CME Japanese Yen Future December 2007


Trading Metrics calculated at close of trading on 07-Dec-2007
Day Change Summary
Previous Current
06-Dec-2007 07-Dec-2007 Change Change % Previous Week
Open 0.9029 0.8997 -0.0032 -0.4% 0.9020
High 0.9048 0.9004 -0.0044 -0.5% 0.9142
Low 0.8980 0.8943 -0.0037 -0.4% 0.8943
Close 0.8985 0.8961 -0.0024 -0.3% 0.8961
Range 0.0068 0.0061 -0.0007 -10.3% 0.0199
ATR 0.0108 0.0105 -0.0003 -3.1% 0.0000
Volume 90,971 61,093 -29,878 -32.8% 443,501
Daily Pivots for day following 07-Dec-2007
Classic Woodie Camarilla DeMark
R4 0.9152 0.9118 0.8995
R3 0.9091 0.9057 0.8978
R2 0.9030 0.9030 0.8972
R1 0.8996 0.8996 0.8967 0.8983
PP 0.8969 0.8969 0.8969 0.8963
S1 0.8935 0.8935 0.8955 0.8922
S2 0.8908 0.8908 0.8950
S3 0.8847 0.8874 0.8944
S4 0.8786 0.8813 0.8927
Weekly Pivots for week ending 07-Dec-2007
Classic Woodie Camarilla DeMark
R4 0.9612 0.9486 0.9070
R3 0.9413 0.9287 0.9016
R2 0.9214 0.9214 0.8997
R1 0.9088 0.9088 0.8979 0.9052
PP 0.9015 0.9015 0.9015 0.8997
S1 0.8889 0.8889 0.8943 0.8853
S2 0.8816 0.8816 0.8925
S3 0.8617 0.8690 0.8906
S4 0.8418 0.8491 0.8852
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9142 0.8943 0.0199 2.2% 0.0078 0.9% 9% False True 88,700
10 0.9350 0.8943 0.0407 4.5% 0.0107 1.2% 4% False True 112,795
20 0.9350 0.8895 0.0455 5.1% 0.0120 1.3% 15% False False 117,838
40 0.9350 0.8529 0.0821 9.2% 0.0101 1.1% 53% False False 121,138
60 0.9350 0.8529 0.0821 9.2% 0.0093 1.0% 53% False False 113,742
80 0.9350 0.8529 0.0821 9.2% 0.0095 1.1% 53% False False 89,495
100 0.9350 0.8322 0.1028 11.5% 0.0094 1.1% 62% False False 71,654
120 0.9350 0.8235 0.1115 12.4% 0.0085 0.9% 65% False False 59,760
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 0.9263
2.618 0.9164
1.618 0.9103
1.000 0.9065
0.618 0.9042
HIGH 0.9004
0.618 0.8981
0.500 0.8974
0.382 0.8966
LOW 0.8943
0.618 0.8905
1.000 0.8882
1.618 0.8844
2.618 0.8783
4.250 0.8684
Fisher Pivots for day following 07-Dec-2007
Pivot 1 day 3 day
R1 0.8974 0.9033
PP 0.8969 0.9009
S1 0.8965 0.8985

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

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