CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 24-Oct-2007
Day Change Summary
Previous Current
23-Oct-2007 24-Oct-2007 Change Change % Previous Week
Open 0.8878 0.8848 -0.0030 -0.3% 0.8650
High 0.8878 0.8920 0.0042 0.5% 0.8875
Low 0.8839 0.8841 0.0002 0.0% 0.8631
Close 0.8857 0.8900 0.0043 0.5% 0.8854
Range 0.0039 0.0079 0.0040 102.6% 0.0244
ATR 0.0060 0.0062 0.0001 2.2% 0.0000
Volume 200 47 -153 -76.5% 443
Daily Pivots for day following 24-Oct-2007
Classic Woodie Camarilla DeMark
R4 0.9124 0.9091 0.8943
R3 0.9045 0.9012 0.8922
R2 0.8966 0.8966 0.8914
R1 0.8933 0.8933 0.8907 0.8950
PP 0.8887 0.8887 0.8887 0.8895
S1 0.8854 0.8854 0.8893 0.8871
S2 0.8808 0.8808 0.8886
S3 0.8729 0.8775 0.8878
S4 0.8650 0.8696 0.8857
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 0.8724 0.0244 2.7% 0.0075 0.8% 72% False False 96
10 0.8968 0.8631 0.0337 3.8% 0.0059 0.7% 80% False False 107
20 0.8968 0.8631 0.0337 3.8% 0.0051 0.6% 80% False False 467
40 0.9060 0.8631 0.0429 4.8% 0.0038 0.4% 63% False False 255
60 0.9098 0.8580 0.0518 5.8% 0.0031 0.3% 62% False False 178
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9256
2.618 0.9127
1.618 0.9048
1.000 0.8999
0.618 0.8969
HIGH 0.8920
0.618 0.8890
0.500 0.8881
0.382 0.8871
LOW 0.8841
0.618 0.8792
1.000 0.8762
1.618 0.8713
2.618 0.8634
4.250 0.8505
Fisher Pivots for day following 24-Oct-2007
Pivot 1 day 3 day
R1 0.8894 0.8904
PP 0.8887 0.8902
S1 0.8881 0.8901

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

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