CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 07-Dec-2007
Day Change Summary
Previous Current
06-Dec-2007 07-Dec-2007 Change Change % Previous Week
Open 0.9117 0.9092 -0.0025 -0.3% 0.9113
High 0.9137 0.9093 -0.0044 -0.5% 0.9235
Low 0.9071 0.9039 -0.0032 -0.4% 0.9039
Close 0.9076 0.9053 -0.0023 -0.3% 0.9053
Range 0.0066 0.0054 -0.0012 -18.2% 0.0196
ATR 0.0097 0.0094 -0.0003 -3.2% 0.0000
Volume 4,656 8,326 3,670 78.8% 21,509
Daily Pivots for day following 07-Dec-2007
Classic Woodie Camarilla DeMark
R4 0.9224 0.9192 0.9083
R3 0.9170 0.9138 0.9068
R2 0.9116 0.9116 0.9063
R1 0.9084 0.9084 0.9058 0.9073
PP 0.9062 0.9062 0.9062 0.9056
S1 0.9030 0.9030 0.9048 0.9019
S2 0.9008 0.9008 0.9043
S3 0.8954 0.8976 0.9038
S4 0.8900 0.8922 0.9023
Weekly Pivots for week ending 07-Dec-2007
Classic Woodie Camarilla DeMark
R4 0.9697 0.9571 0.9161
R3 0.9501 0.9375 0.9107
R2 0.9305 0.9305 0.9089
R1 0.9179 0.9179 0.9071 0.9144
PP 0.9109 0.9109 0.9109 0.9092
S1 0.8983 0.8983 0.9035 0.8948
S2 0.8913 0.8913 0.9017
S3 0.8717 0.8787 0.8999
S4 0.8521 0.8591 0.8945
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9235 0.9039 0.0196 2.2% 0.0075 0.8% 7% False True 4,301
10 0.9444 0.9039 0.0405 4.5% 0.0102 1.1% 3% False True 3,061
20 0.9444 0.9039 0.0405 4.5% 0.0101 1.1% 3% False True 1,983
40 0.9444 0.8631 0.0813 9.0% 0.0085 0.9% 52% False False 1,125
60 0.9444 0.8631 0.0813 9.0% 0.0073 0.8% 52% False False 904
80 0.9444 0.8631 0.0813 9.0% 0.0057 0.6% 52% False False 684
100 0.9444 0.8484 0.0960 10.6% 0.0048 0.5% 59% False False 550
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 0.9323
2.618 0.9234
1.618 0.9180
1.000 0.9147
0.618 0.9126
HIGH 0.9093
0.618 0.9072
0.500 0.9066
0.382 0.9060
LOW 0.9039
0.618 0.9006
1.000 0.8985
1.618 0.8952
2.618 0.8898
4.250 0.8810
Fisher Pivots for day following 07-Dec-2007
Pivot 1 day 3 day
R1 0.9066 0.9128
PP 0.9062 0.9103
S1 0.9057 0.9078

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

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