CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 03-Aug-2007
Day Change Summary
Previous Current
02-Aug-2007 03-Aug-2007 Change Change % Previous Week
Open 0.8623 0.8675 0.0052 0.6% 0.8694
High 0.8623 0.8675 0.0052 0.6% 0.8694
Low 0.8623 0.8675 0.0052 0.6% 0.8623
Close 0.8628 0.8675 0.0047 0.5% 0.8675
Range
ATR 0.0026 0.0028 0.0001 5.7% 0.0000
Volume 97 1 -96 -99.0% 101
Daily Pivots for day following 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 0.8675 0.8675 0.8675
R3 0.8675 0.8675 0.8675
R2 0.8675 0.8675 0.8675
R1 0.8675 0.8675 0.8675 0.8675
PP 0.8675 0.8675 0.8675 0.8675
S1 0.8675 0.8675 0.8675 0.8675
S2 0.8675 0.8675 0.8675
S3 0.8675 0.8675 0.8675
S4 0.8675 0.8675 0.8675
Weekly Pivots for week ending 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 0.8877 0.8847 0.8714
R3 0.8806 0.8776 0.8695
R2 0.8735 0.8735 0.8688
R1 0.8705 0.8705 0.8682 0.8685
PP 0.8664 0.8664 0.8664 0.8654
S1 0.8634 0.8634 0.8668 0.8614
S2 0.8593 0.8593 0.8662
S3 0.8522 0.8563 0.8655
S4 0.8451 0.8492 0.8636
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8694 0.8623 0.0071 0.8% 0.0001 0.0% 73% False False 20
10 0.8694 0.8484 0.0210 2.4% 0.0000 0.0% 91% False False 12
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 0.8675
2.618 0.8675
1.618 0.8675
1.000 0.8675
0.618 0.8675
HIGH 0.8675
0.618 0.8675
0.500 0.8675
0.382 0.8675
LOW 0.8675
0.618 0.8675
1.000 0.8675
1.618 0.8675
2.618 0.8675
4.250 0.8675
Fisher Pivots for day following 03-Aug-2007
Pivot 1 day 3 day
R1 0.8675 0.8666
PP 0.8675 0.8658
S1 0.8675 0.8649

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

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