CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 23-Jan-2008
Day Change Summary
Previous Current
22-Jan-2008 23-Jan-2008 Change Change % Previous Week
Open 0.9406 0.9414 0.0008 0.1% 0.9253
High 0.9514 0.9565 0.0051 0.5% 0.9493
Low 0.9380 0.9349 -0.0031 -0.3% 0.9231
Close 0.9430 0.9493 0.0063 0.7% 0.9394
Range 0.0134 0.0216 0.0082 61.2% 0.0262
ATR 0.0114 0.0121 0.0007 6.4% 0.0000
Volume 0 262,546 262,546 700,935
Daily Pivots for day following 23-Jan-2008
Classic Woodie Camarilla DeMark
R4 1.0117 1.0021 0.9612
R3 0.9901 0.9805 0.9552
R2 0.9685 0.9685 0.9533
R1 0.9589 0.9589 0.9513 0.9637
PP 0.9469 0.9469 0.9469 0.9493
S1 0.9373 0.9373 0.9473 0.9421
S2 0.9253 0.9253 0.9453
S3 0.9037 0.9157 0.9434
S4 0.8821 0.8941 0.9374
Weekly Pivots for week ending 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 1.0159 1.0038 0.9538
R3 0.9897 0.9776 0.9466
R2 0.9635 0.9635 0.9442
R1 0.9514 0.9514 0.9418 0.9575
PP 0.9373 0.9373 0.9373 0.9403
S1 0.9252 0.9252 0.9370 0.9313
S2 0.9111 0.9111 0.9346
S3 0.8849 0.8990 0.9322
S4 0.8587 0.8728 0.9250
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9565 0.9314 0.0251 2.6% 0.0151 1.6% 71% True False 163,125
10 0.9565 0.9139 0.0426 4.5% 0.0133 1.4% 83% True False 135,884
20 0.9565 0.8792 0.0773 8.1% 0.0121 1.3% 91% True False 108,809
40 0.9565 0.8792 0.0773 8.1% 0.0107 1.1% 91% True False 72,123
60 0.9565 0.8768 0.0797 8.4% 0.0102 1.1% 91% True False 48,302
80 0.9565 0.8631 0.0934 9.8% 0.0089 0.9% 92% True False 36,253
100 0.9565 0.8631 0.0934 9.8% 0.0077 0.8% 92% True False 29,087
120 0.9565 0.8580 0.0985 10.4% 0.0067 0.7% 93% True False 24,243
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0031
Widest range in 136 trading days
Fibonacci Retracements and Extensions
4.250 1.0483
2.618 1.0130
1.618 0.9914
1.000 0.9781
0.618 0.9698
HIGH 0.9565
0.618 0.9482
0.500 0.9457
0.382 0.9432
LOW 0.9349
0.618 0.9216
1.000 0.9133
1.618 0.9000
2.618 0.8784
4.250 0.8431
Fisher Pivots for day following 23-Jan-2008
Pivot 1 day 3 day
R1 0.9481 0.9480
PP 0.9469 0.9466
S1 0.9457 0.9453

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

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