CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 07-Mar-2007
Day Change Summary
Previous Current
06-Mar-2007 07-Mar-2007 Change Change % Previous Week
Open 0.8811 0.8800 -0.0011 -0.1% 0.8512
High 0.8811 0.8800 -0.0011 -0.1% 0.8716
Low 0.8781 0.8800 0.0019 0.2% 0.8512
Close 0.8785 0.8804 0.0019 0.2% 0.8775
Range 0.0030 0.0000 -0.0030 -100.0% 0.0204
ATR 0.0034 0.0033 -0.0001 -4.0% 0.0000
Volume 2 6 4 200.0% 64
Daily Pivots for day following 07-Mar-2007
Classic Woodie Camarilla DeMark
R4 0.8801 0.8803 0.8804
R3 0.8801 0.8803 0.8804
R2 0.8801 0.8801 0.8804
R1 0.8803 0.8803 0.8804 0.8802
PP 0.8801 0.8801 0.8801 0.8801
S1 0.8803 0.8803 0.8804 0.8802
S2 0.8801 0.8801 0.8804
S3 0.8801 0.8803 0.8804
S4 0.8801 0.8803 0.8804
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 0.8885 0.8666 0.0219 2.5% 0.0009 0.1% 63% False False 2
10 0.8885 0.8465 0.0420 4.8% 0.0017 0.2% 81% False False 7
20 0.8885 0.8437 0.0448 5.1% 0.0010 0.1% 82% False False 384
40 0.8885 0.8437 0.0448 5.1% 0.0008 0.1% 82% False False 193
60 0.8892 0.8437 0.0455 5.2% 0.0005 0.1% 81% False False 128
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 0.8800
2.618 0.8800
1.618 0.8800
1.000 0.8800
0.618 0.8800
HIGH 0.8800
0.618 0.8800
0.500 0.8800
0.382 0.8800
LOW 0.8800
0.618 0.8800
1.000 0.8800
1.618 0.8800
2.618 0.8800
4.250 0.8800
Fisher Pivots for day following 07-Mar-2007
Pivot 1 day 3 day
R1 0.8803 0.8833
PP 0.8801 0.8823
S1 0.8800 0.8814

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

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