CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 10-Apr-2007
Day Change Summary
Previous Current
09-Apr-2007 10-Apr-2007 Change Change % Previous Week
Open 0.8554 0.8571 0.0017 0.2% 0.8662
High 0.8562 0.8584 0.0022 0.3% 0.8687
Low 0.8551 0.8557 0.0006 0.1% 0.8554
Close 0.8555 0.8568 0.0013 0.2% 0.8555
Range 0.0011 0.0027 0.0016 145.5% 0.0133
ATR 0.0052 0.0050 -0.0002 -3.1% 0.0000
Volume 66 22 -44 -66.7% 1,719
Daily Pivots for day following 10-Apr-2007
Classic Woodie Camarilla DeMark
R4 0.8651 0.8636 0.8583
R3 0.8624 0.8609 0.8575
R2 0.8597 0.8597 0.8573
R1 0.8582 0.8582 0.8570 0.8576
PP 0.8570 0.8570 0.8570 0.8567
S1 0.8555 0.8555 0.8566 0.8549
S2 0.8543 0.8543 0.8563
S3 0.8516 0.8528 0.8561
S4 0.8489 0.8501 0.8553
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 0.8611 0.8551 0.0060 0.7% 0.0029 0.3% 28% False False 198
10 0.8779 0.8551 0.0228 2.7% 0.0054 0.6% 7% False False 210
20 0.8788 0.8551 0.0237 2.8% 0.0049 0.6% 7% False False 135
40 0.8885 0.8465 0.0420 4.9% 0.0036 0.4% 25% False False 270
60 0.8885 0.8437 0.0448 5.2% 0.0026 0.3% 29% False False 180
80 0.8885 0.8437 0.0448 5.2% 0.0019 0.2% 29% False False 135
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8699
2.618 0.8655
1.618 0.8628
1.000 0.8611
0.618 0.8601
HIGH 0.8584
0.618 0.8574
0.500 0.8571
0.382 0.8567
LOW 0.8557
0.618 0.8540
1.000 0.8530
1.618 0.8513
2.618 0.8486
4.250 0.8442
Fisher Pivots for day following 10-Apr-2007
Pivot 1 day 3 day
R1 0.8571 0.8575
PP 0.8570 0.8572
S1 0.8569 0.8570

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

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