CME Japanese Yen Future June 2007


Trading Metrics calculated at close of trading on 01-May-2007
Day Change Summary
Previous Current
30-Apr-2007 01-May-2007 Change Change % Previous Week
Open 0.8426 0.8422 -0.0004 0.0% 0.8490
High 0.8443 0.8447 0.0004 0.0% 0.8520
Low 0.8403 0.8388 -0.0015 -0.2% 0.8402
Close 0.8417 0.8401 -0.0016 -0.2% 0.8411
Range 0.0040 0.0059 0.0019 47.5% 0.0118
ATR 0.0064 0.0063 0.0000 -0.5% 0.0000
Volume 53,183 89,274 36,091 67.9% 443,040
Daily Pivots for day following 01-May-2007
Classic Woodie Camarilla DeMark
R4 0.8589 0.8554 0.8433
R3 0.8530 0.8495 0.8417
R2 0.8471 0.8471 0.8412
R1 0.8436 0.8436 0.8406 0.8424
PP 0.8412 0.8412 0.8412 0.8406
S1 0.8377 0.8377 0.8396 0.8365
S2 0.8353 0.8353 0.8390
S3 0.8294 0.8318 0.8385
S4 0.8235 0.8259 0.8369
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 0.8514 0.8388 0.0126 1.5% 0.0058 0.7% 10% False True 83,269
10 0.8567 0.8388 0.0179 2.1% 0.0059 0.7% 7% False True 86,994
20 0.8567 0.8388 0.0179 2.1% 0.0056 0.7% 7% False True 81,463
40 0.8764 0.8388 0.0376 4.5% 0.0069 0.8% 3% False True 87,821
60 0.8799 0.8315 0.0484 5.8% 0.0070 0.8% 18% False False 59,500
80 0.8799 0.8315 0.0484 5.8% 0.0063 0.8% 18% False False 44,957
100 0.8882 0.8315 0.0567 6.7% 0.0057 0.7% 15% False False 36,031
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 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8698
2.618 0.8601
1.618 0.8542
1.000 0.8506
0.618 0.8483
HIGH 0.8447
0.618 0.8424
0.500 0.8418
0.382 0.8411
LOW 0.8388
0.618 0.8352
1.000 0.8329
1.618 0.8293
2.618 0.8234
4.250 0.8137
Fisher Pivots for day following 01-May-2007
Pivot 1 day 3 day
R1 0.8418 0.8428
PP 0.8412 0.8419
S1 0.8407 0.8410

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

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