CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 16-Jan-2008
Day Change Summary
Previous Current
15-Jan-2008 16-Jan-2008 Change Change % Previous Week
Open 0.9290 0.9406 0.0116 1.2% 0.9291
High 0.9435 0.9493 0.0058 0.6% 0.9293
Low 0.9282 0.9314 0.0032 0.3% 0.9139
Close 0.9394 0.9342 -0.0052 -0.6% 0.9237
Range 0.0153 0.0179 0.0026 17.0% 0.0154
ATR 0.0107 0.0112 0.0005 4.8% 0.0000
Volume 147,855 187,688 39,833 26.9% 644,542
Daily Pivots for day following 16-Jan-2008
Classic Woodie Camarilla DeMark
R4 0.9920 0.9810 0.9440
R3 0.9741 0.9631 0.9391
R2 0.9562 0.9562 0.9375
R1 0.9452 0.9452 0.9358 0.9418
PP 0.9383 0.9383 0.9383 0.9366
S1 0.9273 0.9273 0.9326 0.9239
S2 0.9204 0.9204 0.9309
S3 0.9025 0.9094 0.9293
S4 0.8846 0.8915 0.9244
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 0.9493 0.9139 0.0354 3.8% 0.0129 1.4% 57% True False 121,717
10 0.9493 0.9139 0.0354 3.8% 0.0123 1.3% 57% True False 121,249
20 0.9493 0.8792 0.0701 7.5% 0.0106 1.1% 78% True False 93,246
40 0.9493 0.8792 0.0701 7.5% 0.0103 1.1% 78% True False 56,495
60 0.9493 0.8768 0.0725 7.8% 0.0095 1.0% 79% True False 37,847
80 0.9493 0.8631 0.0862 9.2% 0.0084 0.9% 82% True False 28,501
100 0.9493 0.8631 0.0862 9.2% 0.0071 0.8% 82% True False 22,808
120 0.9493 0.8580 0.0913 9.8% 0.0062 0.7% 83% True False 19,011
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0254
2.618 0.9962
1.618 0.9783
1.000 0.9672
0.618 0.9604
HIGH 0.9493
0.618 0.9425
0.500 0.9404
0.382 0.9382
LOW 0.9314
0.618 0.9203
1.000 0.9135
1.618 0.9024
2.618 0.8845
4.250 0.8553
Fisher Pivots for day following 16-Jan-2008
Pivot 1 day 3 day
R1 0.9404 0.9362
PP 0.9383 0.9355
S1 0.9363 0.9349

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

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