CME Japanese Yen Future September 2007


Trading Metrics calculated at close of trading on 11-Apr-2007
Day Change Summary
Previous Current
10-Apr-2007 11-Apr-2007 Change Change % Previous Week
Open 0.8571 0.8566 -0.0005 -0.1% 0.8662
High 0.8584 0.8580 -0.0004 0.0% 0.8687
Low 0.8557 0.8543 -0.0014 -0.2% 0.8554
Close 0.8568 0.8555 -0.0013 -0.2% 0.8555
Range 0.0027 0.0037 0.0010 37.0% 0.0133
ATR 0.0050 0.0049 -0.0001 -1.8% 0.0000
Volume 22 121 99 450.0% 1,719
Daily Pivots for day following 11-Apr-2007
Classic Woodie Camarilla DeMark
R4 0.8670 0.8650 0.8575
R3 0.8633 0.8613 0.8565
R2 0.8596 0.8596 0.8562
R1 0.8576 0.8576 0.8558 0.8568
PP 0.8559 0.8559 0.8559 0.8555
S1 0.8539 0.8539 0.8552 0.8531
S2 0.8522 0.8522 0.8548
S3 0.8485 0.8502 0.8545
S4 0.8448 0.8465 0.8535
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 0.8543 0.0068 0.8% 0.0030 0.4% 18% False True 167
10 0.8755 0.8543 0.0212 2.5% 0.0046 0.5% 6% False True 215
20 0.8779 0.8543 0.0236 2.8% 0.0049 0.6% 5% False True 141
40 0.8885 0.8465 0.0420 4.9% 0.0037 0.4% 21% False False 273
60 0.8885 0.8437 0.0448 5.2% 0.0026 0.3% 26% False False 182
80 0.8885 0.8437 0.0448 5.2% 0.0020 0.2% 26% False False 137
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 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8737
2.618 0.8677
1.618 0.8640
1.000 0.8617
0.618 0.8603
HIGH 0.8580
0.618 0.8566
0.500 0.8562
0.382 0.8557
LOW 0.8543
0.618 0.8520
1.000 0.8506
1.618 0.8483
2.618 0.8446
4.250 0.8386
Fisher Pivots for day following 11-Apr-2007
Pivot 1 day 3 day
R1 0.8562 0.8564
PP 0.8559 0.8561
S1 0.8557 0.8558

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

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