CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 15-Nov-2007
Day Change Summary
Previous Current
14-Nov-2007 15-Nov-2007 Change Change % Previous Week
Open 0.9136 0.9117 -0.0019 -0.2% 0.8846
High 0.9140 0.9193 0.0053 0.6% 0.9170
Low 0.9079 0.9089 0.0010 0.1% 0.8842
Close 0.9084 0.9176 0.0092 1.0% 0.9142
Range 0.0061 0.0104 0.0043 70.5% 0.0328
ATR 0.0081 0.0083 0.0002 2.5% 0.0000
Volume 356 892 536 150.6% 3,389
Daily Pivots for day following 15-Nov-2007
Classic Woodie Camarilla DeMark
R4 0.9465 0.9424 0.9233
R3 0.9361 0.9320 0.9205
R2 0.9257 0.9257 0.9195
R1 0.9216 0.9216 0.9186 0.9237
PP 0.9153 0.9153 0.9153 0.9163
S1 0.9112 0.9112 0.9166 0.9133
S2 0.9049 0.9049 0.9157
S3 0.8945 0.9008 0.9147
S4 0.8841 0.8904 0.9119
Weekly Pivots for week ending 09-Nov-2007
Classic Woodie Camarilla DeMark
R4 1.0035 0.9917 0.9322
R3 0.9707 0.9589 0.9232
R2 0.9379 0.9379 0.9202
R1 0.9261 0.9261 0.9172 0.9320
PP 0.9051 0.9051 0.9051 0.9081
S1 0.8933 0.8933 0.9112 0.8992
S2 0.8723 0.8723 0.9082
S3 0.8395 0.8605 0.9052
S4 0.8067 0.8277 0.8962
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9283 0.8992 0.0291 3.2% 0.0114 1.2% 63% False False 679
10 0.9283 0.8800 0.0483 5.3% 0.0098 1.1% 78% False False 625
20 0.9283 0.8768 0.0515 5.6% 0.0078 0.8% 79% False False 381
40 0.9283 0.8631 0.0652 7.1% 0.0061 0.7% 84% False False 429
60 0.9283 0.8631 0.0652 7.1% 0.0046 0.5% 84% False False 295
80 0.9283 0.8580 0.0703 7.7% 0.0039 0.4% 85% False False 224
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9635
2.618 0.9465
1.618 0.9361
1.000 0.9297
0.618 0.9257
HIGH 0.9193
0.618 0.9153
0.500 0.9141
0.382 0.9129
LOW 0.9089
0.618 0.9025
1.000 0.8985
1.618 0.8921
2.618 0.8817
4.250 0.8647
Fisher Pivots for day following 15-Nov-2007
Pivot 1 day 3 day
R1 0.9164 0.9171
PP 0.9153 0.9165
S1 0.9141 0.9160

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

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