CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 02-Mar-2007
Day Change Summary
Previous Current
01-Mar-2007 02-Mar-2007 Change Change % Previous Week
Open 0.8666 0.8716 0.0050 0.6% 0.8512
High 0.8666 0.8716 0.0050 0.6% 0.8716
Low 0.8666 0.8716 0.0050 0.6% 0.8512
Close 0.8716 0.8775 0.0059 0.7% 0.8775
Range
ATR 0.0028 0.0026 -0.0002 -7.1% 0.0000
Volume 0 2 2 64
Daily Pivots for day following 02-Mar-2007
Classic Woodie Camarilla DeMark
R4 0.8736 0.8755 0.8775
R3 0.8736 0.8755 0.8775
R2 0.8736 0.8736 0.8775
R1 0.8755 0.8755 0.8775 0.8746
PP 0.8736 0.8736 0.8736 0.8731
S1 0.8755 0.8755 0.8775 0.8746
S2 0.8736 0.8736 0.8775
S3 0.8736 0.8755 0.8775
S4 0.8736 0.8755 0.8775
Weekly Pivots for week ending 02-Mar-2007
Classic Woodie Camarilla DeMark
R4 0.9280 0.9231 0.8887
R3 0.9076 0.9027 0.8831
R2 0.8872 0.8872 0.8812
R1 0.8823 0.8823 0.8794 0.8848
PP 0.8668 0.8668 0.8668 0.8680
S1 0.8619 0.8619 0.8756 0.8644
S2 0.8464 0.8464 0.8738
S3 0.8260 0.8415 0.8719
S4 0.8056 0.8211 0.8663
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8716 0.8512 0.0204 2.3% 0.0017 0.2% 129% True False 12
10 0.8716 0.8465 0.0251 2.9% 0.0015 0.2% 124% True False 7
20 0.8716 0.8437 0.0279 3.2% 0.0008 0.1% 121% True False 384
40 0.8716 0.8437 0.0279 3.2% 0.0007 0.1% 121% True False 192
60 0.9024 0.8437 0.0587 6.7% 0.0004 0.0% 58% False False 128
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 0.8716
2.618 0.8716
1.618 0.8716
1.000 0.8716
0.618 0.8716
HIGH 0.8716
0.618 0.8716
0.500 0.8716
0.382 0.8716
LOW 0.8716
0.618 0.8716
1.000 0.8716
1.618 0.8716
2.618 0.8716
4.250 0.8716
Fisher Pivots for day following 02-Mar-2007
Pivot 1 day 3 day
R1 0.8755 0.8733
PP 0.8736 0.8690
S1 0.8716 0.8648

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

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