CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 09-Apr-2007
Day Change Summary
Previous Current
06-Apr-2007 09-Apr-2007 Change Change % Previous Week
Open 0.8593 0.8554 -0.0039 -0.5% 0.8662
High 0.8598 0.8562 -0.0036 -0.4% 0.8687
Low 0.8554 0.8551 -0.0003 0.0% 0.8554
Close 0.8555 0.8555 0.0000 0.0% 0.8555
Range 0.0044 0.0011 -0.0033 -75.0% 0.0133
ATR 0.0055 0.0052 -0.0003 -5.7% 0.0000
Volume 146 66 -80 -54.8% 1,719
Daily Pivots for day following 09-Apr-2007
Classic Woodie Camarilla DeMark
R4 0.8589 0.8583 0.8561
R3 0.8578 0.8572 0.8558
R2 0.8567 0.8567 0.8557
R1 0.8561 0.8561 0.8556 0.8564
PP 0.8556 0.8556 0.8556 0.8558
S1 0.8550 0.8550 0.8554 0.8553
S2 0.8545 0.8545 0.8553
S3 0.8534 0.8539 0.8552
S4 0.8523 0.8528 0.8549
Weekly Pivots for week ending 06-Apr-2007
Classic Woodie Camarilla DeMark
R4 0.8998 0.8909 0.8628
R3 0.8865 0.8776 0.8592
R2 0.8732 0.8732 0.8579
R1 0.8643 0.8643 0.8567 0.8621
PP 0.8599 0.8599 0.8599 0.8588
S1 0.8510 0.8510 0.8543 0.8488
S2 0.8466 0.8466 0.8531
S3 0.8333 0.8377 0.8518
S4 0.8200 0.8244 0.8482
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8680 0.8551 0.0129 1.5% 0.0040 0.5% 3% False True 267
10 0.8779 0.8551 0.0228 2.7% 0.0055 0.6% 2% False True 214
20 0.8800 0.8551 0.0249 2.9% 0.0050 0.6% 2% False True 136
40 0.8885 0.8437 0.0448 5.2% 0.0035 0.4% 26% False False 269
60 0.8885 0.8437 0.0448 5.2% 0.0025 0.3% 26% False False 180
80 0.8885 0.8437 0.0448 5.2% 0.0019 0.2% 26% False False 135
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 0.8609
2.618 0.8591
1.618 0.8580
1.000 0.8573
0.618 0.8569
HIGH 0.8562
0.618 0.8558
0.500 0.8557
0.382 0.8555
LOW 0.8551
0.618 0.8544
1.000 0.8540
1.618 0.8533
2.618 0.8522
4.250 0.8504
Fisher Pivots for day following 09-Apr-2007
Pivot 1 day 3 day
R1 0.8557 0.8581
PP 0.8556 0.8572
S1 0.8556 0.8564

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

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