CME Japanese Yen Future June 2007


Trading Metrics calculated at close of trading on 23-Apr-2007
Day Change Summary
Previous Current
20-Apr-2007 23-Apr-2007 Change Change % Previous Week
Open 0.8508 0.8490 -0.0018 -0.2% 0.8448
High 0.8519 0.8520 0.0001 0.0% 0.8567
Low 0.8467 0.8461 -0.0006 -0.1% 0.8410
Close 0.8485 0.8492 0.0007 0.1% 0.8485
Range 0.0052 0.0059 0.0007 13.5% 0.0157
ATR 0.0067 0.0067 -0.0001 -0.9% 0.0000
Volume 75,299 87,948 12,649 16.8% 505,519
Daily Pivots for day following 23-Apr-2007
Classic Woodie Camarilla DeMark
R4 0.8668 0.8639 0.8524
R3 0.8609 0.8580 0.8508
R2 0.8550 0.8550 0.8503
R1 0.8521 0.8521 0.8497 0.8536
PP 0.8491 0.8491 0.8491 0.8498
S1 0.8462 0.8462 0.8487 0.8477
S2 0.8432 0.8432 0.8481
S3 0.8373 0.8403 0.8476
S4 0.8314 0.8344 0.8460
Weekly Pivots for week ending 20-Apr-2007
Classic Woodie Camarilla DeMark
R4 0.8958 0.8879 0.8571
R3 0.8801 0.8722 0.8528
R2 0.8644 0.8644 0.8514
R1 0.8565 0.8565 0.8499 0.8605
PP 0.8487 0.8487 0.8487 0.8507
S1 0.8408 0.8408 0.8471 0.8448
S2 0.8330 0.8330 0.8456
S3 0.8173 0.8251 0.8442
S4 0.8016 0.8094 0.8399
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8567 0.8412 0.0155 1.8% 0.0064 0.8% 52% False False 93,491
10 0.8567 0.8410 0.0157 1.8% 0.0062 0.7% 52% False False 85,735
20 0.8684 0.8410 0.0274 3.2% 0.0061 0.7% 30% False False 92,287
40 0.8799 0.8400 0.0399 4.7% 0.0079 0.9% 23% False False 76,536
60 0.8799 0.8315 0.0484 5.7% 0.0070 0.8% 37% False False 51,247
80 0.8799 0.8315 0.0484 5.7% 0.0062 0.7% 37% False False 38,748
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8771
2.618 0.8674
1.618 0.8615
1.000 0.8579
0.618 0.8556
HIGH 0.8520
0.618 0.8497
0.500 0.8491
0.382 0.8484
LOW 0.8461
0.618 0.8425
1.000 0.8402
1.618 0.8366
2.618 0.8307
4.250 0.8210
Fisher Pivots for day following 23-Apr-2007
Pivot 1 day 3 day
R1 0.8492 0.8514
PP 0.8491 0.8507
S1 0.8491 0.8499

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

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