CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 02-Apr-2007
Day Change Summary
Previous Current
30-Mar-2007 02-Apr-2007 Change Change % Previous Week
Open 0.8671 0.8662 -0.0009 -0.1% 0.8677
High 0.8704 0.8687 -0.0017 -0.2% 0.8779
Low 0.8631 0.8661 0.0030 0.3% 0.8631
Close 0.8673 0.8672 -0.0001 0.0% 0.8673
Range 0.0073 0.0026 -0.0047 -64.4% 0.0148
ATR 0.0059 0.0057 -0.0002 -4.0% 0.0000
Volume 76 449 373 490.8% 458
Daily Pivots for day following 02-Apr-2007
Classic Woodie Camarilla DeMark
R4 0.8751 0.8738 0.8686
R3 0.8725 0.8712 0.8679
R2 0.8699 0.8699 0.8677
R1 0.8686 0.8686 0.8674 0.8693
PP 0.8673 0.8673 0.8673 0.8677
S1 0.8660 0.8660 0.8670 0.8667
S2 0.8647 0.8647 0.8667
S3 0.8621 0.8634 0.8665
S4 0.8595 0.8608 0.8658
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% 0.0070 0.8% 28% False False 161
10 0.8779 0.8631 0.0148 1.7% 0.0057 0.7% 28% False False 121
20 0.8840 0.8631 0.0209 2.4% 0.0052 0.6% 20% False False 88
40 0.8885 0.8437 0.0448 5.2% 0.0030 0.3% 52% False False 236
60 0.8885 0.8437 0.0448 5.2% 0.0022 0.3% 52% False False 158
80 0.8989 0.8437 0.0552 6.4% 0.0016 0.2% 43% False False 118
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.8798
2.618 0.8755
1.618 0.8729
1.000 0.8713
0.618 0.8703
HIGH 0.8687
0.618 0.8677
0.500 0.8674
0.382 0.8671
LOW 0.8661
0.618 0.8645
1.000 0.8635
1.618 0.8619
2.618 0.8593
4.250 0.8551
Fisher Pivots for day following 02-Apr-2007
Pivot 1 day 3 day
R1 0.8674 0.8693
PP 0.8673 0.8686
S1 0.8673 0.8679

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

View Archives - Comment on this page... - Back to Index of Symbols