CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 17-Sep-2007
Day Change Summary
Previous Current
14-Sep-2007 17-Sep-2007 Change Change % Previous Week
Open 0.8869 0.8874 0.0005 0.1% 0.9060
High 0.8869 0.8874 0.0005 0.1% 0.9060
Low 0.8864 0.8874 0.0010 0.1% 0.8864
Close 0.8874 0.8874 0.0000 0.0% 0.8874
Range 0.0005 0.0000 -0.0005 -100.0% 0.0196
ATR 0.0049 0.0045 -0.0003 -7.1% 0.0000
Volume 0 5 5 8
Daily Pivots for day following 17-Sep-2007
Classic Woodie Camarilla DeMark
R4 0.8874 0.8874 0.8874
R3 0.8874 0.8874 0.8874
R2 0.8874 0.8874 0.8874
R1 0.8874 0.8874 0.8874 0.8874
PP 0.8874 0.8874 0.8874 0.8874
S1 0.8874 0.8874 0.8874 0.8874
S2 0.8874 0.8874 0.8874
S3 0.8874 0.8874 0.8874
S4 0.8874 0.8874 0.8874
Weekly Pivots for week ending 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 0.9521 0.9393 0.8982
R3 0.9325 0.9197 0.8928
R2 0.9129 0.9129 0.8910
R1 0.9001 0.9001 0.8892 0.8967
PP 0.8933 0.8933 0.8933 0.8916
S1 0.8805 0.8805 0.8856 0.8771
S2 0.8737 0.8737 0.8838
S3 0.8541 0.8609 0.8820
S4 0.8345 0.8413 0.8766
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8976 0.8864 0.0112 1.3% 0.0001 0.0% 9% False False 2
10 0.9060 0.8834 0.0226 2.5% 0.0005 0.1% 18% False False 13
20 0.9060 0.8756 0.0304 3.4% 0.0009 0.1% 39% False False 26
40 0.9098 0.8484 0.0614 6.9% 0.0010 0.1% 64% False False 18
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8874
2.618 0.8874
1.618 0.8874
1.000 0.8874
0.618 0.8874
HIGH 0.8874
0.618 0.8874
0.500 0.8874
0.382 0.8874
LOW 0.8874
0.618 0.8874
1.000 0.8874
1.618 0.8874
2.618 0.8874
4.250 0.8874
Fisher Pivots for day following 17-Sep-2007
Pivot 1 day 3 day
R1 0.8874 0.8872
PP 0.8874 0.8871
S1 0.8874 0.8869

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

View Archives - Comment on this page... - Back to Index of Symbols