CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 23-Oct-2007
Day Change Summary
Previous Current
22-Oct-2007 23-Oct-2007 Change Change % Previous Week
Open 0.8944 0.8878 -0.0066 -0.7% 0.8650
High 0.8968 0.8878 -0.0090 -1.0% 0.8875
Low 0.8869 0.8839 -0.0030 -0.3% 0.8631
Close 0.8902 0.8857 -0.0045 -0.5% 0.8854
Range 0.0099 0.0039 -0.0060 -60.6% 0.0244
ATR 0.0060 0.0060 0.0000 0.4% 0.0000
Volume 98 200 102 104.1% 443
Daily Pivots for day following 23-Oct-2007
Classic Woodie Camarilla DeMark
R4 0.8975 0.8955 0.8878
R3 0.8936 0.8916 0.8868
R2 0.8897 0.8897 0.8864
R1 0.8877 0.8877 0.8861 0.8868
PP 0.8858 0.8858 0.8858 0.8853
S1 0.8838 0.8838 0.8853 0.8829
S2 0.8819 0.8819 0.8850
S3 0.8780 0.8799 0.8846
S4 0.8741 0.8760 0.8836
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 0.8968 0.8685 0.0283 3.2% 0.0071 0.8% 61% False False 118
10 0.8968 0.8631 0.0337 3.8% 0.0054 0.6% 67% False False 105
20 0.8968 0.8631 0.0337 3.8% 0.0049 0.5% 67% False False 472
40 0.9060 0.8631 0.0429 4.8% 0.0036 0.4% 53% False False 253
60 0.9098 0.8580 0.0518 5.8% 0.0030 0.3% 53% False False 178
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0009
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9044
2.618 0.8980
1.618 0.8941
1.000 0.8917
0.618 0.8902
HIGH 0.8878
0.618 0.8863
0.500 0.8859
0.382 0.8854
LOW 0.8839
0.618 0.8815
1.000 0.8800
1.618 0.8776
2.618 0.8737
4.250 0.8673
Fisher Pivots for day following 23-Oct-2007
Pivot 1 day 3 day
R1 0.8859 0.8886
PP 0.8858 0.8876
S1 0.8858 0.8867

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

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