CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 30-Oct-2007
Day Change Summary
Previous Current
29-Oct-2007 30-Oct-2007 Change Change % Previous Week
Open 0.8848 0.8850 0.0002 0.0% 0.8944
High 0.8859 0.8874 0.0015 0.2% 0.8968
Low 0.8840 0.8835 -0.0005 -0.1% 0.8839
Close 0.8859 0.8842 -0.0017 -0.2% 0.8888
Range 0.0019 0.0039 0.0020 105.3% 0.0129
ATR 0.0058 0.0057 -0.0001 -2.4% 0.0000
Volume 142 48 -94 -66.2% 737
Daily Pivots for day following 30-Oct-2007
Classic Woodie Camarilla DeMark
R4 0.8967 0.8944 0.8863
R3 0.8928 0.8905 0.8853
R2 0.8889 0.8889 0.8849
R1 0.8866 0.8866 0.8846 0.8858
PP 0.8850 0.8850 0.8850 0.8847
S1 0.8827 0.8827 0.8838 0.8819
S2 0.8811 0.8811 0.8835
S3 0.8772 0.8788 0.8831
S4 0.8733 0.8749 0.8821
Weekly Pivots for week ending 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 0.9285 0.9216 0.8959
R3 0.9156 0.9087 0.8923
R2 0.9027 0.9027 0.8912
R1 0.8958 0.8958 0.8900 0.8928
PP 0.8898 0.8898 0.8898 0.8884
S1 0.8829 0.8829 0.8876 0.8799
S2 0.8769 0.8769 0.8864
S3 0.8640 0.8700 0.8853
S4 0.8511 0.8571 0.8817
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8920 0.8835 0.0085 1.0% 0.0045 0.5% 8% False True 125
10 0.8968 0.8685 0.0283 3.2% 0.0058 0.7% 55% False False 122
20 0.8968 0.8631 0.0337 3.8% 0.0048 0.5% 63% False False 110
40 0.9060 0.8631 0.0429 4.9% 0.0041 0.5% 49% False False 267
60 0.9098 0.8580 0.0518 5.9% 0.0034 0.4% 51% False False 186
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9040
2.618 0.8976
1.618 0.8937
1.000 0.8913
0.618 0.8898
HIGH 0.8874
0.618 0.8859
0.500 0.8855
0.382 0.8850
LOW 0.8835
0.618 0.8811
1.000 0.8796
1.618 0.8772
2.618 0.8733
4.250 0.8669
Fisher Pivots for day following 30-Oct-2007
Pivot 1 day 3 day
R1 0.8855 0.8871
PP 0.8850 0.8861
S1 0.8846 0.8852

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

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