CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 20-Nov-2007
Day Change Summary
Previous Current
19-Nov-2007 20-Nov-2007 Change Change % Previous Week
Open 0.9149 0.9225 0.0076 0.8% 0.9181
High 0.9236 0.9239 0.0003 0.0% 0.9283
Low 0.9132 0.9167 0.0035 0.4% 0.9079
Close 0.9225 0.9236 0.0011 0.1% 0.9148
Range 0.0104 0.0072 -0.0032 -30.8% 0.0204
ATR 0.0086 0.0085 -0.0001 -1.2% 0.0000
Volume 1,960 370 -1,590 -81.1% 4,253
Daily Pivots for day following 20-Nov-2007
Classic Woodie Camarilla DeMark
R4 0.9430 0.9405 0.9276
R3 0.9358 0.9333 0.9256
R2 0.9286 0.9286 0.9249
R1 0.9261 0.9261 0.9243 0.9274
PP 0.9214 0.9214 0.9214 0.9220
S1 0.9189 0.9189 0.9229 0.9202
S2 0.9142 0.9142 0.9223
S3 0.9070 0.9117 0.9216
S4 0.8998 0.9045 0.9196
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 0.9239 0.9079 0.0160 1.7% 0.0091 1.0% 98% True False 1,031
10 0.9283 0.8845 0.0438 4.7% 0.0109 1.2% 89% False False 788
20 0.9283 0.8768 0.0515 5.6% 0.0082 0.9% 91% False False 560
40 0.9283 0.8631 0.0652 7.1% 0.0065 0.7% 93% False False 516
60 0.9283 0.8631 0.0652 7.1% 0.0051 0.6% 93% False False 355
80 0.9283 0.8580 0.0703 7.6% 0.0043 0.5% 93% False False 273
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9545
2.618 0.9427
1.618 0.9355
1.000 0.9311
0.618 0.9283
HIGH 0.9239
0.618 0.9211
0.500 0.9203
0.382 0.9195
LOW 0.9167
0.618 0.9123
1.000 0.9095
1.618 0.9051
2.618 0.8979
4.250 0.8861
Fisher Pivots for day following 20-Nov-2007
Pivot 1 day 3 day
R1 0.9225 0.9215
PP 0.9214 0.9194
S1 0.9203 0.9173

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

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