CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 21-Aug-2007
Day Change Summary
Previous Current
20-Aug-2007 21-Aug-2007 Change Change % Previous Week
Open 0.8895 0.8951 0.0056 0.6% 0.8671
High 0.8895 0.8951 0.0056 0.6% 0.9098
Low 0.8895 0.8951 0.0056 0.6% 0.8663
Close 0.8920 0.8953 0.0033 0.4% 0.8990
Range
ATR 0.0059 0.0057 -0.0002 -3.4% 0.0000
Volume 33 1 -32 -97.0% 68
Daily Pivots for day following 21-Aug-2007
Classic Woodie Camarilla DeMark
R4 0.8952 0.8952 0.8953
R3 0.8952 0.8952 0.8953
R2 0.8952 0.8952 0.8953
R1 0.8952 0.8952 0.8953 0.8952
PP 0.8952 0.8952 0.8952 0.8952
S1 0.8952 0.8952 0.8953 0.8952
S2 0.8952 0.8952 0.8953
S3 0.8952 0.8952 0.8953
S4 0.8952 0.8952 0.8953
Weekly Pivots for week ending 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.0222 1.0041 0.9229
R3 0.9787 0.9606 0.9110
R2 0.9352 0.9352 0.9070
R1 0.9171 0.9171 0.9030 0.9262
PP 0.8917 0.8917 0.8917 0.8962
S1 0.8736 0.8736 0.8950 0.8827
S2 0.8482 0.8482 0.8910
S3 0.8047 0.8301 0.8870
S4 0.7612 0.7866 0.8751
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9098 0.8780 0.0318 3.6% 0.0047 0.5% 54% False False 20
10 0.9098 0.8580 0.0518 5.8% 0.0024 0.3% 72% False False 11
20 0.9098 0.8539 0.0559 6.2% 0.0012 0.1% 74% False False 11
Crabel Price Patterns
NR False
NR4 False
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 0.0002
Fibonacci Retracements and Extensions
4.250 0.8951
2.618 0.8951
1.618 0.8951
1.000 0.8951
0.618 0.8951
HIGH 0.8951
0.618 0.8951
0.500 0.8951
0.382 0.8951
LOW 0.8951
0.618 0.8951
1.000 0.8951
1.618 0.8951
2.618 0.8951
4.250 0.8951
Fisher Pivots for day following 21-Aug-2007
Pivot 1 day 3 day
R1 0.8952 0.8950
PP 0.8952 0.8946
S1 0.8951 0.8943

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

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