CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 04-Dec-2007
Day Change Summary
Previous Current
03-Dec-2007 04-Dec-2007 Change Change % Previous Week
Open 0.9113 0.9161 0.0048 0.5% 0.9350
High 0.9188 0.9235 0.0047 0.5% 0.9444
Low 0.9110 0.9160 0.0050 0.5% 0.9096
Close 0.9160 0.9205 0.0045 0.5% 0.9106
Range 0.0078 0.0075 -0.0003 -3.8% 0.0348
ATR 0.0100 0.0098 -0.0002 -1.8% 0.0000
Volume 1,912 3,047 1,135 59.4% 9,109
Daily Pivots for day following 04-Dec-2007
Classic Woodie Camarilla DeMark
R4 0.9425 0.9390 0.9246
R3 0.9350 0.9315 0.9226
R2 0.9275 0.9275 0.9219
R1 0.9240 0.9240 0.9212 0.9258
PP 0.9200 0.9200 0.9200 0.9209
S1 0.9165 0.9165 0.9198 0.9183
S2 0.9125 0.9125 0.9191
S3 0.9050 0.9090 0.9184
S4 0.8975 0.9015 0.9164
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 0.9340 0.9096 0.0244 2.7% 0.0103 1.1% 45% False False 2,359
10 0.9444 0.9096 0.0348 3.8% 0.0112 1.2% 31% False False 1,654
20 0.9444 0.8845 0.0599 6.5% 0.0111 1.2% 60% False False 1,221
40 0.9444 0.8631 0.0813 8.8% 0.0083 0.9% 71% False False 719
60 0.9444 0.8631 0.0813 8.8% 0.0069 0.8% 71% False False 628
80 0.9444 0.8631 0.0813 8.8% 0.0057 0.6% 71% False False 478
100 0.9444 0.8435 0.1009 11.0% 0.0046 0.5% 76% False False 384
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 0.0016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9554
2.618 0.9431
1.618 0.9356
1.000 0.9310
0.618 0.9281
HIGH 0.9235
0.618 0.9206
0.500 0.9198
0.382 0.9189
LOW 0.9160
0.618 0.9114
1.000 0.9085
1.618 0.9039
2.618 0.8964
4.250 0.8841
Fisher Pivots for day following 04-Dec-2007
Pivot 1 day 3 day
R1 0.9203 0.9192
PP 0.9200 0.9179
S1 0.9198 0.9166

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

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