CME Japanese Yen Future June 2007


Trading Metrics calculated at close of trading on 21-Mar-2007
Day Change Summary
Previous Current
20-Mar-2007 21-Mar-2007 Change Change % Previous Week
Open 0.8604 0.8623 0.0019 0.2% 0.8559
High 0.8651 0.8633 -0.0018 -0.2% 0.8745
Low 0.8569 0.8574 0.0005 0.1% 0.8546
Close 0.8626 0.8610 -0.0016 -0.2% 0.8666
Range 0.0082 0.0059 -0.0023 -28.0% 0.0199
ATR 0.0087 0.0085 -0.0002 -2.3% 0.0000
Volume 84,595 99,974 15,379 18.2% 555,604
Daily Pivots for day following 21-Mar-2007
Classic Woodie Camarilla DeMark
R4 0.8783 0.8755 0.8642
R3 0.8724 0.8696 0.8626
R2 0.8665 0.8665 0.8621
R1 0.8637 0.8637 0.8615 0.8622
PP 0.8606 0.8606 0.8606 0.8598
S1 0.8578 0.8578 0.8605 0.8563
S2 0.8547 0.8547 0.8599
S3 0.8488 0.8519 0.8594
S4 0.8429 0.8460 0.8578
Weekly Pivots for week ending 16-Mar-2007
Classic Woodie Camarilla DeMark
R4 0.9249 0.9157 0.8775
R3 0.9050 0.8958 0.8721
R2 0.8851 0.8851 0.8702
R1 0.8759 0.8759 0.8684 0.8805
PP 0.8652 0.8652 0.8652 0.8676
S1 0.8560 0.8560 0.8648 0.8606
S2 0.8453 0.8453 0.8630
S3 0.8254 0.8361 0.8611
S4 0.8055 0.8162 0.8557
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8702 0.8569 0.0133 1.5% 0.0077 0.9% 31% False False 131,776
10 0.8764 0.8546 0.0218 2.5% 0.0092 1.1% 29% False False 85,602
20 0.8799 0.8343 0.0456 5.3% 0.0094 1.1% 59% False False 45,562
40 0.8799 0.8315 0.0484 5.6% 0.0072 0.8% 61% False False 23,092
60 0.8799 0.8315 0.0484 5.6% 0.0060 0.7% 61% False False 15,814
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8884
2.618 0.8787
1.618 0.8728
1.000 0.8692
0.618 0.8669
HIGH 0.8633
0.618 0.8610
0.500 0.8604
0.382 0.8597
LOW 0.8574
0.618 0.8538
1.000 0.8515
1.618 0.8479
2.618 0.8420
4.250 0.8323
Fisher Pivots for day following 21-Mar-2007
Pivot 1 day 3 day
R1 0.8608 0.8636
PP 0.8606 0.8627
S1 0.8604 0.8619

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

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