CME Japanese Yen Future June 2007


Trading Metrics calculated at close of trading on 07-Mar-2007
Day Change Summary
Previous Current
06-Mar-2007 07-Mar-2007 Change Change % Previous Week
Open 0.8790 0.8689 -0.0101 -1.1% 0.8385
High 0.8795 0.8736 -0.0059 -0.7% 0.8707
Low 0.8681 0.8670 -0.0011 -0.1% 0.8382
Close 0.8687 0.8706 0.0019 0.2% 0.8680
Range 0.0114 0.0066 -0.0048 -42.1% 0.0325
ATR 0.0078 0.0077 -0.0001 -1.1% 0.0000
Volume 29,622 7,006 -22,616 -76.3% 13,235
Daily Pivots for day following 07-Mar-2007
Classic Woodie Camarilla DeMark
R4 0.8902 0.8870 0.8742
R3 0.8836 0.8804 0.8724
R2 0.8770 0.8770 0.8718
R1 0.8738 0.8738 0.8712 0.8754
PP 0.8704 0.8704 0.8704 0.8712
S1 0.8672 0.8672 0.8700 0.8688
S2 0.8638 0.8638 0.8694
S3 0.8572 0.8606 0.8688
S4 0.8506 0.8540 0.8670
Weekly Pivots for week ending 02-Mar-2007
Classic Woodie Camarilla DeMark
R4 0.9565 0.9447 0.8859
R3 0.9240 0.9122 0.8769
R2 0.8915 0.8915 0.8740
R1 0.8797 0.8797 0.8710 0.8856
PP 0.8590 0.8590 0.8590 0.8619
S1 0.8472 0.8472 0.8650 0.8531
S2 0.8265 0.8265 0.8620
S3 0.7940 0.8147 0.8591
S4 0.7615 0.7822 0.8501
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8799 0.8528 0.0271 3.1% 0.0106 1.2% 66% False False 9,332
10 0.8799 0.8343 0.0456 5.2% 0.0096 1.1% 80% False False 5,523
20 0.8799 0.8315 0.0484 5.6% 0.0075 0.9% 81% False False 3,200
40 0.8799 0.8315 0.0484 5.6% 0.0059 0.7% 81% False False 2,264
60 0.8799 0.8315 0.0484 5.6% 0.0048 0.6% 81% False False 1,621
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 0.0008
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9017
2.618 0.8909
1.618 0.8843
1.000 0.8802
0.618 0.8777
HIGH 0.8736
0.618 0.8711
0.500 0.8703
0.382 0.8695
LOW 0.8670
0.618 0.8629
1.000 0.8604
1.618 0.8563
2.618 0.8497
4.250 0.8390
Fisher Pivots for day following 07-Mar-2007
Pivot 1 day 3 day
R1 0.8705 0.8735
PP 0.8704 0.8725
S1 0.8703 0.8716

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

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