CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 19-Oct-2007
Day Change Summary
Previous Current
18-Oct-2007 19-Oct-2007 Change Change % Previous Week
Open 0.8734 0.8848 0.0114 1.3% 0.8650
High 0.8810 0.8875 0.0065 0.7% 0.8875
Low 0.8724 0.8803 0.0079 0.9% 0.8631
Close 0.8793 0.8854 0.0061 0.7% 0.8854
Range 0.0086 0.0072 -0.0014 -16.3% 0.0244
ATR 0.0054 0.0056 0.0002 3.7% 0.0000
Volume 89 48 -41 -46.1% 443
Daily Pivots for day following 19-Oct-2007
Classic Woodie Camarilla DeMark
R4 0.9060 0.9029 0.8894
R3 0.8988 0.8957 0.8874
R2 0.8916 0.8916 0.8867
R1 0.8885 0.8885 0.8861 0.8901
PP 0.8844 0.8844 0.8844 0.8852
S1 0.8813 0.8813 0.8847 0.8829
S2 0.8772 0.8772 0.8841
S3 0.8700 0.8741 0.8834
S4 0.8628 0.8669 0.8814
Weekly Pivots for week ending 19-Oct-2007
Classic Woodie Camarilla DeMark
R4 0.9519 0.9430 0.8988
R3 0.9275 0.9186 0.8921
R2 0.9031 0.9031 0.8899
R1 0.8942 0.8942 0.8876 0.8987
PP 0.8787 0.8787 0.8787 0.8809
S1 0.8698 0.8698 0.8832 0.8743
S2 0.8543 0.8543 0.8809
S3 0.8299 0.8454 0.8787
S4 0.8055 0.8210 0.8720
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8875 0.8631 0.0244 2.8% 0.0060 0.7% 91% True False 88
10 0.8875 0.8631 0.0244 2.8% 0.0047 0.5% 91% True False 100
20 0.8933 0.8631 0.0302 3.4% 0.0046 0.5% 74% False False 459
40 0.9060 0.8631 0.0429 4.8% 0.0032 0.4% 52% False False 246
60 0.9098 0.8580 0.0518 5.9% 0.0028 0.3% 53% False False 173
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9181
2.618 0.9063
1.618 0.8991
1.000 0.8947
0.618 0.8919
HIGH 0.8875
0.618 0.8847
0.500 0.8839
0.382 0.8831
LOW 0.8803
0.618 0.8759
1.000 0.8731
1.618 0.8687
2.618 0.8615
4.250 0.8497
Fisher Pivots for day following 19-Oct-2007
Pivot 1 day 3 day
R1 0.8849 0.8829
PP 0.8844 0.8805
S1 0.8839 0.8780

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

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