CME Japanese Yen Future June 2007

Trading Metrics calculated at close of trading on 27-Apr-2007

Day Change Summary
	Previous	Current
	26-Apr-2007	27-Apr-2007	Change	Change %	Previous Week
Open	0.8482	0.8413	-0.0069	-0.8%	0.8490
High	0.8491	0.8467	-0.0024	-0.3%	0.8520
Low	0.8407	0.8402	-0.0005	-0.1%	0.8402
Close	0.8414	0.8411	-0.0003	0.0%	0.8411
Range	0.0084	0.0065	-0.0019	-22.6%	0.0118
ATR	0.0065	0.0065	0.0000	0.0%	0.0000
Volume	108,277	93,751	-14,526	-13.4%	443,040

Daily Pivots for day following 27-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8622	0.8581	0.8447
R3	0.8557	0.8516	0.8429
R2	0.8492	0.8492	0.8423
R1	0.8451	0.8451	0.8417	0.8439
PP	0.8427	0.8427	0.8427	0.8421
S1	0.8386	0.8386	0.8405	0.8374
S2	0.8362	0.8362	0.8399
S3	0.8297	0.8321	0.8393
S4	0.8232	0.8256	0.8375

Weekly Pivots for week ending 27-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	0.8798	0.8723	0.8476
R3	0.8680	0.8605	0.8443
R2	0.8562	0.8562	0.8433
R1	0.8487	0.8487	0.8422	0.8466
PP	0.8444	0.8444	0.8444	0.8434
S1	0.8369	0.8369	0.8400	0.8348
S2	0.8326	0.8326	0.8389
S3	0.8208	0.8251	0.8379
S4	0.8090	0.8133	0.8346

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8520	0.8402	0.0118	1.4%	0.0060	0.7%	8%	False	True	88,608
10	0.8567	0.8402	0.0165	2.0%	0.0063	0.7%	5%	False	True	94,855
20	0.8599	0.8402	0.0197	2.3%	0.0055	0.7%	5%	False	True	86,565
40	0.8799	0.8402	0.0397	4.7%	0.0072	0.9%	2%	False	True	85,099
60	0.8799	0.8315	0.0484	5.8%	0.0070	0.8%	20%	False	False	57,134
80	0.8799	0.8315	0.0484	5.8%	0.0063	0.8%	20%	False	False	43,185
100	0.8914	0.8315	0.0599	7.1%	0.0056	0.7%	16%	False	False	34,607

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8743
2.618	0.8637
1.618	0.8572
1.000	0.8532
0.618	0.8507
HIGH	0.8467
0.618	0.8442
0.500	0.8435
0.382	0.8427
LOW	0.8402
0.618	0.8362
1.000	0.8337
1.618	0.8297
2.618	0.8232
4.250	0.8126

Fisher Pivots for day following 27-Apr-2007
Pivot	1 day	3 day
R1	0.8435	0.8458
PP	0.8427	0.8442
S1	0.8419	0.8427

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols