CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 03-Mar-2008
Day Change Summary
Previous Current
29-Feb-2008 03-Mar-2008 Change Change % Previous Week
Open 0.9504 0.9659 0.0155 1.6% 0.9334
High 0.9657 0.9757 0.0100 1.0% 0.9657
Low 0.9498 0.9651 0.0153 1.6% 0.9252
Close 0.9629 0.9705 0.0076 0.8% 0.9629
Range 0.0159 0.0106 -0.0053 -33.3% 0.0405
ATR 0.0108 0.0109 0.0001 1.3% 0.0000
Volume 127,477 149,217 21,740 17.1% 635,571
Daily Pivots for day following 03-Mar-2008
Classic Woodie Camarilla DeMark
R4 1.0022 0.9970 0.9763
R3 0.9916 0.9864 0.9734
R2 0.9810 0.9810 0.9724
R1 0.9758 0.9758 0.9715 0.9784
PP 0.9704 0.9704 0.9704 0.9718
S1 0.9652 0.9652 0.9695 0.9678
S2 0.9598 0.9598 0.9686
S3 0.9492 0.9546 0.9676
S4 0.9386 0.9440 0.9647
Weekly Pivots for week ending 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 1.0728 1.0583 0.9852
R3 1.0323 1.0178 0.9740
R2 0.9918 0.9918 0.9703
R1 0.9773 0.9773 0.9666 0.9846
PP 0.9513 0.9513 0.9513 0.9549
S1 0.9368 0.9368 0.9592 0.9441
S2 0.9108 0.9108 0.9555
S3 0.8703 0.8963 0.9518
S4 0.8298 0.8558 0.9406
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9757 0.9260 0.0497 5.1% 0.0124 1.3% 90% True False 135,890
10 0.9757 0.9244 0.0513 5.3% 0.0107 1.1% 90% True False 124,526
20 0.9757 0.9225 0.0532 5.5% 0.0099 1.0% 90% True False 120,475
40 0.9757 0.9139 0.0618 6.4% 0.0108 1.1% 92% True False 127,558
60 0.9757 0.8792 0.0965 9.9% 0.0103 1.1% 95% True False 103,825
80 0.9757 0.8792 0.0965 9.9% 0.0105 1.1% 95% True False 78,174
100 0.9757 0.8631 0.1126 11.6% 0.0095 1.0% 95% True False 62,583
120 0.9757 0.8631 0.1126 11.6% 0.0086 0.9% 95% True False 52,227
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0019
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0208
2.618 1.0035
1.618 0.9929
1.000 0.9863
0.618 0.9823
HIGH 0.9757
0.618 0.9717
0.500 0.9704
0.382 0.9691
LOW 0.9651
0.618 0.9585
1.000 0.9545
1.618 0.9479
2.618 0.9373
4.250 0.9201
Fisher Pivots for day following 03-Mar-2008
Pivot 1 day 3 day
R1 0.9705 0.9661
PP 0.9704 0.9616
S1 0.9704 0.9572

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

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