CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 15-Aug-2007
Day Change Summary
Previous Current
14-Aug-2007 15-Aug-2007 Change Change % Previous Week
Open 0.8663 0.8780 0.0117 1.4% 0.8673
High 0.8663 0.8780 0.0117 1.4% 0.8677
Low 0.8663 0.8780 0.0117 1.4% 0.8580
Close 0.8712 0.8773 0.0061 0.7% 0.8677
Range
ATR 0.0024 0.0027 0.0003 13.3% 0.0000
Volume 0 1 1 11
Daily Pivots for day following 15-Aug-2007
Classic Woodie Camarilla DeMark
R4 0.8778 0.8775 0.8773
R3 0.8778 0.8775 0.8773
R2 0.8778 0.8778 0.8773
R1 0.8775 0.8775 0.8773 0.8777
PP 0.8778 0.8778 0.8778 0.8778
S1 0.8775 0.8775 0.8773 0.8777
S2 0.8778 0.8778 0.8773
S3 0.8778 0.8775 0.8773
S4 0.8778 0.8775 0.8773
Weekly Pivots for week ending 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 0.8936 0.8903 0.8730
R3 0.8839 0.8806 0.8704
R2 0.8742 0.8742 0.8695
R1 0.8709 0.8709 0.8686 0.8726
PP 0.8645 0.8645 0.8645 0.8653
S1 0.8612 0.8612 0.8668 0.8629
S2 0.8548 0.8548 0.8659
S3 0.8451 0.8515 0.8650
S4 0.8354 0.8418 0.8624
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8780 0.8610 0.0170 1.9% 0.0000 0.0% 96% True False 2
10 0.8780 0.8580 0.0200 2.3% 0.0000 0.0% 97% True False 11
20 0.8780 0.8435 0.0345 3.9% 0.0000 0.0% 98% True False 7
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 0.8780
2.618 0.8780
1.618 0.8780
1.000 0.8780
0.618 0.8780
HIGH 0.8780
0.618 0.8780
0.500 0.8780
0.382 0.8780
LOW 0.8780
0.618 0.8780
1.000 0.8780
1.618 0.8780
2.618 0.8780
4.250 0.8780
Fisher Pivots for day following 15-Aug-2007
Pivot 1 day 3 day
R1 0.8780 0.8756
PP 0.8778 0.8739
S1 0.8775 0.8722

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

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