CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 19-Nov-2007
Day Change Summary
Previous Current
16-Nov-2007 19-Nov-2007 Change Change % Previous Week
Open 0.9196 0.9149 -0.0047 -0.5% 0.9181
High 0.9219 0.9236 0.0017 0.2% 0.9283
Low 0.9106 0.9132 0.0026 0.3% 0.9079
Close 0.9148 0.9225 0.0077 0.8% 0.9148
Range 0.0113 0.0104 -0.0009 -8.0% 0.0204
ATR 0.0085 0.0086 0.0001 1.6% 0.0000
Volume 1,579 1,960 381 24.1% 4,253
Daily Pivots for day following 19-Nov-2007
Classic Woodie Camarilla DeMark
R4 0.9510 0.9471 0.9282
R3 0.9406 0.9367 0.9254
R2 0.9302 0.9302 0.9244
R1 0.9263 0.9263 0.9235 0.9283
PP 0.9198 0.9198 0.9198 0.9207
S1 0.9159 0.9159 0.9215 0.9179
S2 0.9094 0.9094 0.9206
S3 0.8990 0.9055 0.9196
S4 0.8886 0.8951 0.9168
Weekly Pivots for week ending 16-Nov-2007
Classic Woodie Camarilla DeMark
R4 0.9782 0.9669 0.9260
R3 0.9578 0.9465 0.9204
R2 0.9374 0.9374 0.9185
R1 0.9261 0.9261 0.9167 0.9216
PP 0.9170 0.9170 0.9170 0.9147
S1 0.9057 0.9057 0.9129 0.9012
S2 0.8966 0.8966 0.9111
S3 0.8762 0.8853 0.9092
S4 0.8558 0.8649 0.9036
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9240 0.9079 0.0161 1.7% 0.0096 1.0% 91% False False 1,072
10 0.9283 0.8842 0.0441 4.8% 0.0106 1.1% 87% False False 808
20 0.9283 0.8768 0.0515 5.6% 0.0080 0.9% 89% False False 551
40 0.9283 0.8631 0.0652 7.1% 0.0065 0.7% 91% False False 507
60 0.9283 0.8631 0.0652 7.1% 0.0050 0.5% 91% False False 349
80 0.9283 0.8580 0.0703 7.6% 0.0042 0.5% 92% False False 268
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9678
2.618 0.9508
1.618 0.9404
1.000 0.9340
0.618 0.9300
HIGH 0.9236
0.618 0.9196
0.500 0.9184
0.382 0.9172
LOW 0.9132
0.618 0.9068
1.000 0.9028
1.618 0.8964
2.618 0.8860
4.250 0.8690
Fisher Pivots for day following 19-Nov-2007
Pivot 1 day 3 day
R1 0.9211 0.9204
PP 0.9198 0.9183
S1 0.9184 0.9163

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

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