CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 26-Nov-2007
Day Change Summary
Previous Current
23-Nov-2007 26-Nov-2007 Change Change % Previous Week
Open 0.9327 0.9350 0.0023 0.2% 0.9149
High 0.9419 0.9444 0.0025 0.3% 0.9419
Low 0.9279 0.9310 0.0031 0.3% 0.9132
Close 0.9355 0.9389 0.0034 0.4% 0.9355
Range 0.0140 0.0134 -0.0006 -4.3% 0.0287
ATR 0.0090 0.0093 0.0003 3.5% 0.0000
Volume 817 1,370 553 67.7% 4,803
Daily Pivots for day following 26-Nov-2007
Classic Woodie Camarilla DeMark
R4 0.9783 0.9720 0.9463
R3 0.9649 0.9586 0.9426
R2 0.9515 0.9515 0.9414
R1 0.9452 0.9452 0.9401 0.9484
PP 0.9381 0.9381 0.9381 0.9397
S1 0.9318 0.9318 0.9377 0.9350
S2 0.9247 0.9247 0.9364
S3 0.9113 0.9184 0.9352
S4 0.8979 0.9050 0.9315
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 0.9444 0.9167 0.0277 3.0% 0.0106 1.1% 80% True False 842
10 0.9444 0.9079 0.0365 3.9% 0.0101 1.1% 85% True False 957
20 0.9444 0.8768 0.0676 7.2% 0.0096 1.0% 92% True False 723
40 0.9444 0.8631 0.0813 8.7% 0.0072 0.8% 93% True False 417
60 0.9444 0.8631 0.0813 8.7% 0.0059 0.6% 93% True False 418
80 0.9444 0.8580 0.0864 9.2% 0.0049 0.5% 94% True False 320
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 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0014
2.618 0.9795
1.618 0.9661
1.000 0.9578
0.618 0.9527
HIGH 0.9444
0.618 0.9393
0.500 0.9377
0.382 0.9361
LOW 0.9310
0.618 0.9227
1.000 0.9176
1.618 0.9093
2.618 0.8959
4.250 0.8741
Fisher Pivots for day following 26-Nov-2007
Pivot 1 day 3 day
R1 0.9385 0.9380
PP 0.9381 0.9371
S1 0.9377 0.9362

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

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