CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 23-Mar-2007
Day Change Summary
Previous Current
22-Mar-2007 23-Mar-2007 Change Change % Previous Week
Open 0.8680 0.8700 0.0020 0.2% 0.8731
High 0.8680 0.8700 0.0020 0.2% 0.8731
Low 0.8649 0.8659 0.0010 0.1% 0.8649
Close 0.8654 0.8661 0.0007 0.1% 0.8661
Range 0.0031 0.0041 0.0010 32.3% 0.0082
ATR 0.0052 0.0051 0.0000 -0.8% 0.0000
Volume 14 88 74 528.6% 375
Daily Pivots for day following 23-Mar-2007
Classic Woodie Camarilla DeMark
R4 0.8796 0.8770 0.8684
R3 0.8755 0.8729 0.8672
R2 0.8714 0.8714 0.8669
R1 0.8688 0.8688 0.8665 0.8681
PP 0.8673 0.8673 0.8673 0.8670
S1 0.8647 0.8647 0.8657 0.8640
S2 0.8632 0.8632 0.8653
S3 0.8591 0.8606 0.8650
S4 0.8550 0.8565 0.8638
Weekly Pivots for week ending 23-Mar-2007
Classic Woodie Camarilla DeMark
R4 0.8926 0.8876 0.8706
R3 0.8844 0.8794 0.8684
R2 0.8762 0.8762 0.8676
R1 0.8712 0.8712 0.8669 0.8696
PP 0.8680 0.8680 0.8680 0.8673
S1 0.8630 0.8630 0.8653 0.8614
S2 0.8598 0.8598 0.8646
S3 0.8516 0.8548 0.8638
S4 0.8434 0.8466 0.8616
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8731 0.8649 0.0082 0.9% 0.0039 0.5% 15% False False 75
10 0.8800 0.8649 0.0151 1.7% 0.0048 0.5% 8% False False 79
20 0.8885 0.8512 0.0373 4.3% 0.0037 0.4% 40% False False 46
40 0.8885 0.8437 0.0448 5.2% 0.0021 0.2% 50% False False 214
60 0.8885 0.8437 0.0448 5.2% 0.0015 0.2% 50% False False 143
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8874
2.618 0.8807
1.618 0.8766
1.000 0.8741
0.618 0.8725
HIGH 0.8700
0.618 0.8684
0.500 0.8680
0.382 0.8675
LOW 0.8659
0.618 0.8634
1.000 0.8618
1.618 0.8593
2.618 0.8552
4.250 0.8485
Fisher Pivots for day following 23-Mar-2007
Pivot 1 day 3 day
R1 0.8680 0.8686
PP 0.8673 0.8677
S1 0.8667 0.8669

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

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