CME Japanese Yen Future June 2007


Trading Metrics calculated at close of trading on 12-Jun-2007
Day Change Summary
Previous Current
11-Jun-2007 12-Jun-2007 Change Change % Previous Week
Open 0.8221 0.8224 0.0003 0.0% 0.8204
High 0.8237 0.8230 -0.0007 -0.1% 0.8289
Low 0.8212 0.8213 0.0001 0.0% 0.8204
Close 0.8217 0.8218 0.0001 0.0% 0.8227
Range 0.0025 0.0017 -0.0008 -32.0% 0.0085
ATR 0.0047 0.0045 -0.0002 -4.6% 0.0000
Volume 82,310 79,629 -2,681 -3.3% 640,333
Daily Pivots for day following 12-Jun-2007
Classic Woodie Camarilla DeMark
R4 0.8271 0.8262 0.8227
R3 0.8254 0.8245 0.8223
R2 0.8237 0.8237 0.8221
R1 0.8228 0.8228 0.8220 0.8224
PP 0.8220 0.8220 0.8220 0.8219
S1 0.8211 0.8211 0.8216 0.8207
S2 0.8203 0.8203 0.8215
S3 0.8186 0.8194 0.8213
S4 0.8169 0.8177 0.8209
Weekly Pivots for week ending 08-Jun-2007
Classic Woodie Camarilla DeMark
R4 0.8495 0.8446 0.8274
R3 0.8410 0.8361 0.8250
R2 0.8325 0.8325 0.8243
R1 0.8276 0.8276 0.8235 0.8301
PP 0.8240 0.8240 0.8240 0.8252
S1 0.8191 0.8191 0.8219 0.8216
S2 0.8155 0.8155 0.8211
S3 0.8070 0.8106 0.8204
S4 0.7985 0.8021 0.8180
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8289 0.8212 0.0077 0.9% 0.0043 0.5% 8% False False 116,917
10 0.8289 0.8202 0.0087 1.1% 0.0042 0.5% 18% False False 105,696
20 0.8361 0.8202 0.0159 1.9% 0.0043 0.5% 10% False False 91,455
40 0.8567 0.8202 0.0365 4.4% 0.0047 0.6% 4% False False 85,815
60 0.8684 0.8202 0.0482 5.9% 0.0052 0.6% 3% False False 88,366
80 0.8799 0.8202 0.0597 7.3% 0.0063 0.8% 3% False False 75,388
100 0.8799 0.8202 0.0597 7.3% 0.0060 0.7% 3% False False 60,619
120 0.8799 0.8202 0.0597 7.3% 0.0055 0.7% 3% False False 50,579
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 0.8302
2.618 0.8275
1.618 0.8258
1.000 0.8247
0.618 0.8241
HIGH 0.8230
0.618 0.8224
0.500 0.8222
0.382 0.8219
LOW 0.8213
0.618 0.8202
1.000 0.8196
1.618 0.8185
2.618 0.8168
4.250 0.8141
Fisher Pivots for day following 12-Jun-2007
Pivot 1 day 3 day
R1 0.8222 0.8251
PP 0.8220 0.8240
S1 0.8219 0.8229

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

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