CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 07-Nov-2007
Day Change Summary
Previous Current
06-Nov-2007 07-Nov-2007 Change Change % Previous Week
Open 0.8871 0.8845 -0.0026 -0.3% 0.8848
High 0.8877 0.9000 0.0123 1.4% 0.8888
Low 0.8842 0.8845 0.0003 0.0% 0.8768
Close 0.8853 0.8986 0.0133 1.5% 0.8849
Range 0.0035 0.0155 0.0120 342.9% 0.0120
ATR 0.0059 0.0066 0.0007 11.7% 0.0000
Volume 575 128 -447 -77.7% 791
Daily Pivots for day following 07-Nov-2007
Classic Woodie Camarilla DeMark
R4 0.9409 0.9352 0.9071
R3 0.9254 0.9197 0.9029
R2 0.9099 0.9099 0.9014
R1 0.9042 0.9042 0.9000 0.9071
PP 0.8944 0.8944 0.8944 0.8958
S1 0.8887 0.8887 0.8972 0.8916
S2 0.8789 0.8789 0.8958
S3 0.8634 0.8732 0.8943
S4 0.8479 0.8577 0.8901
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 0.9000 0.8768 0.0232 2.6% 0.0083 0.9% 94% True False 523
10 0.9000 0.8768 0.0232 2.6% 0.0062 0.7% 94% True False 340
20 0.9000 0.8631 0.0369 4.1% 0.0061 0.7% 96% True False 224
40 0.9000 0.8631 0.0369 4.1% 0.0052 0.6% 96% True False 335
60 0.9098 0.8631 0.0467 5.2% 0.0041 0.5% 76% False False 233
80 0.9098 0.8435 0.0663 7.4% 0.0031 0.3% 83% False False 177
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 0.9659
2.618 0.9406
1.618 0.9251
1.000 0.9155
0.618 0.9096
HIGH 0.9000
0.618 0.8941
0.500 0.8923
0.382 0.8904
LOW 0.8845
0.618 0.8749
1.000 0.8690
1.618 0.8594
2.618 0.8439
4.250 0.8186
Fisher Pivots for day following 07-Nov-2007
Pivot 1 day 3 day
R1 0.8965 0.8964
PP 0.8944 0.8943
S1 0.8923 0.8921

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

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