CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 08-Nov-2007
Day Change Summary
Previous Current
07-Nov-2007 08-Nov-2007 Change Change % Previous Week
Open 0.8845 0.8982 0.0137 1.5% 0.8848
High 0.9000 0.9032 0.0032 0.4% 0.8888
Low 0.8845 0.8953 0.0108 1.2% 0.8768
Close 0.8986 0.9023 0.0037 0.4% 0.8849
Range 0.0155 0.0079 -0.0076 -49.0% 0.0120
ATR 0.0066 0.0066 0.0001 1.5% 0.0000
Volume 128 448 320 250.0% 791
Daily Pivots for day following 08-Nov-2007
Classic Woodie Camarilla DeMark
R4 0.9240 0.9210 0.9066
R3 0.9161 0.9131 0.9045
R2 0.9082 0.9082 0.9037
R1 0.9052 0.9052 0.9030 0.9067
PP 0.9003 0.9003 0.9003 0.9010
S1 0.8973 0.8973 0.9016 0.8988
S2 0.8924 0.8924 0.9009
S3 0.8845 0.8894 0.9001
S4 0.8766 0.8815 0.8980
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 0.9032 0.8800 0.0232 2.6% 0.0081 0.9% 96% True False 570
10 0.9032 0.8768 0.0264 2.9% 0.0065 0.7% 97% True False 367
20 0.9032 0.8631 0.0401 4.4% 0.0062 0.7% 98% True False 237
40 0.9032 0.8631 0.0401 4.4% 0.0054 0.6% 98% True False 346
60 0.9060 0.8631 0.0429 4.8% 0.0040 0.4% 91% False False 241
80 0.9098 0.8484 0.0614 6.8% 0.0032 0.4% 88% False False 182
Crabel Price Patterns
NR True
NR4 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9368
2.618 0.9239
1.618 0.9160
1.000 0.9111
0.618 0.9081
HIGH 0.9032
0.618 0.9002
0.500 0.8993
0.382 0.8983
LOW 0.8953
0.618 0.8904
1.000 0.8874
1.618 0.8825
2.618 0.8746
4.250 0.8617
Fisher Pivots for day following 08-Nov-2007
Pivot 1 day 3 day
R1 0.9013 0.8994
PP 0.9003 0.8966
S1 0.8993 0.8937

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

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