CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 17-Dec-2007
Day Change Summary
Previous Current
14-Dec-2007 17-Dec-2007 Change Change % Previous Week
Open 0.9001 0.8918 -0.0083 -0.9% 0.9062
High 0.9002 0.8957 -0.0045 -0.5% 0.9150
Low 0.8892 0.8900 0.0008 0.1% 0.8892
Close 0.8911 0.8943 0.0032 0.4% 0.8911
Range 0.0110 0.0057 -0.0053 -48.2% 0.0258
ATR 0.0098 0.0095 -0.0003 -3.0% 0.0000
Volume 79,425 66,050 -13,375 -16.8% 295,388
Daily Pivots for day following 17-Dec-2007
Classic Woodie Camarilla DeMark
R4 0.9104 0.9081 0.8974
R3 0.9047 0.9024 0.8959
R2 0.8990 0.8990 0.8953
R1 0.8967 0.8967 0.8948 0.8979
PP 0.8933 0.8933 0.8933 0.8939
S1 0.8910 0.8910 0.8938 0.8922
S2 0.8876 0.8876 0.8933
S3 0.8819 0.8853 0.8927
S4 0.8762 0.8796 0.8912
Weekly Pivots for week ending 14-Dec-2007
Classic Woodie Camarilla DeMark
R4 0.9758 0.9593 0.9053
R3 0.9500 0.9335 0.8982
R2 0.9242 0.9242 0.8958
R1 0.9077 0.9077 0.8935 0.9031
PP 0.8984 0.8984 0.8984 0.8961
S1 0.8819 0.8819 0.8887 0.8773
S2 0.8726 0.8726 0.8864
S3 0.8468 0.8561 0.8840
S4 0.8210 0.8303 0.8769
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9150 0.8892 0.0258 2.9% 0.0109 1.2% 20% False False 69,830
10 0.9235 0.8892 0.0343 3.8% 0.0088 1.0% 15% False False 38,103
20 0.9444 0.8892 0.0552 6.2% 0.0100 1.1% 9% False False 19,744
40 0.9444 0.8768 0.0676 7.6% 0.0090 1.0% 26% False False 10,148
60 0.9444 0.8631 0.0813 9.1% 0.0076 0.9% 38% False False 6,920
80 0.9444 0.8631 0.0813 9.1% 0.0062 0.7% 38% False False 5,198
100 0.9444 0.8580 0.0864 9.7% 0.0054 0.6% 42% False False 4,164
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9199
2.618 0.9106
1.618 0.9049
1.000 0.9014
0.618 0.8992
HIGH 0.8957
0.618 0.8935
0.500 0.8929
0.382 0.8922
LOW 0.8900
0.618 0.8865
1.000 0.8843
1.618 0.8808
2.618 0.8751
4.250 0.8658
Fisher Pivots for day following 17-Dec-2007
Pivot 1 day 3 day
R1 0.8938 0.8980
PP 0.8933 0.8967
S1 0.8929 0.8955

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

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