CME Japanese Yen Future June 2007


Trading Metrics calculated at close of trading on 09-Apr-2007
Day Change Summary
Previous Current
06-Apr-2007 09-Apr-2007 Change Change % Previous Week
Open 0.8502 0.8458 -0.0044 -0.5% 0.8592
High 0.8504 0.8467 -0.0037 -0.4% 0.8599
Low 0.8447 0.8451 0.0004 0.0% 0.8447
Close 0.8457 0.8457 0.0000 0.0% 0.8457
Range 0.0057 0.0016 -0.0041 -71.9% 0.0152
ATR 0.0075 0.0071 -0.0004 -5.6% 0.0000
Volume 74,408 18,633 -55,775 -75.0% 500,229
Daily Pivots for day following 09-Apr-2007
Classic Woodie Camarilla DeMark
R4 0.8506 0.8498 0.8466
R3 0.8490 0.8482 0.8461
R2 0.8474 0.8474 0.8460
R1 0.8466 0.8466 0.8458 0.8462
PP 0.8458 0.8458 0.8458 0.8457
S1 0.8450 0.8450 0.8456 0.8446
S2 0.8442 0.8442 0.8454
S3 0.8426 0.8434 0.8453
S4 0.8410 0.8418 0.8448
Weekly Pivots for week ending 06-Apr-2007
Classic Woodie Camarilla DeMark
R4 0.8957 0.8859 0.8541
R3 0.8805 0.8707 0.8499
R2 0.8653 0.8653 0.8485
R1 0.8555 0.8555 0.8471 0.8528
PP 0.8501 0.8501 0.8501 0.8488
S1 0.8403 0.8403 0.8443 0.8376
S2 0.8349 0.8349 0.8429
S3 0.8197 0.8251 0.8415
S4 0.8045 0.8099 0.8373
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8523 0.8447 0.0076 0.9% 0.0039 0.5% 13% False False 74,563
10 0.8684 0.8447 0.0237 2.8% 0.0060 0.7% 4% False False 98,839
20 0.8745 0.8447 0.0298 3.5% 0.0070 0.8% 3% False False 104,756
40 0.8799 0.8343 0.0456 5.4% 0.0077 0.9% 25% False False 55,321
60 0.8799 0.8315 0.0484 5.7% 0.0066 0.8% 29% False False 37,346
80 0.8799 0.8315 0.0484 5.7% 0.0057 0.7% 29% False False 28,100
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 0.8535
2.618 0.8509
1.618 0.8493
1.000 0.8483
0.618 0.8477
HIGH 0.8467
0.618 0.8461
0.500 0.8459
0.382 0.8457
LOW 0.8451
0.618 0.8441
1.000 0.8435
1.618 0.8425
2.618 0.8409
4.250 0.8383
Fisher Pivots for day following 09-Apr-2007
Pivot 1 day 3 day
R1 0.8459 0.8485
PP 0.8458 0.8476
S1 0.8458 0.8466

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

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