CME Japanese Yen Future June 2007


Trading Metrics calculated at close of trading on 12-Apr-2007
Day Change Summary
Previous Current
11-Apr-2007 12-Apr-2007 Change Change % Previous Week
Open 0.8473 0.8451 -0.0022 -0.3% 0.8592
High 0.8486 0.8489 0.0003 0.0% 0.8599
Low 0.8438 0.8439 0.0001 0.0% 0.8447
Close 0.8456 0.8469 0.0013 0.2% 0.8457
Range 0.0048 0.0050 0.0002 4.2% 0.0152
ATR 0.0067 0.0066 -0.0001 -1.8% 0.0000
Volume 75,522 82,264 6,742 8.9% 500,229
Daily Pivots for day following 12-Apr-2007
Classic Woodie Camarilla DeMark
R4 0.8616 0.8592 0.8497
R3 0.8566 0.8542 0.8483
R2 0.8516 0.8516 0.8478
R1 0.8492 0.8492 0.8474 0.8504
PP 0.8466 0.8466 0.8466 0.8472
S1 0.8442 0.8442 0.8464 0.8454
S2 0.8416 0.8416 0.8460
S3 0.8366 0.8392 0.8455
S4 0.8316 0.8342 0.8442
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 0.8504 0.8438 0.0066 0.8% 0.0042 0.5% 47% False False 56,221
10 0.8618 0.8438 0.0180 2.1% 0.0047 0.6% 17% False False 83,477
20 0.8702 0.8438 0.0264 3.1% 0.0063 0.7% 12% False False 98,998
40 0.8799 0.8343 0.0456 5.4% 0.0076 0.9% 28% False False 59,961
60 0.8799 0.8315 0.0484 5.7% 0.0066 0.8% 32% False False 40,471
80 0.8799 0.8315 0.0484 5.7% 0.0058 0.7% 32% False False 30,449
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8702
2.618 0.8620
1.618 0.8570
1.000 0.8539
0.618 0.8520
HIGH 0.8489
0.618 0.8470
0.500 0.8464
0.382 0.8458
LOW 0.8439
0.618 0.8408
1.000 0.8389
1.618 0.8358
2.618 0.8308
4.250 0.8227
Fisher Pivots for day following 12-Apr-2007
Pivot 1 day 3 day
R1 0.8467 0.8468
PP 0.8466 0.8468
S1 0.8464 0.8467

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

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