CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 19-Mar-2007
Day Change Summary
Previous Current
16-Mar-2007 19-Mar-2007 Change Change % Previous Week
Open 0.8734 0.8731 -0.0003 0.0% 0.8690
High 0.8773 0.8731 -0.0042 -0.5% 0.8800
Low 0.8734 0.8705 -0.0029 -0.3% 0.8656
Close 0.8764 0.8700 -0.0064 -0.7% 0.8764
Range 0.0039 0.0026 -0.0013 -33.3% 0.0144
ATR 0.0051 0.0051 0.0001 1.2% 0.0000
Volume 57 66 9 15.8% 417
Daily Pivots for day following 19-Mar-2007
Classic Woodie Camarilla DeMark
R4 0.8790 0.8771 0.8714
R3 0.8764 0.8745 0.8707
R2 0.8738 0.8738 0.8705
R1 0.8719 0.8719 0.8702 0.8716
PP 0.8712 0.8712 0.8712 0.8710
S1 0.8693 0.8693 0.8698 0.8690
S2 0.8686 0.8686 0.8695
S3 0.8660 0.8667 0.8693
S4 0.8634 0.8641 0.8686
Weekly Pivots for week ending 16-Mar-2007
Classic Woodie Camarilla DeMark
R4 0.9172 0.9112 0.8843
R3 0.9028 0.8968 0.8804
R2 0.8884 0.8884 0.8790
R1 0.8824 0.8824 0.8777 0.8854
PP 0.8740 0.8740 0.8740 0.8755
S1 0.8680 0.8680 0.8751 0.8710
S2 0.8596 0.8596 0.8738
S3 0.8452 0.8536 0.8724
S4 0.8308 0.8392 0.8685
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8800 0.8684 0.0116 1.3% 0.0046 0.5% 14% False False 34
10 0.8840 0.8656 0.0184 2.1% 0.0046 0.5% 24% False False 56
20 0.8885 0.8465 0.0420 4.8% 0.0031 0.4% 56% False False 31
40 0.8885 0.8437 0.0448 5.1% 0.0018 0.2% 59% False False 206
60 0.8885 0.8437 0.0448 5.1% 0.0012 0.1% 59% False False 138
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0003
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8842
2.618 0.8799
1.618 0.8773
1.000 0.8757
0.618 0.8747
HIGH 0.8731
0.618 0.8721
0.500 0.8718
0.382 0.8715
LOW 0.8705
0.618 0.8689
1.000 0.8679
1.618 0.8663
2.618 0.8637
4.250 0.8595
Fisher Pivots for day following 19-Mar-2007
Pivot 1 day 3 day
R1 0.8718 0.8729
PP 0.8712 0.8719
S1 0.8706 0.8710

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

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