CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 04-Jan-2007
Day Change Summary
Previous Current
03-Jan-2007 04-Jan-2007 Change Change % Previous Week
Open 0.8691 0.8654 -0.0037 -0.4% 0.8697
High 0.8691 0.8654 -0.0037 -0.4% 0.8708
Low 0.8691 0.8654 -0.0037 -0.4% 0.8679
Close 0.8654 0.8670 0.0016 0.2% 0.8675
Range
ATR 0.0002 0.0002 0.0000 -7.1% 0.0000
Volume
Daily Pivots for day following 04-Jan-2007
Classic Woodie Camarilla DeMark
R4 0.8659 0.8665 0.8670
R3 0.8659 0.8665 0.8670
R2 0.8659 0.8659 0.8670
R1 0.8665 0.8665 0.8670 0.8662
PP 0.8659 0.8659 0.8659 0.8658
S1 0.8665 0.8665 0.8670 0.8662
S2 0.8659 0.8659 0.8670
S3 0.8659 0.8665 0.8670
S4 0.8659 0.8665 0.8670
Weekly Pivots for week ending 29-Dec-2006
Classic Woodie Camarilla DeMark
R4 0.8774 0.8754 0.8691
R3 0.8745 0.8725 0.8683
R2 0.8716 0.8716 0.8680
R1 0.8696 0.8696 0.8678 0.8692
PP 0.8687 0.8687 0.8687 0.8685
S1 0.8667 0.8667 0.8672 0.8663
S2 0.8658 0.8658 0.8670
S3 0.8629 0.8638 0.8667
S4 0.8600 0.8609 0.8659
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8708 0.8654 0.0054 0.6% 0.0000 0.0% 30% False True
10 0.8766 0.8654 0.0112 1.3% 0.0000 0.0% 14% False True
20 0.9024 0.8654 0.0370 4.3% 0.0000 0.0% 4% False True
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 0.8654
2.618 0.8654
1.618 0.8654
1.000 0.8654
0.618 0.8654
HIGH 0.8654
0.618 0.8654
0.500 0.8654
0.382 0.8654
LOW 0.8654
0.618 0.8654
1.000 0.8654
1.618 0.8654
2.618 0.8654
4.250 0.8654
Fisher Pivots for day following 04-Jan-2007
Pivot 1 day 3 day
R1 0.8665 0.8673
PP 0.8659 0.8672
S1 0.8654 0.8671

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

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