CME Japanese Yen Future June 2007


Trading Metrics calculated at close of trading on 13-Feb-2007
Day Change Summary
Previous Current
12-Feb-2007 13-Feb-2007 Change Change % Previous Week
Open 0.8339 0.8356 0.0017 0.2% 0.8408
High 0.8357 0.8395 0.0038 0.5% 0.8482
Low 0.8315 0.8356 0.0041 0.5% 0.8354
Close 0.8342 0.8388 0.0046 0.6% 0.8360
Range 0.0042 0.0039 -0.0003 -7.1% 0.0128
ATR 0.0045 0.0046 0.0001 1.2% 0.0000
Volume 598 320 -278 -46.5% 2,127
Daily Pivots for day following 13-Feb-2007
Classic Woodie Camarilla DeMark
R4 0.8497 0.8481 0.8409
R3 0.8458 0.8442 0.8399
R2 0.8419 0.8419 0.8395
R1 0.8403 0.8403 0.8392 0.8411
PP 0.8380 0.8380 0.8380 0.8384
S1 0.8364 0.8364 0.8384 0.8372
S2 0.8341 0.8341 0.8381
S3 0.8302 0.8325 0.8377
S4 0.8263 0.8286 0.8367
Weekly Pivots for week ending 09-Feb-2007
Classic Woodie Camarilla DeMark
R4 0.8783 0.8699 0.8430
R3 0.8655 0.8571 0.8395
R2 0.8527 0.8527 0.8383
R1 0.8443 0.8443 0.8372 0.8421
PP 0.8399 0.8399 0.8399 0.8388
S1 0.8315 0.8315 0.8348 0.8293
S2 0.8271 0.8271 0.8337
S3 0.8143 0.8187 0.8325
S4 0.8015 0.8059 0.8290
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8478 0.8315 0.0163 1.9% 0.0044 0.5% 45% False False 509
10 0.8482 0.8315 0.0167 2.0% 0.0048 0.6% 44% False False 466
20 0.8482 0.8315 0.0167 2.0% 0.0045 0.5% 44% False False 1,403
40 0.8686 0.8315 0.0371 4.4% 0.0037 0.4% 20% False False 884
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0006
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8561
2.618 0.8497
1.618 0.8458
1.000 0.8434
0.618 0.8419
HIGH 0.8395
0.618 0.8380
0.500 0.8376
0.382 0.8371
LOW 0.8356
0.618 0.8332
1.000 0.8317
1.618 0.8293
2.618 0.8254
4.250 0.8190
Fisher Pivots for day following 13-Feb-2007
Pivot 1 day 3 day
R1 0.8384 0.8377
PP 0.8380 0.8366
S1 0.8376 0.8356

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

View Archives - Comment on this page... - Back to Index of Symbols