CME Japanese Yen Future June 2007


Trading Metrics calculated at close of trading on 06-Jun-2007
Day Change Summary
Previous Current
05-Jun-2007 06-Jun-2007 Change Change % Previous Week
Open 0.8229 0.8255 0.0026 0.3% 0.8237
High 0.8272 0.8287 0.0015 0.2% 0.8274
Low 0.8214 0.8243 0.0029 0.4% 0.8202
Close 0.8256 0.8276 0.0020 0.2% 0.8210
Range 0.0058 0.0044 -0.0014 -24.1% 0.0072
ATR 0.0046 0.0046 0.0000 -0.3% 0.0000
Volume 138,055 118,829 -19,226 -13.9% 349,316
Daily Pivots for day following 06-Jun-2007
Classic Woodie Camarilla DeMark
R4 0.8401 0.8382 0.8300
R3 0.8357 0.8338 0.8288
R2 0.8313 0.8313 0.8284
R1 0.8294 0.8294 0.8280 0.8304
PP 0.8269 0.8269 0.8269 0.8273
S1 0.8250 0.8250 0.8272 0.8260
S2 0.8225 0.8225 0.8268
S3 0.8181 0.8206 0.8264
S4 0.8137 0.8162 0.8252
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 0.8287 0.8202 0.0085 1.0% 0.0042 0.5% 87% True False 103,229
10 0.8300 0.8202 0.0098 1.2% 0.0042 0.5% 76% False False 94,919
20 0.8409 0.8202 0.0207 2.5% 0.0043 0.5% 36% False False 85,211
40 0.8567 0.8202 0.0365 4.4% 0.0050 0.6% 20% False False 83,162
60 0.8745 0.8202 0.0543 6.6% 0.0055 0.7% 14% False False 89,720
80 0.8799 0.8202 0.0597 7.2% 0.0063 0.8% 12% False False 69,616
100 0.8799 0.8202 0.0597 7.2% 0.0060 0.7% 12% False False 55,974
120 0.8799 0.8202 0.0597 7.2% 0.0055 0.7% 12% False False 46,706
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 0.8474
2.618 0.8402
1.618 0.8358
1.000 0.8331
0.618 0.8314
HIGH 0.8287
0.618 0.8270
0.500 0.8265
0.382 0.8260
LOW 0.8243
0.618 0.8216
1.000 0.8199
1.618 0.8172
2.618 0.8128
4.250 0.8056
Fisher Pivots for day following 06-Jun-2007
Pivot 1 day 3 day
R1 0.8272 0.8266
PP 0.8269 0.8256
S1 0.8265 0.8246

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

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