CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 29-Nov-2007
Day Change Summary
Previous Current
28-Nov-2007 29-Nov-2007 Change Change % Previous Week
Open 0.9326 0.9205 -0.0121 -1.3% 0.9149
High 0.9340 0.9245 -0.0095 -1.0% 0.9419
Low 0.9171 0.9180 0.0009 0.1% 0.9132
Close 0.9209 0.9218 0.0009 0.1% 0.9355
Range 0.0169 0.0065 -0.0104 -61.5% 0.0287
ATR 0.0102 0.0100 -0.0003 -2.6% 0.0000
Volume 1,756 3,729 1,973 112.4% 4,803
Daily Pivots for day following 29-Nov-2007
Classic Woodie Camarilla DeMark
R4 0.9409 0.9379 0.9254
R3 0.9344 0.9314 0.9236
R2 0.9279 0.9279 0.9230
R1 0.9249 0.9249 0.9224 0.9264
PP 0.9214 0.9214 0.9214 0.9222
S1 0.9184 0.9184 0.9212 0.9199
S2 0.9149 0.9149 0.9206
S3 0.9084 0.9119 0.9200
S4 0.9019 0.9054 0.9182
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 0.9171 0.0273 3.0% 0.0131 1.4% 17% False False 1,714
10 0.9444 0.9106 0.0338 3.7% 0.0113 1.2% 33% False False 1,413
20 0.9444 0.8800 0.0644 7.0% 0.0105 1.1% 65% False False 1,019
40 0.9444 0.8631 0.0813 8.8% 0.0078 0.9% 72% False False 569
60 0.9444 0.8631 0.0813 8.8% 0.0065 0.7% 72% False False 524
80 0.9444 0.8631 0.0813 8.8% 0.0053 0.6% 72% False False 400
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9521
2.618 0.9415
1.618 0.9350
1.000 0.9310
0.618 0.9285
HIGH 0.9245
0.618 0.9220
0.500 0.9213
0.382 0.9205
LOW 0.9180
0.618 0.9140
1.000 0.9115
1.618 0.9075
2.618 0.9010
4.250 0.8904
Fisher Pivots for day following 29-Nov-2007
Pivot 1 day 3 day
R1 0.9216 0.9301
PP 0.9214 0.9273
S1 0.9213 0.9246

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

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