CME Japanese Yen Future June 2007


Trading Metrics calculated at close of trading on 03-Apr-2007
Day Change Summary
Previous Current
02-Apr-2007 03-Apr-2007 Change Change % Previous Week
Open 0.8592 0.8492 -0.0100 -1.2% 0.8567
High 0.8599 0.8518 -0.0081 -0.9% 0.8684
Low 0.8553 0.8479 -0.0074 -0.9% 0.8530
Close 0.8574 0.8494 -0.0080 -0.9% 0.8575
Range 0.0046 0.0039 -0.0007 -15.2% 0.0154
ATR 0.0081 0.0082 0.0001 1.2% 0.0000
Volume 146,044 98,448 -47,596 -32.6% 580,041
Daily Pivots for day following 03-Apr-2007
Classic Woodie Camarilla DeMark
R4 0.8614 0.8593 0.8515
R3 0.8575 0.8554 0.8505
R2 0.8536 0.8536 0.8501
R1 0.8515 0.8515 0.8498 0.8526
PP 0.8497 0.8497 0.8497 0.8502
S1 0.8476 0.8476 0.8490 0.8487
S2 0.8458 0.8458 0.8487
S3 0.8419 0.8437 0.8483
S4 0.8380 0.8398 0.8473
Weekly Pivots for week ending 30-Mar-2007
Classic Woodie Camarilla DeMark
R4 0.9058 0.8971 0.8660
R3 0.8904 0.8817 0.8617
R2 0.8750 0.8750 0.8603
R1 0.8663 0.8663 0.8589 0.8707
PP 0.8596 0.8596 0.8596 0.8618
S1 0.8509 0.8509 0.8561 0.8553
S2 0.8442 0.8442 0.8547
S3 0.8288 0.8355 0.8533
S4 0.8134 0.8201 0.8490
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8684 0.8479 0.0205 2.4% 0.0079 0.9% 7% False True 124,465
10 0.8684 0.8479 0.0205 2.4% 0.0071 0.8% 7% False True 112,051
20 0.8764 0.8479 0.0285 3.4% 0.0082 1.0% 5% False True 94,178
40 0.8799 0.8315 0.0484 5.7% 0.0078 0.9% 37% False False 48,518
60 0.8799 0.8315 0.0484 5.7% 0.0066 0.8% 37% False False 32,788
80 0.8882 0.8315 0.0567 6.7% 0.0057 0.7% 32% False False 24,673
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0017
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 0.8684
2.618 0.8620
1.618 0.8581
1.000 0.8557
0.618 0.8542
HIGH 0.8518
0.618 0.8503
0.500 0.8499
0.382 0.8494
LOW 0.8479
0.618 0.8455
1.000 0.8440
1.618 0.8416
2.618 0.8377
4.250 0.8313
Fisher Pivots for day following 03-Apr-2007
Pivot 1 day 3 day
R1 0.8499 0.8549
PP 0.8497 0.8530
S1 0.8496 0.8512

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

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