CME Japanese Yen Future June 2007


Trading Metrics calculated at close of trading on 14-Mar-2007
Day Change Summary
Previous Current
13-Mar-2007 14-Mar-2007 Change Change % Previous Week
Open 0.8607 0.8709 0.0102 1.2% 0.8692
High 0.8706 0.8745 0.0039 0.4% 0.8799
Low 0.8597 0.8644 0.0047 0.5% 0.8556
Close 0.8688 0.8673 -0.0015 -0.2% 0.8572
Range 0.0109 0.0101 -0.0008 -7.3% 0.0243
ATR 0.0085 0.0086 0.0001 1.3% 0.0000
Volume 68,683 72,658 3,975 5.8% 67,116
Daily Pivots for day following 14-Mar-2007
Classic Woodie Camarilla DeMark
R4 0.8990 0.8933 0.8729
R3 0.8889 0.8832 0.8701
R2 0.8788 0.8788 0.8692
R1 0.8731 0.8731 0.8682 0.8709
PP 0.8687 0.8687 0.8687 0.8677
S1 0.8630 0.8630 0.8664 0.8608
S2 0.8586 0.8586 0.8654
S3 0.8485 0.8529 0.8645
S4 0.8384 0.8428 0.8617
Weekly Pivots for week ending 09-Mar-2007
Classic Woodie Camarilla DeMark
R4 0.9371 0.9215 0.8706
R3 0.9128 0.8972 0.8639
R2 0.8885 0.8885 0.8617
R1 0.8729 0.8729 0.8594 0.8686
PP 0.8642 0.8642 0.8642 0.8621
S1 0.8486 0.8486 0.8550 0.8443
S2 0.8399 0.8399 0.8527
S3 0.8156 0.8243 0.8505
S4 0.7913 0.8000 0.8438
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8764 0.8546 0.0218 2.5% 0.0107 1.2% 58% False False 39,428
10 0.8799 0.8528 0.0271 3.1% 0.0107 1.2% 54% False False 24,380
20 0.8799 0.8343 0.0456 5.3% 0.0091 1.0% 72% False False 12,919
40 0.8799 0.8315 0.0484 5.6% 0.0068 0.8% 74% False False 7,163
60 0.8799 0.8315 0.0484 5.6% 0.0055 0.6% 74% False False 4,901
Crabel Price Patterns
NR True
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 True
Stretch 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9174
2.618 0.9009
1.618 0.8908
1.000 0.8846
0.618 0.8807
HIGH 0.8745
0.618 0.8706
0.500 0.8695
0.382 0.8683
LOW 0.8644
0.618 0.8582
1.000 0.8543
1.618 0.8481
2.618 0.8380
4.250 0.8215
Fisher Pivots for day following 14-Mar-2007
Pivot 1 day 3 day
R1 0.8695 0.8664
PP 0.8687 0.8655
S1 0.8680 0.8646

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

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