CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 08-Feb-2008
Day Change Summary
Previous Current
07-Feb-2008 08-Feb-2008 Change Change % Previous Week
Open 0.9418 0.9334 -0.0084 -0.9% 0.9417
High 0.9467 0.9355 -0.0112 -1.2% 0.9467
Low 0.9296 0.9304 0.0008 0.1% 0.9296
Close 0.9331 0.9336 0.0005 0.1% 0.9336
Range 0.0171 0.0051 -0.0120 -70.2% 0.0171
ATR 0.0110 0.0106 -0.0004 -3.8% 0.0000
Volume 103,630 181,989 78,359 75.6% 650,213
Daily Pivots for day following 08-Feb-2008
Classic Woodie Camarilla DeMark
R4 0.9485 0.9461 0.9364
R3 0.9434 0.9410 0.9350
R2 0.9383 0.9383 0.9345
R1 0.9359 0.9359 0.9341 0.9371
PP 0.9332 0.9332 0.9332 0.9338
S1 0.9308 0.9308 0.9331 0.9320
S2 0.9281 0.9281 0.9327
S3 0.9230 0.9257 0.9322
S4 0.9179 0.9206 0.9308
Weekly Pivots for week ending 08-Feb-2008
Classic Woodie Camarilla DeMark
R4 0.9879 0.9779 0.9430
R3 0.9708 0.9608 0.9383
R2 0.9537 0.9537 0.9367
R1 0.9437 0.9437 0.9352 0.9402
PP 0.9366 0.9366 0.9366 0.9349
S1 0.9266 0.9266 0.9320 0.9231
S2 0.9195 0.9195 0.9305
S3 0.9024 0.9095 0.9289
S4 0.8853 0.8924 0.9242
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9467 0.9296 0.0171 1.8% 0.0086 0.9% 23% False False 130,042
10 0.9490 0.9296 0.0194 2.1% 0.0091 1.0% 21% False False 125,534
20 0.9565 0.9169 0.0396 4.2% 0.0113 1.2% 42% False False 134,700
40 0.9565 0.8792 0.0773 8.3% 0.0105 1.1% 70% False False 110,393
60 0.9565 0.8792 0.0773 8.3% 0.0103 1.1% 70% False False 74,865
80 0.9565 0.8685 0.0880 9.4% 0.0097 1.0% 74% False False 56,232
100 0.9565 0.8631 0.0934 10.0% 0.0086 0.9% 75% False False 45,079
120 0.9565 0.8631 0.0934 10.0% 0.0074 0.8% 75% False False 37,570
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 0.9572
2.618 0.9489
1.618 0.9438
1.000 0.9406
0.618 0.9387
HIGH 0.9355
0.618 0.9336
0.500 0.9330
0.382 0.9323
LOW 0.9304
0.618 0.9272
1.000 0.9253
1.618 0.9221
2.618 0.9170
4.250 0.9087
Fisher Pivots for day following 08-Feb-2008
Pivot 1 day 3 day
R1 0.9334 0.9382
PP 0.9332 0.9366
S1 0.9330 0.9351

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

View Archives - Comment on this page... - Back to Index of Symbols