CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 27-Mar-2007
Day Change Summary
Previous Current
26-Mar-2007 27-Mar-2007 Change Change % Previous Week
Open 0.8677 0.8648 -0.0029 -0.3% 0.8731
High 0.8685 0.8680 -0.0005 -0.1% 0.8731
Low 0.8633 0.8637 0.0004 0.0% 0.8649
Close 0.8661 0.8667 0.0006 0.1% 0.8661
Range 0.0052 0.0043 -0.0009 -17.3% 0.0082
ATR 0.0051 0.0051 -0.0001 -1.2% 0.0000
Volume 102 56 -46 -45.1% 375
Daily Pivots for day following 27-Mar-2007
Classic Woodie Camarilla DeMark
R4 0.8790 0.8772 0.8691
R3 0.8747 0.8729 0.8679
R2 0.8704 0.8704 0.8675
R1 0.8686 0.8686 0.8671 0.8695
PP 0.8661 0.8661 0.8661 0.8666
S1 0.8643 0.8643 0.8663 0.8652
S2 0.8618 0.8618 0.8659
S3 0.8575 0.8600 0.8655
S4 0.8532 0.8557 0.8643
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 0.8722 0.8633 0.0089 1.0% 0.0042 0.5% 38% False False 90
10 0.8788 0.8633 0.0155 1.8% 0.0045 0.5% 22% False False 59
20 0.8885 0.8579 0.0306 3.5% 0.0039 0.5% 29% False False 54
40 0.8885 0.8437 0.0448 5.2% 0.0023 0.3% 51% False False 218
60 0.8885 0.8437 0.0448 5.2% 0.0017 0.2% 51% False False 145
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8863
2.618 0.8793
1.618 0.8750
1.000 0.8723
0.618 0.8707
HIGH 0.8680
0.618 0.8664
0.500 0.8659
0.382 0.8653
LOW 0.8637
0.618 0.8610
1.000 0.8594
1.618 0.8567
2.618 0.8524
4.250 0.8454
Fisher Pivots for day following 27-Mar-2007
Pivot 1 day 3 day
R1 0.8664 0.8667
PP 0.8661 0.8667
S1 0.8659 0.8667

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

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