CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 29-Mar-2007
Day Change Summary
Previous Current
28-Mar-2007 29-Mar-2007 Change Change % Previous Week
Open 0.8669 0.8755 0.0086 1.0% 0.8731
High 0.8779 0.8755 -0.0024 -0.3% 0.8731
Low 0.8669 0.8657 -0.0012 -0.1% 0.8649
Close 0.8744 0.8660 -0.0084 -1.0% 0.8661
Range 0.0110 0.0098 -0.0012 -10.9% 0.0082
ATR 0.0055 0.0058 0.0003 5.6% 0.0000
Volume 71 153 82 115.5% 375
Daily Pivots for day following 29-Mar-2007
Classic Woodie Camarilla DeMark
R4 0.8985 0.8920 0.8714
R3 0.8887 0.8822 0.8687
R2 0.8789 0.8789 0.8678
R1 0.8724 0.8724 0.8669 0.8708
PP 0.8691 0.8691 0.8691 0.8682
S1 0.8626 0.8626 0.8651 0.8610
S2 0.8593 0.8593 0.8642
S3 0.8495 0.8528 0.8633
S4 0.8397 0.8430 0.8606
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 0.8779 0.8633 0.0146 1.7% 0.0069 0.8% 18% False False 94
10 0.8779 0.8633 0.0146 1.7% 0.0054 0.6% 18% False False 81
20 0.8885 0.8633 0.0252 2.9% 0.0047 0.5% 11% False False 62
40 0.8885 0.8437 0.0448 5.2% 0.0028 0.3% 50% False False 223
60 0.8885 0.8437 0.0448 5.2% 0.0020 0.2% 50% False False 149
80 0.9024 0.8437 0.0587 6.8% 0.0015 0.2% 38% False False 112
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9172
2.618 0.9012
1.618 0.8914
1.000 0.8853
0.618 0.8816
HIGH 0.8755
0.618 0.8718
0.500 0.8706
0.382 0.8694
LOW 0.8657
0.618 0.8596
1.000 0.8559
1.618 0.8498
2.618 0.8400
4.250 0.8241
Fisher Pivots for day following 29-Mar-2007
Pivot 1 day 3 day
R1 0.8706 0.8708
PP 0.8691 0.8692
S1 0.8675 0.8676

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

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