CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 03-Apr-2007
Day Change Summary
Previous Current
02-Apr-2007 03-Apr-2007 Change Change % Previous Week
Open 0.8662 0.8664 0.0002 0.0% 0.8677
High 0.8687 0.8680 -0.0007 -0.1% 0.8779
Low 0.8661 0.8596 -0.0065 -0.8% 0.8631
Close 0.8672 0.8592 -0.0080 -0.9% 0.8673
Range 0.0026 0.0084 0.0058 223.1% 0.0148
ATR 0.0057 0.0059 0.0002 3.4% 0.0000
Volume 449 367 -82 -18.3% 458
Daily Pivots for day following 03-Apr-2007
Classic Woodie Camarilla DeMark
R4 0.8875 0.8817 0.8638
R3 0.8791 0.8733 0.8615
R2 0.8707 0.8707 0.8607
R1 0.8649 0.8649 0.8600 0.8636
PP 0.8623 0.8623 0.8623 0.8616
S1 0.8565 0.8565 0.8584 0.8552
S2 0.8539 0.8539 0.8577
S3 0.8455 0.8481 0.8569
S4 0.8371 0.8397 0.8546
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 0.8596 0.0183 2.1% 0.0078 0.9% -2% False True 223
10 0.8779 0.8596 0.0183 2.1% 0.0060 0.7% -2% False True 157
20 0.8840 0.8596 0.0244 2.8% 0.0054 0.6% -2% False True 107
40 0.8885 0.8437 0.0448 5.2% 0.0032 0.4% 35% False False 245
60 0.8885 0.8437 0.0448 5.2% 0.0023 0.3% 35% False False 164
80 0.8983 0.8437 0.0546 6.4% 0.0017 0.2% 28% False False 123
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9037
2.618 0.8900
1.618 0.8816
1.000 0.8764
0.618 0.8732
HIGH 0.8680
0.618 0.8648
0.500 0.8638
0.382 0.8628
LOW 0.8596
0.618 0.8544
1.000 0.8512
1.618 0.8460
2.618 0.8376
4.250 0.8239
Fisher Pivots for day following 03-Apr-2007
Pivot 1 day 3 day
R1 0.8638 0.8650
PP 0.8623 0.8631
S1 0.8607 0.8611

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

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