CME Japanese Yen Future June 2007


Trading Metrics calculated at close of trading on 28-Mar-2007
Day Change Summary
Previous Current
27-Mar-2007 28-Mar-2007 Change Change % Previous Week
Open 0.8560 0.8580 0.0020 0.2% 0.8691
High 0.8588 0.8684 0.0096 1.1% 0.8702
Low 0.8537 0.8564 0.0027 0.3% 0.8545
Close 0.8569 0.8646 0.0077 0.9% 0.8563
Range 0.0051 0.0120 0.0069 135.3% 0.0157
ATR 0.0079 0.0082 0.0003 3.7% 0.0000
Volume 91,699 87,812 -3,887 -4.2% 469,911
Daily Pivots for day following 28-Mar-2007
Classic Woodie Camarilla DeMark
R4 0.8991 0.8939 0.8712
R3 0.8871 0.8819 0.8679
R2 0.8751 0.8751 0.8668
R1 0.8699 0.8699 0.8657 0.8725
PP 0.8631 0.8631 0.8631 0.8645
S1 0.8579 0.8579 0.8635 0.8605
S2 0.8511 0.8511 0.8624
S3 0.8391 0.8459 0.8613
S4 0.8271 0.8339 0.8580
Weekly Pivots for week ending 23-Mar-2007
Classic Woodie Camarilla DeMark
R4 0.9074 0.8976 0.8649
R3 0.8917 0.8819 0.8606
R2 0.8760 0.8760 0.8592
R1 0.8662 0.8662 0.8577 0.8633
PP 0.8603 0.8603 0.8603 0.8589
S1 0.8505 0.8505 0.8549 0.8476
S2 0.8446 0.8446 0.8534
S3 0.8289 0.8348 0.8520
S4 0.8132 0.8191 0.8477
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8684 0.8535 0.0149 1.7% 0.0074 0.9% 74% True False 97,204
10 0.8702 0.8535 0.0167 1.9% 0.0075 0.9% 66% False False 114,490
20 0.8799 0.8528 0.0271 3.1% 0.0091 1.1% 44% False False 69,435
40 0.8799 0.8315 0.0484 5.6% 0.0076 0.9% 68% False False 35,199
60 0.8799 0.8315 0.0484 5.6% 0.0064 0.7% 68% False False 23,893
80 0.8918 0.8315 0.0603 7.0% 0.0054 0.6% 55% False False 17,993
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.9194
2.618 0.8998
1.618 0.8878
1.000 0.8804
0.618 0.8758
HIGH 0.8684
0.618 0.8638
0.500 0.8624
0.382 0.8610
LOW 0.8564
0.618 0.8490
1.000 0.8444
1.618 0.8370
2.618 0.8250
4.250 0.8054
Fisher Pivots for day following 28-Mar-2007
Pivot 1 day 3 day
R1 0.8639 0.8634
PP 0.8631 0.8622
S1 0.8624 0.8610

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

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