CME Japanese Yen Future June 2007


Trading Metrics calculated at close of trading on 01-Jun-2007
Day Change Summary
Previous Current
31-May-2007 01-Jun-2007 Change Change % Previous Week
Open 0.8238 0.8230 -0.0008 -0.1% 0.8237
High 0.8250 0.8235 -0.0015 -0.2% 0.8274
Low 0.8212 0.8202 -0.0010 -0.1% 0.8202
Close 0.8234 0.8210 -0.0024 -0.3% 0.8210
Range 0.0038 0.0033 -0.0005 -13.2% 0.0072
ATR 0.0046 0.0045 -0.0001 -2.1% 0.0000
Volume 92,033 87,600 -4,433 -4.8% 349,316
Daily Pivots for day following 01-Jun-2007
Classic Woodie Camarilla DeMark
R4 0.8315 0.8295 0.8228
R3 0.8282 0.8262 0.8219
R2 0.8249 0.8249 0.8216
R1 0.8229 0.8229 0.8213 0.8223
PP 0.8216 0.8216 0.8216 0.8212
S1 0.8196 0.8196 0.8207 0.8190
S2 0.8183 0.8183 0.8204
S3 0.8150 0.8163 0.8201
S4 0.8117 0.8130 0.8192
Weekly Pivots for week ending 01-Jun-2007
Classic Woodie Camarilla DeMark
R4 0.8445 0.8399 0.8250
R3 0.8373 0.8327 0.8230
R2 0.8301 0.8301 0.8223
R1 0.8255 0.8255 0.8217 0.8242
PP 0.8229 0.8229 0.8229 0.8222
S1 0.8183 0.8183 0.8203 0.8170
S2 0.8157 0.8157 0.8197
S3 0.8085 0.8111 0.8190
S4 0.8013 0.8039 0.8170
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8300 0.8202 0.0098 1.2% 0.0042 0.5% 8% False True 88,710
10 0.8317 0.8202 0.0115 1.4% 0.0040 0.5% 7% False True 78,923
20 0.8414 0.8202 0.0212 2.6% 0.0041 0.5% 4% False True 76,981
40 0.8567 0.8202 0.0365 4.4% 0.0049 0.6% 2% False True 77,832
60 0.8745 0.8202 0.0543 6.6% 0.0058 0.7% 1% False True 86,062
80 0.8799 0.8202 0.0597 7.3% 0.0063 0.8% 1% False True 65,435
100 0.8799 0.8202 0.0597 7.3% 0.0059 0.7% 1% False True 52,616
120 0.8799 0.8202 0.0597 7.3% 0.0054 0.7% 1% False True 43,903
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8375
2.618 0.8321
1.618 0.8288
1.000 0.8268
0.618 0.8255
HIGH 0.8235
0.618 0.8222
0.500 0.8219
0.382 0.8215
LOW 0.8202
0.618 0.8182
1.000 0.8169
1.618 0.8149
2.618 0.8116
4.250 0.8062
Fisher Pivots for day following 01-Jun-2007
Pivot 1 day 3 day
R1 0.8219 0.8234
PP 0.8216 0.8226
S1 0.8213 0.8218

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

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