CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 12-Mar-2008
Day Change Summary
Previous Current
11-Mar-2008 12-Mar-2008 Change Change % Previous Week
Open 0.9832 0.9668 -0.0164 -1.7% 0.9659
High 0.9863 0.9843 -0.0020 -0.2% 0.9870
Low 0.9656 0.9662 0.0006 0.1% 0.9605
Close 0.9675 0.9805 0.0130 1.3% 0.9752
Range 0.0207 0.0181 -0.0026 -12.6% 0.0265
ATR 0.0120 0.0124 0.0004 3.6% 0.0000
Volume 156,003 184,177 28,174 18.1% 700,141
Daily Pivots for day following 12-Mar-2008
Classic Woodie Camarilla DeMark
R4 1.0313 1.0240 0.9905
R3 1.0132 1.0059 0.9855
R2 0.9951 0.9951 0.9838
R1 0.9878 0.9878 0.9822 0.9915
PP 0.9770 0.9770 0.9770 0.9788
S1 0.9697 0.9697 0.9788 0.9734
S2 0.9589 0.9589 0.9772
S3 0.9408 0.9516 0.9755
S4 0.9227 0.9335 0.9705
Weekly Pivots for week ending 07-Mar-2008
Classic Woodie Camarilla DeMark
R4 1.0537 1.0410 0.9898
R3 1.0272 1.0145 0.9825
R2 1.0007 1.0007 0.9801
R1 0.9880 0.9880 0.9776 0.9944
PP 0.9742 0.9742 0.9742 0.9774
S1 0.9615 0.9615 0.9728 0.9679
S2 0.9477 0.9477 0.9703
S3 0.9212 0.9350 0.9679
S4 0.8947 0.9085 0.9606
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9870 0.9620 0.0250 2.5% 0.0162 1.7% 74% False False 156,756
10 0.9870 0.9387 0.0483 4.9% 0.0139 1.4% 87% False False 151,201
20 0.9870 0.9225 0.0645 6.6% 0.0117 1.2% 90% False False 132,412
40 0.9870 0.9225 0.0645 6.6% 0.0114 1.2% 90% False False 135,159
60 0.9870 0.8792 0.1078 11.0% 0.0108 1.1% 94% False False 118,020
80 0.9870 0.8792 0.1078 11.0% 0.0107 1.1% 94% False False 91,677
100 0.9870 0.8768 0.1102 11.2% 0.0101 1.0% 94% False False 73,418
120 0.9870 0.8631 0.1239 12.6% 0.0091 0.9% 95% False False 61,261
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0612
2.618 1.0317
1.618 1.0136
1.000 1.0024
0.618 0.9955
HIGH 0.9843
0.618 0.9774
0.500 0.9753
0.382 0.9731
LOW 0.9662
0.618 0.9550
1.000 0.9481
1.618 0.9369
2.618 0.9188
4.250 0.8893
Fisher Pivots for day following 12-Mar-2008
Pivot 1 day 3 day
R1 0.9788 0.9790
PP 0.9770 0.9775
S1 0.9753 0.9760

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

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