CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 26-Nov-2007
Day Change Summary
Previous Current
23-Nov-2007 26-Nov-2007 Change Change % Previous Week
Open 0.9202 0.9265 0.0063 0.7% 0.9050
High 0.9322 0.9350 0.0028 0.3% 0.9322
Low 0.9184 0.9214 0.0030 0.3% 0.9032
Close 0.9261 0.9294 0.0033 0.4% 0.9261
Range 0.0138 0.0136 -0.0002 -1.4% 0.0290
ATR 0.0108 0.0110 0.0002 1.8% 0.0000
Volume 86,655 104,172 17,517 20.2% 458,317
Daily Pivots for day following 26-Nov-2007
Classic Woodie Camarilla DeMark
R4 0.9694 0.9630 0.9369
R3 0.9558 0.9494 0.9331
R2 0.9422 0.9422 0.9319
R1 0.9358 0.9358 0.9306 0.9390
PP 0.9286 0.9286 0.9286 0.9302
S1 0.9222 0.9222 0.9282 0.9254
S2 0.9150 0.9150 0.9269
S3 0.9014 0.9086 0.9257
S4 0.8878 0.8950 0.9219
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 0.9350 0.9032 0.0318 3.4% 0.0124 1.3% 82% True False 112,497
10 0.9350 0.8895 0.0455 4.9% 0.0128 1.4% 88% True False 112,600
20 0.9350 0.8669 0.0681 7.3% 0.0111 1.2% 92% True False 125,733
40 0.9350 0.8529 0.0821 8.8% 0.0092 1.0% 93% True False 113,417
60 0.9350 0.8529 0.0821 8.8% 0.0091 1.0% 93% True False 101,985
80 0.9350 0.8485 0.0865 9.3% 0.0096 1.0% 94% True False 76,740
100 0.9350 0.8252 0.1098 11.8% 0.0089 1.0% 95% True False 61,420
120 0.9350 0.8235 0.1115 12.0% 0.0079 0.8% 95% True False 51,257
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 0.0024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9928
2.618 0.9706
1.618 0.9570
1.000 0.9486
0.618 0.9434
HIGH 0.9350
0.618 0.9298
0.500 0.9282
0.382 0.9266
LOW 0.9214
0.618 0.9130
1.000 0.9078
1.618 0.8994
2.618 0.8858
4.250 0.8636
Fisher Pivots for day following 26-Nov-2007
Pivot 1 day 3 day
R1 0.9290 0.9274
PP 0.9286 0.9253
S1 0.9282 0.9233

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

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