CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 10-Dec-2007
Day Change Summary
Previous Current
07-Dec-2007 10-Dec-2007 Change Change % Previous Week
Open 0.9092 0.9062 -0.0030 -0.3% 0.9113
High 0.9093 0.9078 -0.0015 -0.2% 0.9235
Low 0.9039 0.9037 -0.0002 0.0% 0.9039
Close 0.9053 0.9055 0.0002 0.0% 0.9053
Range 0.0054 0.0041 -0.0013 -24.1% 0.0196
ATR 0.0094 0.0090 -0.0004 -4.0% 0.0000
Volume 8,326 12,285 3,959 47.5% 21,509
Daily Pivots for day following 10-Dec-2007
Classic Woodie Camarilla DeMark
R4 0.9180 0.9158 0.9078
R3 0.9139 0.9117 0.9066
R2 0.9098 0.9098 0.9063
R1 0.9076 0.9076 0.9059 0.9067
PP 0.9057 0.9057 0.9057 0.9052
S1 0.9035 0.9035 0.9051 0.9026
S2 0.9016 0.9016 0.9047
S3 0.8975 0.8994 0.9044
S4 0.8934 0.8953 0.9032
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 0.9037 0.0198 2.2% 0.0067 0.7% 9% False True 6,376
10 0.9431 0.9037 0.0394 4.4% 0.0092 1.0% 5% False True 4,153
20 0.9444 0.9037 0.0407 4.5% 0.0097 1.1% 4% False True 2,555
40 0.9444 0.8685 0.0759 8.4% 0.0085 0.9% 49% False False 1,430
60 0.9444 0.8631 0.0813 9.0% 0.0073 0.8% 52% False False 1,108
80 0.9444 0.8631 0.0813 9.0% 0.0057 0.6% 52% False False 838
100 0.9444 0.8484 0.0960 10.6% 0.0048 0.5% 59% False False 672
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 0.9252
2.618 0.9185
1.618 0.9144
1.000 0.9119
0.618 0.9103
HIGH 0.9078
0.618 0.9062
0.500 0.9058
0.382 0.9053
LOW 0.9037
0.618 0.9012
1.000 0.8996
1.618 0.8971
2.618 0.8930
4.250 0.8863
Fisher Pivots for day following 10-Dec-2007
Pivot 1 day 3 day
R1 0.9058 0.9087
PP 0.9057 0.9076
S1 0.9056 0.9066

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

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