CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 10-Oct-2007
Day Change Summary
Previous Current
09-Oct-2007 10-Oct-2007 Change Change % Previous Week
Open 0.8679 0.8688 0.0009 0.1% 0.8869
High 0.8711 0.8695 -0.0016 -0.2% 0.8869
Low 0.8679 0.8666 -0.0013 -0.1% 0.8699
Close 0.8692 0.8687 -0.0005 -0.1% 0.8711
Range 0.0032 0.0029 -0.0003 -9.4% 0.0170
ATR 0.0056 0.0054 -0.0002 -3.4% 0.0000
Volume 17 23 6 35.3% 351
Daily Pivots for day following 10-Oct-2007
Classic Woodie Camarilla DeMark
R4 0.8770 0.8757 0.8703
R3 0.8741 0.8728 0.8695
R2 0.8712 0.8712 0.8692
R1 0.8699 0.8699 0.8690 0.8691
PP 0.8683 0.8683 0.8683 0.8679
S1 0.8670 0.8670 0.8684 0.8662
S2 0.8654 0.8654 0.8682
S3 0.8625 0.8641 0.8679
S4 0.8596 0.8612 0.8671
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 0.8752 0.8665 0.0087 1.0% 0.0034 0.4% 25% False False 92
10 0.8880 0.8665 0.0215 2.5% 0.0042 0.5% 10% False False 826
20 0.8936 0.8665 0.0271 3.1% 0.0044 0.5% 8% False False 446
40 0.9098 0.8665 0.0433 5.0% 0.0032 0.4% 5% False False 238
60 0.9098 0.8435 0.0663 7.6% 0.0021 0.2% 38% False False 161
Crabel Price Patterns
NR True
NR4 True
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 0.0005
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8818
2.618 0.8771
1.618 0.8742
1.000 0.8724
0.618 0.8713
HIGH 0.8695
0.618 0.8684
0.500 0.8681
0.382 0.8677
LOW 0.8666
0.618 0.8648
1.000 0.8637
1.618 0.8619
2.618 0.8590
4.250 0.8543
Fisher Pivots for day following 10-Oct-2007
Pivot 1 day 3 day
R1 0.8685 0.8688
PP 0.8683 0.8688
S1 0.8681 0.8687

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

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