CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 02-Jan-2008
Day Change Summary
Previous Current
31-Dec-2007 02-Jan-2008 Change Change % Previous Week
Open 0.8965 0.9030 0.0065 0.7% 0.8849
High 0.9048 0.9227 0.0179 2.0% 0.8981
Low 0.8945 0.9022 0.0077 0.9% 0.8792
Close 0.9013 0.9207 0.0194 2.2% 0.8936
Range 0.0103 0.0205 0.0102 99.0% 0.0189
ATR 0.0088 0.0097 0.0009 10.2% 0.0000
Volume 39,246 107,375 68,129 173.6% 189,134
Daily Pivots for day following 02-Jan-2008
Classic Woodie Camarilla DeMark
R4 0.9767 0.9692 0.9320
R3 0.9562 0.9487 0.9263
R2 0.9357 0.9357 0.9245
R1 0.9282 0.9282 0.9226 0.9320
PP 0.9152 0.9152 0.9152 0.9171
S1 0.9077 0.9077 0.9188 0.9115
S2 0.8947 0.8947 0.9169
S3 0.8742 0.8872 0.9151
S4 0.8537 0.8667 0.9094
Weekly Pivots for week ending 28-Dec-2007
Classic Woodie Camarilla DeMark
R4 0.9470 0.9392 0.9040
R3 0.9281 0.9203 0.8988
R2 0.9092 0.9092 0.8971
R1 0.9014 0.9014 0.8953 0.9053
PP 0.8903 0.8903 0.8903 0.8923
S1 0.8825 0.8825 0.8919 0.8864
S2 0.8714 0.8714 0.8901
S3 0.8525 0.8636 0.8884
S4 0.8336 0.8447 0.8832
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9227 0.8792 0.0435 4.7% 0.0113 1.2% 95% True False 64,375
10 0.9227 0.8792 0.0435 4.7% 0.0088 1.0% 95% True False 65,243
20 0.9235 0.8792 0.0443 4.8% 0.0088 1.0% 94% False False 51,673
40 0.9444 0.8792 0.0652 7.1% 0.0098 1.1% 64% False False 26,385
60 0.9444 0.8631 0.0813 8.8% 0.0084 0.9% 71% False False 17,653
80 0.9444 0.8631 0.0813 8.8% 0.0073 0.8% 71% False False 13,351
100 0.9444 0.8631 0.0813 8.8% 0.0062 0.7% 71% False False 10,687
120 0.9444 0.8417 0.1027 11.2% 0.0052 0.6% 77% False False 8,907
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 122 trading days
Fibonacci Retracements and Extensions
4.250 1.0098
2.618 0.9764
1.618 0.9559
1.000 0.9432
0.618 0.9354
HIGH 0.9227
0.618 0.9149
0.500 0.9125
0.382 0.9100
LOW 0.9022
0.618 0.8895
1.000 0.8817
1.618 0.8690
2.618 0.8485
4.250 0.8151
Fisher Pivots for day following 02-Jan-2008
Pivot 1 day 3 day
R1 0.9180 0.9149
PP 0.9152 0.9091
S1 0.9125 0.9033

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

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