CME Japanese Yen Future June 2007


Trading Metrics calculated at close of trading on 15-Jun-2007
Day Change Summary
Previous Current
14-Jun-2007 15-Jun-2007 Change Change % Previous Week
Open 0.8155 0.8134 -0.0021 -0.3% 0.8221
High 0.8162 0.8136 -0.0026 -0.3% 0.8237
Low 0.8123 0.8087 -0.0036 -0.4% 0.8087
Close 0.8133 0.8102 -0.0031 -0.4% 0.8102
Range 0.0039 0.0049 0.0010 25.6% 0.0150
ATR 0.0047 0.0047 0.0000 0.3% 0.0000
Volume 91,171 34,181 -56,990 -62.5% 385,418
Daily Pivots for day following 15-Jun-2007
Classic Woodie Camarilla DeMark
R4 0.8255 0.8228 0.8129
R3 0.8206 0.8179 0.8115
R2 0.8157 0.8157 0.8111
R1 0.8130 0.8130 0.8106 0.8119
PP 0.8108 0.8108 0.8108 0.8103
S1 0.8081 0.8081 0.8098 0.8070
S2 0.8059 0.8059 0.8093
S3 0.8010 0.8032 0.8089
S4 0.7961 0.7983 0.8075
Weekly Pivots for week ending 15-Jun-2007
Classic Woodie Camarilla DeMark
R4 0.8592 0.8497 0.8185
R3 0.8442 0.8347 0.8143
R2 0.8292 0.8292 0.8130
R1 0.8197 0.8197 0.8116 0.8170
PP 0.8142 0.8142 0.8142 0.8128
S1 0.8047 0.8047 0.8088 0.8020
S2 0.7992 0.7992 0.8075
S3 0.7842 0.7897 0.8061
S4 0.7692 0.7747 0.8020
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8237 0.8087 0.0150 1.9% 0.0043 0.5% 10% False True 77,083
10 0.8289 0.8087 0.0202 2.5% 0.0049 0.6% 7% False True 102,575
20 0.8317 0.8087 0.0230 2.8% 0.0045 0.5% 7% False True 90,749
40 0.8520 0.8087 0.0433 5.3% 0.0047 0.6% 3% False True 83,797
60 0.8684 0.8087 0.0597 7.4% 0.0052 0.6% 3% False True 87,435
80 0.8799 0.8087 0.0712 8.8% 0.0063 0.8% 2% False True 78,142
100 0.8799 0.8087 0.0712 8.8% 0.0060 0.7% 2% False True 62,641
120 0.8799 0.8087 0.0712 8.8% 0.0056 0.7% 2% False True 52,414
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8344
2.618 0.8264
1.618 0.8215
1.000 0.8185
0.618 0.8166
HIGH 0.8136
0.618 0.8117
0.500 0.8112
0.382 0.8106
LOW 0.8087
0.618 0.8057
1.000 0.8038
1.618 0.8008
2.618 0.7959
4.250 0.7879
Fisher Pivots for day following 15-Jun-2007
Pivot 1 day 3 day
R1 0.8112 0.8161
PP 0.8108 0.8141
S1 0.8105 0.8122

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

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