CME Japanese Yen Future June 2007


Trading Metrics calculated at close of trading on 17-May-2007
Day Change Summary
Previous Current
16-May-2007 17-May-2007 Change Change % Previous Week
Open 0.8355 0.8313 -0.0042 -0.5% 0.8372
High 0.8358 0.8318 -0.0040 -0.5% 0.8414
Low 0.8306 0.8270 -0.0036 -0.4% 0.8335
Close 0.8317 0.8278 -0.0039 -0.5% 0.8362
Range 0.0052 0.0048 -0.0004 -7.7% 0.0079
ATR 0.0052 0.0051 0.0000 -0.5% 0.0000
Volume 86,656 71,157 -15,499 -17.9% 410,584
Daily Pivots for day following 17-May-2007
Classic Woodie Camarilla DeMark
R4 0.8433 0.8403 0.8304
R3 0.8385 0.8355 0.8291
R2 0.8337 0.8337 0.8287
R1 0.8307 0.8307 0.8282 0.8298
PP 0.8289 0.8289 0.8289 0.8284
S1 0.8259 0.8259 0.8274 0.8250
S2 0.8241 0.8241 0.8269
S3 0.8193 0.8211 0.8265
S4 0.8145 0.8163 0.8252
Weekly Pivots for week ending 11-May-2007
Classic Woodie Camarilla DeMark
R4 0.8607 0.8564 0.8405
R3 0.8528 0.8485 0.8384
R2 0.8449 0.8449 0.8376
R1 0.8406 0.8406 0.8369 0.8388
PP 0.8370 0.8370 0.8370 0.8362
S1 0.8327 0.8327 0.8355 0.8309
S2 0.8291 0.8291 0.8348
S3 0.8212 0.8248 0.8340
S4 0.8133 0.8169 0.8319
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8409 0.8270 0.0139 1.7% 0.0044 0.5% 6% False True 81,520
10 0.8414 0.8270 0.0144 1.7% 0.0042 0.5% 6% False True 75,039
20 0.8520 0.8270 0.0250 3.0% 0.0048 0.6% 3% False True 76,845
40 0.8684 0.8270 0.0414 5.0% 0.0055 0.7% 2% False True 85,778
60 0.8799 0.8270 0.0529 6.4% 0.0069 0.8% 2% False True 73,940
80 0.8799 0.8270 0.0529 6.4% 0.0064 0.8% 2% False True 55,614
100 0.8799 0.8270 0.0529 6.4% 0.0058 0.7% 2% False True 44,747
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8522
2.618 0.8444
1.618 0.8396
1.000 0.8366
0.618 0.8348
HIGH 0.8318
0.618 0.8300
0.500 0.8294
0.382 0.8288
LOW 0.8270
0.618 0.8240
1.000 0.8222
1.618 0.8192
2.618 0.8144
4.250 0.8066
Fisher Pivots for day following 17-May-2007
Pivot 1 day 3 day
R1 0.8294 0.8316
PP 0.8289 0.8303
S1 0.8283 0.8291

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

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