CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 05-Apr-2007
Day Change Summary
Previous Current
04-Apr-2007 05-Apr-2007 Change Change % Previous Week
Open 0.8590 0.8602 0.0012 0.1% 0.8677
High 0.8610 0.8611 0.0001 0.0% 0.8779
Low 0.8580 0.8579 -0.0001 0.0% 0.8631
Close 0.8606 0.8604 -0.0002 0.0% 0.8673
Range 0.0030 0.0032 0.0002 6.7% 0.0148
ATR 0.0057 0.0055 -0.0002 -3.1% 0.0000
Volume 277 480 203 73.3% 458
Daily Pivots for day following 05-Apr-2007
Classic Woodie Camarilla DeMark
R4 0.8694 0.8681 0.8622
R3 0.8662 0.8649 0.8613
R2 0.8630 0.8630 0.8610
R1 0.8617 0.8617 0.8607 0.8624
PP 0.8598 0.8598 0.8598 0.8601
S1 0.8585 0.8585 0.8601 0.8592
S2 0.8566 0.8566 0.8598
S3 0.8534 0.8553 0.8595
S4 0.8502 0.8521 0.8586
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 0.8704 0.8579 0.0125 1.5% 0.0049 0.6% 20% False True 329
10 0.8779 0.8579 0.0200 2.3% 0.0059 0.7% 13% False True 211
20 0.8800 0.8579 0.0221 2.6% 0.0052 0.6% 11% False True 141
40 0.8885 0.8437 0.0448 5.2% 0.0034 0.4% 37% False False 264
60 0.8885 0.8437 0.0448 5.2% 0.0024 0.3% 37% False False 177
80 0.8885 0.8437 0.0448 5.2% 0.0018 0.2% 37% False False 132
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8747
2.618 0.8695
1.618 0.8663
1.000 0.8643
0.618 0.8631
HIGH 0.8611
0.618 0.8599
0.500 0.8595
0.382 0.8591
LOW 0.8579
0.618 0.8559
1.000 0.8547
1.618 0.8527
2.618 0.8495
4.250 0.8443
Fisher Pivots for day following 05-Apr-2007
Pivot 1 day 3 day
R1 0.8601 0.8630
PP 0.8598 0.8621
S1 0.8595 0.8613

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

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