CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 30-Nov-2007
Day Change Summary
Previous Current
29-Nov-2007 30-Nov-2007 Change Change % Previous Week
Open 0.9205 0.9214 0.0009 0.1% 0.9350
High 0.9245 0.9222 -0.0023 -0.2% 0.9444
Low 0.9180 0.9096 -0.0084 -0.9% 0.9096
Close 0.9218 0.9106 -0.0112 -1.2% 0.9106
Range 0.0065 0.0126 0.0061 93.8% 0.0348
ATR 0.0100 0.0101 0.0002 1.9% 0.0000
Volume 3,729 1,352 -2,377 -63.7% 9,109
Daily Pivots for day following 30-Nov-2007
Classic Woodie Camarilla DeMark
R4 0.9519 0.9439 0.9175
R3 0.9393 0.9313 0.9141
R2 0.9267 0.9267 0.9129
R1 0.9187 0.9187 0.9118 0.9164
PP 0.9141 0.9141 0.9141 0.9130
S1 0.9061 0.9061 0.9094 0.9038
S2 0.9015 0.9015 0.9083
S3 0.8889 0.8935 0.9071
S4 0.8763 0.8809 0.9037
Weekly Pivots for week ending 30-Nov-2007
Classic Woodie Camarilla DeMark
R4 1.0259 1.0031 0.9297
R3 0.9911 0.9683 0.9202
R2 0.9563 0.9563 0.9170
R1 0.9335 0.9335 0.9138 0.9275
PP 0.9215 0.9215 0.9215 0.9186
S1 0.8987 0.8987 0.9074 0.8927
S2 0.8867 0.8867 0.9042
S3 0.8519 0.8639 0.9010
S4 0.8171 0.8291 0.8915
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9444 0.9096 0.0348 3.8% 0.0128 1.4% 3% False True 1,821
10 0.9444 0.9096 0.0348 3.8% 0.0114 1.3% 3% False True 1,391
20 0.9444 0.8842 0.0602 6.6% 0.0107 1.2% 44% False False 1,077
40 0.9444 0.8631 0.0813 8.9% 0.0080 0.9% 58% False False 602
60 0.9444 0.8631 0.0813 8.9% 0.0067 0.7% 58% False False 545
80 0.9444 0.8631 0.0813 8.9% 0.0055 0.6% 58% False False 416
100 0.9444 0.8417 0.1027 11.3% 0.0044 0.5% 67% False False 335
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9758
2.618 0.9552
1.618 0.9426
1.000 0.9348
0.618 0.9300
HIGH 0.9222
0.618 0.9174
0.500 0.9159
0.382 0.9144
LOW 0.9096
0.618 0.9018
1.000 0.8970
1.618 0.8892
2.618 0.8766
4.250 0.8561
Fisher Pivots for day following 30-Nov-2007
Pivot 1 day 3 day
R1 0.9159 0.9218
PP 0.9141 0.9181
S1 0.9124 0.9143

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

View Archives - Comment on this page... - Back to Index of Symbols