CME Japanese Yen Future June 2007


Trading Metrics calculated at close of trading on 09-May-2007
Day Change Summary
Previous Current
08-May-2007 09-May-2007 Change Change % Previous Week
Open 0.8373 0.8374 0.0001 0.0% 0.8426
High 0.8414 0.8403 -0.0011 -0.1% 0.8447
Low 0.8369 0.8365 -0.0004 0.0% 0.8346
Close 0.8381 0.8372 -0.0009 -0.1% 0.8370
Range 0.0045 0.0038 -0.0007 -15.6% 0.0101
ATR 0.0057 0.0055 -0.0001 -2.3% 0.0000
Volume 84,822 67,493 -17,329 -20.4% 321,847
Daily Pivots for day following 09-May-2007
Classic Woodie Camarilla DeMark
R4 0.8494 0.8471 0.8393
R3 0.8456 0.8433 0.8382
R2 0.8418 0.8418 0.8379
R1 0.8395 0.8395 0.8375 0.8388
PP 0.8380 0.8380 0.8380 0.8376
S1 0.8357 0.8357 0.8369 0.8350
S2 0.8342 0.8342 0.8365
S3 0.8304 0.8319 0.8362
S4 0.8266 0.8281 0.8351
Weekly Pivots for week ending 04-May-2007
Classic Woodie Camarilla DeMark
R4 0.8691 0.8631 0.8426
R3 0.8590 0.8530 0.8398
R2 0.8489 0.8489 0.8389
R1 0.8429 0.8429 0.8379 0.8409
PP 0.8388 0.8388 0.8388 0.8377
S1 0.8328 0.8328 0.8361 0.8308
S2 0.8287 0.8287 0.8351
S3 0.8186 0.8227 0.8342
S4 0.8085 0.8126 0.8314
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8414 0.8346 0.0068 0.8% 0.0038 0.5% 38% False False 58,337
10 0.8491 0.8346 0.0145 1.7% 0.0050 0.6% 18% False False 70,962
20 0.8567 0.8346 0.0221 2.6% 0.0056 0.7% 12% False False 80,712
40 0.8702 0.8346 0.0356 4.3% 0.0060 0.7% 7% False False 91,845
60 0.8799 0.8343 0.0456 5.4% 0.0070 0.8% 6% False False 65,537
80 0.8799 0.8315 0.0484 5.8% 0.0064 0.8% 12% False False 49,504
100 0.8799 0.8315 0.0484 5.8% 0.0057 0.7% 12% False False 39,679
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8565
2.618 0.8502
1.618 0.8464
1.000 0.8441
0.618 0.8426
HIGH 0.8403
0.618 0.8388
0.500 0.8384
0.382 0.8380
LOW 0.8365
0.618 0.8342
1.000 0.8327
1.618 0.8304
2.618 0.8266
4.250 0.8204
Fisher Pivots for day following 09-May-2007
Pivot 1 day 3 day
R1 0.8384 0.8389
PP 0.8380 0.8383
S1 0.8376 0.8378

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

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