CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 26-Dec-2007
Day Change Summary
Previous Current
24-Dec-2007 26-Dec-2007 Change Change % Previous Week
Open 0.8849 0.8834 -0.0015 -0.2% 0.8918
High 0.8855 0.8853 -0.0002 0.0% 0.8963
Low 0.8813 0.8823 0.0010 0.1% 0.8830
Close 0.8818 0.8831 0.0013 0.1% 0.8849
Range 0.0042 0.0030 -0.0012 -28.6% 0.0133
ATR 0.0085 0.0082 -0.0004 -4.2% 0.0000
Volume 13,878 26,893 13,015 93.8% 382,728
Daily Pivots for day following 26-Dec-2007
Classic Woodie Camarilla DeMark
R4 0.8926 0.8908 0.8848
R3 0.8896 0.8878 0.8839
R2 0.8866 0.8866 0.8837
R1 0.8848 0.8848 0.8834 0.8842
PP 0.8836 0.8836 0.8836 0.8833
S1 0.8818 0.8818 0.8828 0.8812
S2 0.8806 0.8806 0.8826
S3 0.8776 0.8788 0.8823
S4 0.8746 0.8758 0.8815
Weekly Pivots for week ending 21-Dec-2007
Classic Woodie Camarilla DeMark
R4 0.9280 0.9197 0.8922
R3 0.9147 0.9064 0.8886
R2 0.9014 0.9014 0.8873
R1 0.8931 0.8931 0.8861 0.8906
PP 0.8881 0.8881 0.8881 0.8868
S1 0.8798 0.8798 0.8837 0.8773
S2 0.8748 0.8748 0.8825
S3 0.8615 0.8665 0.8812
S4 0.8482 0.8532 0.8776
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8960 0.8813 0.0147 1.7% 0.0057 0.6% 12% False False 57,478
10 0.9135 0.8813 0.0322 3.6% 0.0076 0.9% 6% False False 68,094
20 0.9340 0.8813 0.0527 6.0% 0.0083 0.9% 3% False False 37,361
40 0.9444 0.8768 0.0676 7.7% 0.0092 1.0% 9% False False 19,063
60 0.9444 0.8631 0.0813 9.2% 0.0077 0.9% 25% False False 12,746
80 0.9444 0.8631 0.0813 9.2% 0.0067 0.8% 25% False False 9,665
100 0.9444 0.8580 0.0864 9.8% 0.0057 0.6% 29% False False 7,737
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 0.8981
2.618 0.8932
1.618 0.8902
1.000 0.8883
0.618 0.8872
HIGH 0.8853
0.618 0.8842
0.500 0.8838
0.382 0.8834
LOW 0.8823
0.618 0.8804
1.000 0.8793
1.618 0.8774
2.618 0.8744
4.250 0.8696
Fisher Pivots for day following 26-Dec-2007
Pivot 1 day 3 day
R1 0.8838 0.8874
PP 0.8836 0.8860
S1 0.8833 0.8845

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

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