CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 09-Mar-2007
Day Change Summary
Previous Current
08-Mar-2007 09-Mar-2007 Change Change % Previous Week
Open 0.8840 0.8679 -0.0161 -1.8% 0.8885
High 0.8840 0.8679 -0.0161 -1.8% 0.8885
Low 0.8733 0.8661 -0.0072 -0.8% 0.8661
Close 0.8745 0.8670 -0.0075 -0.9% 0.8670
Range 0.0107 0.0018 -0.0089 -83.2% 0.0224
ATR 0.0038 0.0042 0.0003 8.5% 0.0000
Volume 61 10 -51 -83.6% 79
Daily Pivots for day following 09-Mar-2007
Classic Woodie Camarilla DeMark
R4 0.8724 0.8715 0.8680
R3 0.8706 0.8697 0.8675
R2 0.8688 0.8688 0.8673
R1 0.8679 0.8679 0.8672 0.8675
PP 0.8670 0.8670 0.8670 0.8668
S1 0.8661 0.8661 0.8668 0.8657
S2 0.8652 0.8652 0.8667
S3 0.8634 0.8643 0.8665
S4 0.8616 0.8625 0.8660
Weekly Pivots for week ending 09-Mar-2007
Classic Woodie Camarilla DeMark
R4 0.9411 0.9264 0.8793
R3 0.9187 0.9040 0.8732
R2 0.8963 0.8963 0.8711
R1 0.8816 0.8816 0.8691 0.8778
PP 0.8739 0.8739 0.8739 0.8719
S1 0.8592 0.8592 0.8649 0.8554
S2 0.8515 0.8515 0.8629
S3 0.8291 0.8368 0.8608
S4 0.8067 0.8144 0.8547
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8885 0.8661 0.0224 2.6% 0.0034 0.4% 4% False True 15
10 0.8885 0.8512 0.0373 4.3% 0.0025 0.3% 42% False False 14
20 0.8885 0.8437 0.0448 5.2% 0.0016 0.2% 52% False False 388
40 0.8885 0.8437 0.0448 5.2% 0.0011 0.1% 52% False False 194
60 0.8885 0.8437 0.0448 5.2% 0.0007 0.1% 52% False False 130
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8756
2.618 0.8726
1.618 0.8708
1.000 0.8697
0.618 0.8690
HIGH 0.8679
0.618 0.8672
0.500 0.8670
0.382 0.8668
LOW 0.8661
0.618 0.8650
1.000 0.8643
1.618 0.8632
2.618 0.8614
4.250 0.8585
Fisher Pivots for day following 09-Mar-2007
Pivot 1 day 3 day
R1 0.8670 0.8751
PP 0.8670 0.8724
S1 0.8670 0.8697

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

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