	0.9118	0.9236
S3	0.8980	0.9051	0.9223
S4	0.8842	0.8913	0.9185

Weekly Pivots for week ending 23-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	1.0075	0.9958	0.9421
R3	0.9785	0.9668	0.9341
R2	0.9495	0.9495	0.9314
R1	0.9378	0.9378	0.9288	0.9437
PP	0.9205	0.9205	0.9205	0.9234
S1	0.9088	0.9088	0.9234	0.9147
S2	0.8915	0.8915	0.9208
S3	0.8625	0.8798	0.9181
S4	0.8335	0.8508	0.9102

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9322	0.9012	0.0310	3.3%	0.0123	1.3%	80%	True	False	118,416
10	0.9322	0.8895	0.0427	4.6%	0.0133	1.4%	86%	True	False	122,882
20	0.9322	0.8669	0.0653	7.1%	0.0107	1.2%	91%	True	False	124,707
40	0.9322	0.8529	0.0793	8.6%	0.0091	1.0%	92%	True	False	113,668
60	0.9322	0.8529	0.0793	8.6%	0.0090	1.0%	92%	True	False	100,286
80	0.9322	0.8485	0.0837	9.0%	0.0096	1.0%	93%	True	False	75,441
100	0.9322	0.8252	0.1070	11.6%	0.0087	0.9%	94%	True	False	60,378

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	0.0021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9909
2.618	0.9683
1.618	0.9545
1.000	0.9460
0.618	0.9407
HIGH	0.9322
0.618	0.9269
0.500	0.9253
0.382	0.9237
LOW	0.9184
0.618	0.9099
1.000	0.9046
1.618	0.8961
2.618	0.8823
4.250	0.8598

Fisher Pivots for day following 23-Nov-2007
Pivot	1 day	3 day
R1	0.9258	0.9239
PP	0.9256	0.9217
S1	0.9253	0.9195

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols