CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 11-Jan-2008
Day Change Summary
Previous Current
10-Jan-2008 11-Jan-2008 Change Change % Previous Week
Open 0.9152 0.9195 0.0043 0.5% 0.9291
High 0.9223 0.9262 0.0039 0.4% 0.9293
Low 0.9139 0.9169 0.0030 0.3% 0.9139
Close 0.9185 0.9237 0.0052 0.6% 0.9237
Range 0.0084 0.0093 0.0009 10.7% 0.0154
ATR 0.0102 0.0101 -0.0001 -0.6% 0.0000
Volume 141,897 131,148 -10,749 -7.6% 644,542
Daily Pivots for day following 11-Jan-2008
Classic Woodie Camarilla DeMark
R4 0.9502 0.9462 0.9288
R3 0.9409 0.9369 0.9263
R2 0.9316 0.9316 0.9254
R1 0.9276 0.9276 0.9246 0.9296
PP 0.9223 0.9223 0.9223 0.9233
S1 0.9183 0.9183 0.9228 0.9203
S2 0.9130 0.9130 0.9220
S3 0.9037 0.9090 0.9211
S4 0.8944 0.8997 0.9186
Weekly Pivots for week ending 11-Jan-2008
Classic Woodie Camarilla DeMark
R4 0.9685 0.9615 0.9322
R3 0.9531 0.9461 0.9279
R2 0.9377 0.9377 0.9265
R1 0.9307 0.9307 0.9251 0.9265
PP 0.9223 0.9223 0.9223 0.9202
S1 0.9153 0.9153 0.9223 0.9111
S2 0.9069 0.9069 0.9209
S3 0.8915 0.8999 0.9195
S4 0.8761 0.8845 0.9152
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9293 0.9139 0.0154 1.7% 0.0097 1.0% 64% False False 128,908
10 0.9340 0.8839 0.0501 5.4% 0.0121 1.3% 79% False False 110,367
20 0.9340 0.8792 0.0548 5.9% 0.0095 1.0% 81% False False 89,038
40 0.9444 0.8792 0.0652 7.1% 0.0099 1.1% 68% False False 48,217
60 0.9444 0.8724 0.0720 7.8% 0.0092 1.0% 71% False False 32,259
80 0.9444 0.8631 0.0813 8.8% 0.0080 0.9% 75% False False 24,312
100 0.9444 0.8631 0.0813 8.8% 0.0068 0.7% 75% False False 19,455
120 0.9444 0.8580 0.0864 9.4% 0.0058 0.6% 76% False False 16,215
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9657
2.618 0.9505
1.618 0.9412
1.000 0.9355
0.618 0.9319
HIGH 0.9262
0.618 0.9226
0.500 0.9216
0.382 0.9205
LOW 0.9169
0.618 0.9112
1.000 0.9076
1.618 0.9019
2.618 0.8926
4.250 0.8774
Fisher Pivots for day following 11-Jan-2008
Pivot 1 day 3 day
R1 0.9230 0.9225
PP 0.9223 0.9213
S1 0.9216 0.9201

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

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