CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 17-Oct-2007
Day Change Summary
Previous Current
16-Oct-2007 17-Oct-2007 Change Change % Previous Week
Open 0.8691 0.8740 0.0049 0.6% 0.8693
High 0.8726 0.8742 0.0016 0.2% 0.8711
Low 0.8691 0.8685 -0.0006 -0.1% 0.8643
Close 0.8719 0.8729 0.0010 0.1% 0.8657
Range 0.0035 0.0057 0.0022 62.9% 0.0068
ATR 0.0051 0.0051 0.0000 0.8% 0.0000
Volume 45 158 113 251.1% 563
Daily Pivots for day following 17-Oct-2007
Classic Woodie Camarilla DeMark
R4 0.8890 0.8866 0.8760
R3 0.8833 0.8809 0.8745
R2 0.8776 0.8776 0.8739
R1 0.8752 0.8752 0.8734 0.8736
PP 0.8719 0.8719 0.8719 0.8710
S1 0.8695 0.8695 0.8724 0.8679
S2 0.8662 0.8662 0.8719
S3 0.8605 0.8638 0.8713
S4 0.8548 0.8581 0.8698
Weekly Pivots for week ending 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 0.8874 0.8834 0.8694
R3 0.8806 0.8766 0.8676
R2 0.8738 0.8738 0.8669
R1 0.8698 0.8698 0.8663 0.8684
PP 0.8670 0.8670 0.8670 0.8664
S1 0.8630 0.8630 0.8651 0.8616
S2 0.8602 0.8602 0.8645
S3 0.8534 0.8562 0.8638
S4 0.8466 0.8494 0.8620
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8742 0.8631 0.0111 1.3% 0.0044 0.5% 88% True False 119
10 0.8752 0.8631 0.0121 1.4% 0.0039 0.4% 81% False False 106
20 0.8936 0.8631 0.0305 3.5% 0.0046 0.5% 32% False False 474
40 0.9060 0.8631 0.0429 4.9% 0.0031 0.4% 23% False False 250
60 0.9098 0.8580 0.0518 5.9% 0.0025 0.3% 29% False False 170
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.8984
2.618 0.8891
1.618 0.8834
1.000 0.8799
0.618 0.8777
HIGH 0.8742
0.618 0.8720
0.500 0.8714
0.382 0.8707
LOW 0.8685
0.618 0.8650
1.000 0.8628
1.618 0.8593
2.618 0.8536
4.250 0.8443
Fisher Pivots for day following 17-Oct-2007
Pivot 1 day 3 day
R1 0.8724 0.8715
PP 0.8719 0.8701
S1 0.8714 0.8687

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

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