CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 30-Nov-2007
Day Change Summary
Previous Current
29-Nov-2007 30-Nov-2007 Change Change % Previous Week
Open 0.9115 0.9119 0.0004 0.0% 0.9265
High 0.9153 0.9135 -0.0018 -0.2% 0.9350
Low 0.9083 0.9004 -0.0079 -0.9% 0.9004
Close 0.9123 0.9012 -0.0111 -1.2% 0.9012
Range 0.0070 0.0131 0.0061 87.1% 0.0346
ATR 0.0115 0.0116 0.0001 1.0% 0.0000
Volume 124,653 130,685 6,032 4.8% 684,454
Daily Pivots for day following 30-Nov-2007
Classic Woodie Camarilla DeMark
R4 0.9443 0.9359 0.9084
R3 0.9312 0.9228 0.9048
R2 0.9181 0.9181 0.9036
R1 0.9097 0.9097 0.9024 0.9074
PP 0.9050 0.9050 0.9050 0.9039
S1 0.8966 0.8966 0.9000 0.8943
S2 0.8919 0.8919 0.8988
S3 0.8788 0.8835 0.8976
S4 0.8657 0.8704 0.8940
Weekly Pivots for week ending 30-Nov-2007
Classic Woodie Camarilla DeMark
R4 1.0160 0.9932 0.9202
R3 0.9814 0.9586 0.9107
R2 0.9468 0.9468 0.9075
R1 0.9240 0.9240 0.9044 0.9181
PP 0.9122 0.9122 0.9122 0.9093
S1 0.8894 0.8894 0.8980 0.8835
S2 0.8776 0.8776 0.8949
S3 0.8430 0.8548 0.8917
S4 0.8084 0.8202 0.8822
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9350 0.9004 0.0346 3.8% 0.0136 1.5% 2% False True 136,890
10 0.9350 0.9004 0.0346 3.8% 0.0130 1.4% 2% False True 127,653
20 0.9350 0.8701 0.0649 7.2% 0.0123 1.4% 48% False False 133,550
40 0.9350 0.8529 0.0821 9.1% 0.0098 1.1% 59% False False 118,012
60 0.9350 0.8529 0.0821 9.1% 0.0095 1.1% 59% False False 111,370
80 0.9350 0.8529 0.0821 9.1% 0.0098 1.1% 59% False False 83,977
100 0.9350 0.8322 0.1028 11.4% 0.0092 1.0% 67% False False 67,220
120 0.9350 0.8235 0.1115 12.4% 0.0082 0.9% 70% False False 56,065
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9692
2.618 0.9478
1.618 0.9347
1.000 0.9266
0.618 0.9216
HIGH 0.9135
0.618 0.9085
0.500 0.9070
0.382 0.9054
LOW 0.9004
0.618 0.8923
1.000 0.8873
1.618 0.8792
2.618 0.8661
4.250 0.8447
Fisher Pivots for day following 30-Nov-2007
Pivot 1 day 3 day
R1 0.9070 0.9131
PP 0.9050 0.9091
S1 0.9031 0.9052

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

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