CME Japanese Yen Future December 2007

Trading Metrics calculated at close of trading on 12-Dec-2007

Day Change Summary
	Previous	Current
	11-Dec-2007	12-Dec-2007	Change	Change %	Previous Week
Open	0.8958	0.9033	0.0075	0.8%	0.9020
High	0.9057	0.9040	-0.0017	-0.2%	0.9142
Low	0.8923	0.8895	-0.0028	-0.3%	0.8943
Close	0.9027	0.8919	-0.0108	-1.2%	0.8961
Range	0.0134	0.0145	0.0011	8.2%	0.0199
ATR	0.0103	0.0106	0.0003	2.9%	0.0000
Volume	72,721	94,398	21,677	29.8%	443,501

Daily Pivots for day following 12-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9386	0.9298	0.8999
R3	0.9241	0.9153	0.8959
R2	0.9096	0.9096	0.8946
R1	0.9008	0.9008	0.8932	0.8980
PP	0.8951	0.8951	0.8951	0.8937
S1	0.8863	0.8863	0.8906	0.8835
S2	0.8806	0.8806	0.8892
S3	0.8661	0.8718	0.8879
S4	0.8516	0.8573	0.8839

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	0.9057	0.8895	0.0162	1.8%	0.0090	1.0%	15%	False	True	74,671
10	0.9153	0.8895	0.0258	2.9%	0.0092	1.0%	9%	False	True	92,013
20	0.9350	0.8895	0.0455	5.1%	0.0111	1.2%	5%	False	True	111,844
40	0.9350	0.8593	0.0757	8.5%	0.0104	1.2%	43%	False	False	118,687
60	0.9350	0.8529	0.0821	9.2%	0.0094	1.1%	48%	False	False	110,754
80	0.9350	0.8529	0.0821	9.2%	0.0093	1.0%	48%	False	False	92,185
100	0.9350	0.8433	0.0917	10.3%	0.0096	1.1%	53%	False	False	73,865
120	0.9350	0.8252	0.1098	12.3%	0.0087	1.0%	61%	False	False	61,603

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.9656
2.618	0.9420
1.618	0.9275
1.000	0.9185
0.618	0.9130
HIGH	0.9040
0.618	0.8985
0.500	0.8968
0.382	0.8950
LOW	0.8895
0.618	0.8805
1.000	0.8750
1.618	0.8660
2.618	0.8515
4.250	0.8279

Fisher Pivots for day following 12-Dec-2007
Pivot	1 day	3 day
R1	0.8968	0.8976
PP	0.8951	0.8957
S1	0.8935	0.8938

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