CME Japanese Yen Future March 2008

Trading Metrics calculated at close of trading on 06-Dec-2007

Day Change Summary
	Previous	Current
	05-Dec-2007	06-Dec-2007	Change	Change %	Previous Week
Open	0.9210	0.9117	-0.0093	-1.0%	0.9350
High	0.9216	0.9137	-0.0079	-0.9%	0.9444
Low	0.9116	0.9071	-0.0045	-0.5%	0.9096
Close	0.9149	0.9076	-0.0073	-0.8%	0.9106
Range	0.0100	0.0066	-0.0034	-34.0%	0.0348
ATR	0.0098	0.0097	-0.0001	-1.5%	0.0000
Volume	3,568	4,656	1,088	30.5%	9,109

Daily Pivots for day following 06-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.9293	0.9250	0.9112
R3	0.9227	0.9184	0.9094
R2	0.9161	0.9161	0.9088
R1	0.9118	0.9118	0.9082	0.9107
PP	0.9095	0.9095	0.9095	0.9089
S1	0.9052	0.9052	0.9070	0.9041
S2	0.9029	0.9029	0.9064
S3	0.8963	0.8986	0.9058
S4	0.8897	0.8920	0.9040

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	0.9235	0.9071	0.0164	1.8%	0.0089	1.0%	3%	False	True	2,907
10	0.9444	0.9071	0.0373	4.1%	0.0110	1.2%	1%	False	True	2,310
20	0.9444	0.8992	0.0452	5.0%	0.0107	1.2%	19%	False	False	1,603
40	0.9444	0.8631	0.0813	9.0%	0.0085	0.9%	55%	False	False	920
60	0.9444	0.8631	0.0813	9.0%	0.0072	0.8%	55%	False	False	765
80	0.9444	0.8631	0.0813	9.0%	0.0057	0.6%	55%	False	False	581
100	0.9444	0.8484	0.0960	10.6%	0.0047	0.5%	62%	False	False	466

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0017
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9418
2.618	0.9310
1.618	0.9244
1.000	0.9203
0.618	0.9178
HIGH	0.9137
0.618	0.9112
0.500	0.9104
0.382	0.9096
LOW	0.9071
0.618	0.9030
1.000	0.9005
1.618	0.8964
2.618	0.8898
4.250	0.8791

Fisher Pivots for day following 06-Dec-2007
Pivot	1 day	3 day
R1	0.9104	0.9153
PP	0.9095	0.9127
S1	0.9085	0.9102

Download as Excel Spreadsheet

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

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