CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 08-Oct-2007
Day Change Summary
Previous Current
05-Oct-2007 08-Oct-2007 Change Change % Previous Week
Open 0.8740 0.8693 -0.0047 -0.5% 0.8869
High 0.8748 0.8700 -0.0048 -0.5% 0.8869
Low 0.8699 0.8665 -0.0034 -0.4% 0.8699
Close 0.8711 0.8711 0.0000 0.0% 0.8711
Range 0.0049 0.0035 -0.0014 -28.6% 0.0170
ATR 0.0059 0.0058 -0.0001 -1.5% 0.0000
Volume 25 233 208 832.0% 351
Daily Pivots for day following 08-Oct-2007
Classic Woodie Camarilla DeMark
R4 0.8797 0.8789 0.8730
R3 0.8762 0.8754 0.8721
R2 0.8727 0.8727 0.8717
R1 0.8719 0.8719 0.8714 0.8723
PP 0.8692 0.8692 0.8692 0.8694
S1 0.8684 0.8684 0.8708 0.8688
S2 0.8657 0.8657 0.8705
S3 0.8622 0.8649 0.8701
S4 0.8587 0.8614 0.8692
Weekly Pivots for week ending 05-Oct-2007
Classic Woodie Camarilla DeMark
R4 0.9270 0.9160 0.8805
R3 0.9100 0.8990 0.8758
R2 0.8930 0.8930 0.8742
R1 0.8820 0.8820 0.8727 0.8790
PP 0.8760 0.8760 0.8760 0.8745
S1 0.8650 0.8650 0.8695 0.8620
S2 0.8590 0.8590 0.8680
S3 0.8420 0.8480 0.8664
S4 0.8250 0.8310 0.8618
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8820 0.8665 0.0155 1.8% 0.0038 0.4% 30% False True 113
10 0.8933 0.8665 0.0268 3.1% 0.0045 0.5% 17% False True 841
20 0.8976 0.8665 0.0311 3.6% 0.0040 0.5% 15% False True 444
40 0.9098 0.8663 0.0435 5.0% 0.0030 0.3% 11% False False 237
60 0.9098 0.8417 0.0681 7.8% 0.0020 0.2% 43% False False 160
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8849
2.618 0.8792
1.618 0.8757
1.000 0.8735
0.618 0.8722
HIGH 0.8700
0.618 0.8687
0.500 0.8683
0.382 0.8678
LOW 0.8665
0.618 0.8643
1.000 0.8630
1.618 0.8608
2.618 0.8573
4.250 0.8516
Fisher Pivots for day following 08-Oct-2007
Pivot 1 day 3 day
R1 0.8702 0.8710
PP 0.8692 0.8709
S1 0.8683 0.8709

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

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