CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 04-Dec-2007
Day Change Summary
Previous Current
03-Dec-2007 04-Dec-2007 Change Change % Previous Week
Open 0.9020 0.9065 0.0045 0.5% 0.9265
High 0.9094 0.9142 0.0048 0.5% 0.9350
Low 0.9015 0.9059 0.0044 0.5% 0.9004
Close 0.9067 0.9111 0.0044 0.5% 0.9012
Range 0.0079 0.0083 0.0004 5.1% 0.0346
ATR 0.0114 0.0112 -0.0002 -1.9% 0.0000
Volume 83,353 96,270 12,917 15.5% 684,454
Daily Pivots for day following 04-Dec-2007
Classic Woodie Camarilla DeMark
R4 0.9353 0.9315 0.9157
R3 0.9270 0.9232 0.9134
R2 0.9187 0.9187 0.9126
R1 0.9149 0.9149 0.9119 0.9168
PP 0.9104 0.9104 0.9104 0.9114
S1 0.9066 0.9066 0.9103 0.9085
S2 0.9021 0.9021 0.9096
S3 0.8938 0.8983 0.9088
S4 0.8855 0.8900 0.9065
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 0.9257 0.9004 0.0253 2.8% 0.0109 1.2% 42% False False 120,186
10 0.9350 0.9004 0.0346 3.8% 0.0122 1.3% 31% False False 121,481
20 0.9350 0.8751 0.0599 6.6% 0.0124 1.4% 60% False False 128,336
40 0.9350 0.8529 0.0821 9.0% 0.0099 1.1% 71% False False 120,075
60 0.9350 0.8529 0.0821 9.0% 0.0093 1.0% 71% False False 113,683
80 0.9350 0.8529 0.0821 9.0% 0.0098 1.1% 71% False False 86,209
100 0.9350 0.8322 0.1028 11.3% 0.0093 1.0% 77% False False 69,016
120 0.9350 0.8235 0.1115 12.2% 0.0083 0.9% 79% False False 57,561
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 0.0023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9495
2.618 0.9359
1.618 0.9276
1.000 0.9225
0.618 0.9193
HIGH 0.9142
0.618 0.9110
0.500 0.9101
0.382 0.9091
LOW 0.9059
0.618 0.9008
1.000 0.8976
1.618 0.8925
2.618 0.8842
4.250 0.8706
Fisher Pivots for day following 04-Dec-2007
Pivot 1 day 3 day
R1 0.9108 0.9098
PP 0.9104 0.9086
S1 0.9101 0.9073

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

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