CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 19-Dec-2007
Day Change Summary
Previous Current
18-Dec-2007 19-Dec-2007 Change Change % Previous Week
Open 0.8949 0.8910 -0.0039 -0.4% 0.9062
High 0.8963 0.8960 -0.0003 0.0% 0.9150
Low 0.8900 0.8898 -0.0002 0.0% 0.8892
Close 0.8917 0.8909 -0.0008 -0.1% 0.8911
Range 0.0063 0.0062 -0.0001 -1.6% 0.0258
ATR 0.0093 0.0091 -0.0002 -2.4% 0.0000
Volume 70,055 77,535 7,480 10.7% 295,388
Daily Pivots for day following 19-Dec-2007
Classic Woodie Camarilla DeMark
R4 0.9108 0.9071 0.8943
R3 0.9046 0.9009 0.8926
R2 0.8984 0.8984 0.8920
R1 0.8947 0.8947 0.8915 0.8935
PP 0.8922 0.8922 0.8922 0.8916
S1 0.8885 0.8885 0.8903 0.8873
S2 0.8860 0.8860 0.8898
S3 0.8798 0.8823 0.8892
S4 0.8736 0.8761 0.8875
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 0.9067 0.8892 0.0175 2.0% 0.0075 0.8% 10% False False 79,796
10 0.9150 0.8892 0.0258 2.9% 0.0083 0.9% 7% False False 52,201
20 0.9444 0.8892 0.0552 6.2% 0.0096 1.1% 3% False False 27,064
40 0.9444 0.8768 0.0676 7.6% 0.0090 1.0% 21% False False 13,831
60 0.9444 0.8631 0.0813 9.1% 0.0077 0.9% 34% False False 9,376
80 0.9444 0.8631 0.0813 9.1% 0.0064 0.7% 34% False False 7,043
100 0.9444 0.8580 0.0864 9.7% 0.0055 0.6% 38% False False 5,640
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9224
2.618 0.9122
1.618 0.9060
1.000 0.9022
0.618 0.8998
HIGH 0.8960
0.618 0.8936
0.500 0.8929
0.382 0.8922
LOW 0.8898
0.618 0.8860
1.000 0.8836
1.618 0.8798
2.618 0.8736
4.250 0.8635
Fisher Pivots for day following 19-Dec-2007
Pivot 1 day 3 day
R1 0.8929 0.8931
PP 0.8922 0.8923
S1 0.8916 0.8916

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

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