CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 01-Mar-2007
Day Change Summary
Previous Current
28-Feb-2007 01-Mar-2007 Change Change % Previous Week
Open 0.8579 0.8666 0.0087 1.0% 0.8613
High 0.8622 0.8666 0.0044 0.5% 0.8613
Low 0.8579 0.8666 0.0087 1.0% 0.8465
Close 0.8666 0.8716 0.0050 0.6% 0.8479
Range 0.0043 0.0000 -0.0043 -100.0% 0.0148
ATR 0.0030 0.0028 -0.0002 -7.1% 0.0000
Volume 52 0 -52 -100.0% 7
Daily Pivots for day following 01-Mar-2007
Classic Woodie Camarilla DeMark
R4 0.8683 0.8699 0.8716
R3 0.8683 0.8699 0.8716
R2 0.8683 0.8683 0.8716
R1 0.8699 0.8699 0.8716 0.8691
PP 0.8683 0.8683 0.8683 0.8679
S1 0.8699 0.8699 0.8716 0.8691
S2 0.8683 0.8683 0.8716
S3 0.8683 0.8699 0.8716
S4 0.8683 0.8699 0.8716
Weekly Pivots for week ending 23-Feb-2007
Classic Woodie Camarilla DeMark
R4 0.8963 0.8869 0.8560
R3 0.8815 0.8721 0.8520
R2 0.8667 0.8667 0.8506
R1 0.8573 0.8573 0.8493 0.8546
PP 0.8519 0.8519 0.8519 0.8506
S1 0.8425 0.8425 0.8465 0.8398
S2 0.8371 0.8371 0.8452
S3 0.8223 0.8277 0.8438
S4 0.8075 0.8129 0.8398
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8666 0.8469 0.0197 2.3% 0.0023 0.3% 125% True False 12
10 0.8666 0.8465 0.0201 2.3% 0.0015 0.2% 125% True False 6
20 0.8666 0.8437 0.0229 2.6% 0.0009 0.1% 122% True False 384
40 0.8702 0.8437 0.0265 3.0% 0.0007 0.1% 105% False False 192
60 0.9024 0.8437 0.0587 6.7% 0.0004 0.0% 48% False False 128
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 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8666
2.618 0.8666
1.618 0.8666
1.000 0.8666
0.618 0.8666
HIGH 0.8666
0.618 0.8666
0.500 0.8666
0.382 0.8666
LOW 0.8666
0.618 0.8666
1.000 0.8666
1.618 0.8666
2.618 0.8666
4.250 0.8666
Fisher Pivots for day following 01-Mar-2007
Pivot 1 day 3 day
R1 0.8699 0.8685
PP 0.8683 0.8654
S1 0.8666 0.8623

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

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