CME Japanese Yen Future March 2008


Trading Metrics calculated at close of trading on 21-Feb-2008
Day Change Summary
Previous Current
20-Feb-2008 21-Feb-2008 Change Change % Previous Week
Open 0.9291 0.9270 -0.0021 -0.2% 0.9343
High 0.9323 0.9350 0.0027 0.3% 0.9427
Low 0.9244 0.9246 0.0002 0.0% 0.9225
Close 0.9262 0.9328 0.0066 0.7% 0.9308
Range 0.0079 0.0104 0.0025 31.6% 0.0202
ATR 0.0100 0.0101 0.0000 0.3% 0.0000
Volume 158,223 159,793 1,570 1.0% 514,042
Daily Pivots for day following 21-Feb-2008
Classic Woodie Camarilla DeMark
R4 0.9620 0.9578 0.9385
R3 0.9516 0.9474 0.9357
R2 0.9412 0.9412 0.9347
R1 0.9370 0.9370 0.9338 0.9391
PP 0.9308 0.9308 0.9308 0.9319
S1 0.9266 0.9266 0.9318 0.9287
S2 0.9204 0.9204 0.9309
S3 0.9100 0.9162 0.9299
S4 0.8996 0.9058 0.9271
Weekly Pivots for week ending 15-Feb-2008
Classic Woodie Camarilla DeMark
R4 0.9926 0.9819 0.9419
R3 0.9724 0.9617 0.9364
R2 0.9522 0.9522 0.9345
R1 0.9415 0.9415 0.9327 0.9368
PP 0.9320 0.9320 0.9320 0.9296
S1 0.9213 0.9213 0.9289 0.9166
S2 0.9118 0.9118 0.9271
S3 0.8916 0.9011 0.9252
S4 0.8714 0.8809 0.9197
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9350 0.9225 0.0125 1.3% 0.0090 1.0% 82% True False 107,208
10 0.9467 0.9225 0.0242 2.6% 0.0098 1.0% 43% False False 111,767
20 0.9490 0.9225 0.0265 2.8% 0.0094 1.0% 39% False False 121,571
40 0.9565 0.8792 0.0773 8.3% 0.0107 1.2% 69% False False 115,190
60 0.9565 0.8792 0.0773 8.3% 0.0103 1.1% 69% False False 88,605
80 0.9565 0.8768 0.0797 8.5% 0.0100 1.1% 70% False False 66,619
100 0.9565 0.8631 0.0934 10.0% 0.0090 1.0% 75% False False 53,316
120 0.9565 0.8631 0.0934 10.0% 0.0080 0.9% 75% False False 44,501
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0031
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9792
2.618 0.9622
1.618 0.9518
1.000 0.9454
0.618 0.9414
HIGH 0.9350
0.618 0.9310
0.500 0.9298
0.382 0.9286
LOW 0.9246
0.618 0.9182
1.000 0.9142
1.618 0.9078
2.618 0.8974
4.250 0.8804
Fisher Pivots for day following 21-Feb-2008
Pivot 1 day 3 day
R1 0.9318 0.9318
PP 0.9308 0.9307
S1 0.9298 0.9297

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

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