CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 05-Nov-2007

Day Change Summary
	Previous	Current
	02-Nov-2007	05-Nov-2007	Change	Change %	Previous Week
Open	0.8878	0.8846	-0.0032	-0.4%	0.8848
High	0.8888	0.8894	0.0006	0.1%	0.8888
Low	0.8800	0.8846	0.0046	0.5%	0.8768
Close	0.8849	0.8871	0.0022	0.2%	0.8849
Range	0.0088	0.0048	-0.0040	-45.5%	0.0120
ATR	0.0061	0.0060	-0.0001	-1.6%	0.0000
Volume	187	1,516	1,329	710.7%	791

Daily Pivots for day following 05-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9014	0.8991	0.8897
R3	0.8966	0.8943	0.8884
R2	0.8918	0.8918	0.8880
R1	0.8895	0.8895	0.8875	0.8907
PP	0.8870	0.8870	0.8870	0.8876
S1	0.8847	0.8847	0.8867	0.8859
S2	0.8822	0.8822	0.8862
S3	0.8774	0.8799	0.8858
S4	0.8726	0.8751	0.8845

Weekly Pivots for week ending 02-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9195	0.9142	0.8915
R3	0.9075	0.9022	0.8882
R2	0.8955	0.8955	0.8871
R1	0.8902	0.8902	0.8860	0.8929
PP	0.8835	0.8835	0.8835	0.8848
S1	0.8782	0.8782	0.8838	0.8809
S2	0.8715	0.8715	0.8827
S3	0.8595	0.8662	0.8816
S4	0.8475	0.8542	0.8783

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8894	0.8768	0.0126	1.4%	0.0065	0.7%	82%	True	False	433
10	0.8920	0.8768	0.0152	1.7%	0.0055	0.6%	68%	False	False	294
20	0.8968	0.8631	0.0337	3.8%	0.0054	0.6%	71%	False	False	190
40	0.8976	0.8631	0.0345	3.9%	0.0047	0.5%	70%	False	False	317
60	0.9098	0.8631	0.0467	5.3%	0.0038	0.4%	51%	False	False	222
80	0.9098	0.8417	0.0681	7.7%	0.0029	0.3%	67%	False	False	168

Crabel Price Patterns
NR	True
NR4	True
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	0.0010
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9098
2.618	0.9020
1.618	0.8972
1.000	0.8942
0.618	0.8924
HIGH	0.8894
0.618	0.8876
0.500	0.8870
0.382	0.8864
LOW	0.8846
0.618	0.8816
1.000	0.8798
1.618	0.8768
2.618	0.8720
4.250	0.8642

Fisher Pivots for day following 05-Nov-2007
Pivot	1 day	3 day
R1	0.8871	0.8858
PP	0.8870	0.8844
S1	0.8870	0.8831

Download as Excel Spreadsheet

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

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