CME Japanese Yen Future June 2007


Trading Metrics calculated at close of trading on 23-May-2007
Day Change Summary
Previous Current
22-May-2007 23-May-2007 Change Change % Previous Week
Open 0.8261 0.8255 -0.0006 -0.1% 0.8354
High 0.8279 0.8271 -0.0008 -0.1% 0.8368
Low 0.8252 0.8232 -0.0020 -0.2% 0.8269
Close 0.8256 0.8247 -0.0009 -0.1% 0.8284
Range 0.0027 0.0039 0.0012 44.4% 0.0099
ATR 0.0049 0.0048 -0.0001 -1.5% 0.0000
Volume 38,098 89,632 51,534 135.3% 377,064
Daily Pivots for day following 23-May-2007
Classic Woodie Camarilla DeMark
R4 0.8367 0.8346 0.8268
R3 0.8328 0.8307 0.8258
R2 0.8289 0.8289 0.8254
R1 0.8268 0.8268 0.8251 0.8259
PP 0.8250 0.8250 0.8250 0.8246
S1 0.8229 0.8229 0.8243 0.8220
S2 0.8211 0.8211 0.8240
S3 0.8172 0.8190 0.8236
S4 0.8133 0.8151 0.8226
Weekly Pivots for week ending 18-May-2007
Classic Woodie Camarilla DeMark
R4 0.8604 0.8543 0.8338
R3 0.8505 0.8444 0.8311
R2 0.8406 0.8406 0.8302
R1 0.8345 0.8345 0.8293 0.8326
PP 0.8307 0.8307 0.8307 0.8298
S1 0.8246 0.8246 0.8275 0.8227
S2 0.8208 0.8208 0.8266
S3 0.8109 0.8147 0.8257
S4 0.8010 0.8048 0.8230
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8318 0.8232 0.0086 1.0% 0.0042 0.5% 17% False True 67,467
10 0.8409 0.8232 0.0177 2.1% 0.0043 0.5% 8% False True 77,716
20 0.8491 0.8232 0.0259 3.1% 0.0046 0.6% 6% False True 74,339
40 0.8658 0.8232 0.0426 5.2% 0.0052 0.6% 4% False True 82,652
60 0.8799 0.8232 0.0567 6.9% 0.0065 0.8% 3% False True 78,246
80 0.8799 0.8232 0.0567 6.9% 0.0064 0.8% 3% False True 58,925
100 0.8799 0.8232 0.0567 6.9% 0.0059 0.7% 3% False True 47,397
120 0.8918 0.8232 0.0686 8.3% 0.0053 0.6% 2% False True 39,546
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8437
2.618 0.8373
1.618 0.8334
1.000 0.8310
0.618 0.8295
HIGH 0.8271
0.618 0.8256
0.500 0.8252
0.382 0.8247
LOW 0.8232
0.618 0.8208
1.000 0.8193
1.618 0.8169
2.618 0.8130
4.250 0.8066
Fisher Pivots for day following 23-May-2007
Pivot 1 day 3 day
R1 0.8252 0.8265
PP 0.8250 0.8259
S1 0.8249 0.8253

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

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