CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 30-Mar-2007
Day Change Summary
Previous Current
29-Mar-2007 30-Mar-2007 Change Change % Previous Week
Open 0.8755 0.8671 -0.0084 -1.0% 0.8677
High 0.8755 0.8704 -0.0051 -0.6% 0.8779
Low 0.8657 0.8631 -0.0026 -0.3% 0.8631
Close 0.8660 0.8673 0.0013 0.2% 0.8673
Range 0.0098 0.0073 -0.0025 -25.5% 0.0148
ATR 0.0058 0.0059 0.0001 1.8% 0.0000
Volume 153 76 -77 -50.3% 458
Daily Pivots for day following 30-Mar-2007
Classic Woodie Camarilla DeMark
R4 0.8888 0.8854 0.8713
R3 0.8815 0.8781 0.8693
R2 0.8742 0.8742 0.8686
R1 0.8708 0.8708 0.8680 0.8725
PP 0.8669 0.8669 0.8669 0.8678
S1 0.8635 0.8635 0.8666 0.8652
S2 0.8596 0.8596 0.8660
S3 0.8523 0.8562 0.8653
S4 0.8450 0.8489 0.8633
Weekly Pivots for week ending 30-Mar-2007
Classic Woodie Camarilla DeMark
R4 0.9138 0.9054 0.8754
R3 0.8990 0.8906 0.8714
R2 0.8842 0.8842 0.8700
R1 0.8758 0.8758 0.8687 0.8726
PP 0.8694 0.8694 0.8694 0.8679
S1 0.8610 0.8610 0.8659 0.8578
S2 0.8546 0.8546 0.8646
S3 0.8398 0.8462 0.8632
S4 0.8250 0.8314 0.8592
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8779 0.8631 0.0148 1.7% 0.0075 0.9% 28% False True 91
10 0.8779 0.8631 0.0148 1.7% 0.0057 0.7% 28% False True 83
20 0.8885 0.8631 0.0254 2.9% 0.0051 0.6% 17% False True 66
40 0.8885 0.8437 0.0448 5.2% 0.0029 0.3% 53% False False 225
60 0.8885 0.8437 0.0448 5.2% 0.0021 0.2% 53% False False 150
80 0.9024 0.8437 0.0587 6.8% 0.0016 0.2% 40% False False 113
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 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9014
2.618 0.8895
1.618 0.8822
1.000 0.8777
0.618 0.8749
HIGH 0.8704
0.618 0.8676
0.500 0.8668
0.382 0.8659
LOW 0.8631
0.618 0.8586
1.000 0.8558
1.618 0.8513
2.618 0.8440
4.250 0.8321
Fisher Pivots for day following 30-Mar-2007
Pivot 1 day 3 day
R1 0.8671 0.8705
PP 0.8669 0.8694
S1 0.8668 0.8684

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

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