CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 11-Feb-2008
Day Change Summary
Previous Current
08-Feb-2008 11-Feb-2008 Change Change % Previous Week
Open 0.9334 0.9343 0.0009 0.1% 0.9417
High 0.9355 0.9427 0.0072 0.8% 0.9467
Low 0.9304 0.9310 0.0006 0.1% 0.9296
Close 0.9336 0.9373 0.0037 0.4% 0.9336
Range 0.0051 0.0117 0.0066 129.4% 0.0171
ATR 0.0106 0.0107 0.0001 0.8% 0.0000
Volume 181,989 89,145 -92,844 -51.0% 650,213
Daily Pivots for day following 11-Feb-2008
Classic Woodie Camarilla DeMark
R4 0.9721 0.9664 0.9437
R3 0.9604 0.9547 0.9405
R2 0.9487 0.9487 0.9394
R1 0.9430 0.9430 0.9384 0.9459
PP 0.9370 0.9370 0.9370 0.9384
S1 0.9313 0.9313 0.9362 0.9342
S2 0.9253 0.9253 0.9352
S3 0.9136 0.9196 0.9341
S4 0.9019 0.9079 0.9309
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% 0.0099 1.1% 45% False False 118,976
10 0.9490 0.9296 0.0194 2.1% 0.0093 1.0% 40% False False 120,650
20 0.9565 0.9231 0.0334 3.6% 0.0114 1.2% 43% False False 132,600
40 0.9565 0.8792 0.0773 8.2% 0.0105 1.1% 75% False False 110,819
60 0.9565 0.8792 0.0773 8.2% 0.0104 1.1% 75% False False 76,345
80 0.9565 0.8724 0.0841 9.0% 0.0097 1.0% 77% False False 57,344
100 0.9565 0.8631 0.0934 10.0% 0.0087 0.9% 79% False False 45,970
120 0.9565 0.8631 0.0934 10.0% 0.0075 0.8% 79% False False 38,313
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 0.0025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9924
2.618 0.9733
1.618 0.9616
1.000 0.9544
0.618 0.9499
HIGH 0.9427
0.618 0.9382
0.500 0.9369
0.382 0.9355
LOW 0.9310
0.618 0.9238
1.000 0.9193
1.618 0.9121
2.618 0.9004
4.250 0.8813
Fisher Pivots for day following 11-Feb-2008
Pivot 1 day 3 day
R1 0.9372 0.9382
PP 0.9370 0.9379
S1 0.9369 0.9376

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

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