CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 23-Nov-2007
Day Change Summary
Previous Current
22-Nov-2007 23-Nov-2007 Change Change % Previous Week
Open 0.9327 0.9327 0.0000 0.0% 0.9149
High 0.9335 0.9419 0.0084 0.9% 0.9419
Low 0.9279 0.9279 0.0000 0.0% 0.9132
Close 0.9335 0.9355 0.0020 0.2% 0.9355
Range 0.0056 0.0140 0.0084 150.0% 0.0287
ATR 0.0086 0.0090 0.0004 4.5% 0.0000
Volume 828 817 -11 -1.3% 4,803
Daily Pivots for day following 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 0.9771 0.9703 0.9432
R3 0.9631 0.9563 0.9394
R2 0.9491 0.9491 0.9381
R1 0.9423 0.9423 0.9368 0.9457
PP 0.9351 0.9351 0.9351 0.9368
S1 0.9283 0.9283 0.9342 0.9317
S2 0.9211 0.9211 0.9329
S3 0.9071 0.9143 0.9317
S4 0.8931 0.9003 0.9278
Weekly Pivots for week ending 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 1.0163 1.0046 0.9513
R3 0.9876 0.9759 0.9434
R2 0.9589 0.9589 0.9408
R1 0.9472 0.9472 0.9381 0.9531
PP 0.9302 0.9302 0.9302 0.9331
S1 0.9185 0.9185 0.9329 0.9244
S2 0.9015 0.9015 0.9302
S3 0.8728 0.8898 0.9276
S4 0.8441 0.8611 0.9197
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9419 0.9132 0.0287 3.1% 0.0100 1.1% 78% True False 960
10 0.9419 0.9079 0.0340 3.6% 0.0101 1.1% 81% True False 905
20 0.9419 0.8768 0.0651 7.0% 0.0090 1.0% 90% True False 661
40 0.9419 0.8631 0.0788 8.4% 0.0070 0.8% 92% True False 383
60 0.9419 0.8631 0.0788 8.4% 0.0057 0.6% 92% True False 396
80 0.9419 0.8580 0.0839 9.0% 0.0047 0.5% 92% True False 303
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 0.0018
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0014
2.618 0.9786
1.618 0.9646
1.000 0.9559
0.618 0.9506
HIGH 0.9419
0.618 0.9366
0.500 0.9349
0.382 0.9332
LOW 0.9279
0.618 0.9192
1.000 0.9139
1.618 0.9052
2.618 0.8912
4.250 0.8684
Fisher Pivots for day following 23-Nov-2007
Pivot 1 day 3 day
R1 0.9353 0.9343
PP 0.9351 0.9330
S1 0.9349 0.9318

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

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