CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 06-Nov-2007

Day Change Summary
	Previous	Current
	05-Nov-2007	06-Nov-2007	Change	Change %	Previous Week
Open	0.8846	0.8871	0.0025	0.3%	0.8848
High	0.8894	0.8877	-0.0017	-0.2%	0.8888
Low	0.8846	0.8842	-0.0004	0.0%	0.8768
Close	0.8871	0.8853	-0.0018	-0.2%	0.8849
Range	0.0048	0.0035	-0.0013	-27.1%	0.0120
ATR	0.0060	0.0059	-0.0002	-3.0%	0.0000
Volume	1,516	575	-941	-62.1%	791

Daily Pivots for day following 06-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8962	0.8943	0.8872
R3	0.8927	0.8908	0.8863
R2	0.8892	0.8892	0.8859
R1	0.8873	0.8873	0.8856	0.8865
PP	0.8857	0.8857	0.8857	0.8854
S1	0.8838	0.8838	0.8850	0.8830
S2	0.8822	0.8822	0.8847
S3	0.8787	0.8803	0.8843
S4	0.8752	0.8768	0.8834

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%	0.0064	0.7%	67%	False	False	538
10	0.8920	0.8768	0.0152	1.7%	0.0054	0.6%	56%	False	False	332
20	0.8968	0.8631	0.0337	3.8%	0.0054	0.6%	66%	False	False	218
40	0.8968	0.8631	0.0337	3.8%	0.0048	0.5%	66%	False	False	332
60	0.9098	0.8631	0.0467	5.3%	0.0039	0.4%	48%	False	False	231
80	0.9098	0.8435	0.0663	7.5%	0.0029	0.3%	63%	False	False	175

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	0.0010
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9026
2.618	0.8969
1.618	0.8934
1.000	0.8912
0.618	0.8899
HIGH	0.8877
0.618	0.8864
0.500	0.8860
0.382	0.8855
LOW	0.8842
0.618	0.8820
1.000	0.8807
1.618	0.8785
2.618	0.8750
4.250	0.8693

Fisher Pivots for day following 06-Nov-2007
Pivot	1 day	3 day
R1	0.8860	0.8851
PP	0.8857	0.8849
S1	0.8855	0.8847

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