CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 26-Mar-2007
Day Change Summary
Previous Current
23-Mar-2007 26-Mar-2007 Change Change % Previous Week
Open 0.8700 0.8677 -0.0023 -0.3% 0.8731
High 0.8700 0.8685 -0.0015 -0.2% 0.8731
Low 0.8659 0.8633 -0.0026 -0.3% 0.8649
Close 0.8661 0.8661 0.0000 0.0% 0.8661
Range 0.0041 0.0052 0.0011 26.8% 0.0082
ATR 0.0051 0.0051 0.0000 0.1% 0.0000
Volume 88 102 14 15.9% 375
Daily Pivots for day following 26-Mar-2007
Classic Woodie Camarilla DeMark
R4 0.8816 0.8790 0.8690
R3 0.8764 0.8738 0.8675
R2 0.8712 0.8712 0.8671
R1 0.8686 0.8686 0.8666 0.8673
PP 0.8660 0.8660 0.8660 0.8653
S1 0.8634 0.8634 0.8656 0.8621
S2 0.8608 0.8608 0.8651
S3 0.8556 0.8582 0.8647
S4 0.8504 0.8530 0.8632
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 0.8730 0.8633 0.0097 1.1% 0.0044 0.5% 29% False True 82
10 0.8800 0.8633 0.0167 1.9% 0.0045 0.5% 17% False True 58
20 0.8885 0.8579 0.0306 3.5% 0.0039 0.5% 27% False False 51
40 0.8885 0.8437 0.0448 5.2% 0.0022 0.3% 50% False False 216
60 0.8885 0.8437 0.0448 5.2% 0.0016 0.2% 50% False False 144
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8906
2.618 0.8821
1.618 0.8769
1.000 0.8737
0.618 0.8717
HIGH 0.8685
0.618 0.8665
0.500 0.8659
0.382 0.8653
LOW 0.8633
0.618 0.8601
1.000 0.8581
1.618 0.8549
2.618 0.8497
4.250 0.8412
Fisher Pivots for day following 26-Mar-2007
Pivot 1 day 3 day
R1 0.8660 0.8667
PP 0.8660 0.8665
S1 0.8659 0.8663

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

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